Research

Preprints

• Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity arXiv:2307.05457
• Estimation for the reaction term in semi-linear SPDEs under small diffusivity Bernoulli 2023, Vol. 29, No. 4, 3033-3058 (with Markus Reiß)

Theses

Here you can find the abstracts of my bachelor and master theses. Full versions are available upon request.

• Bachelor thesis “Stochastic optimal control: Strategies for illiquid financial markets”.
• Master thesis “Statistical inference for stochastic partial differential equations: Localized estimation of the diffusivity and the source”.