Joscha Diehl I am a professor (W1) of Stochastic Analysis at the University of Greifswald. Email: first name . last name at gmail . com

Master thesisCurrently, I am offering, together with Dr. Malter Gerhold, a Master thesis in random matrix theory and neural networks. Moreover, if you are generally interested in doing a Master thesis in the area of algebra, machine learning or statistics, please send me an email!

ActivitiesEach Friday, at 14:30h, I co-organize an online seminar onAlgebra, Combinatorics and Perspectives in Mathematical Sciences. Each Wednesday, at 17:00h, I co-organize an online reading group onoperads. Please send me an email if you are interested in any of them.EventsGeometry of curves in time series and shape analysis, August 11 - 14, 2020Publications-> on google scholarA quadratic identity in the shuffle algebra and a new proof for de Bruijn's formulawith L. Colmenarejo and M.-S. SoreaarXiv:2003.01574, 2020.Areas of areas generate the shuffle algebrawith T. Lyons, R. Preiß and J. ReizensteinarXiv:2002.02338, 2020.Time warping invariants of multidimensional time serieswith K. Ebrahimi-Fard and N. TapiaActa Applicandae Mathematicae, 2020.The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergencewith H. Boedihardjo, M. Mezzarobba and H. NiarXiv:1905.13034, 2019.The parabolic Anderson model on Riemann surfaceswith A. Dahlqvist and B. DriverProbability Theory and Related Fields, 2019.Invariants of multidimensional time series based on their iterated-integral signaturewith J. ReizensteinActa Applicandae Mathematicae, 2018.Backward stochastic differential equations with Young driftwith J. ZhangProbability, Uncertainty and Quantitative Risk, 2017.The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motionswith M. Gubinelli and N. PerkowskiCommunications in Mathematical Physics, 2017.Stochastic partial differential equations: a rough paths view on weak solutions via Feyman-Kacwith P. Friz and W. StannatAnnales de la Faculté des Sciences de Toulouse, 2017.Stochastic control with rough pathswith P. Friz and P. Gassiat,Applied Mathematics & Optimization, 2016.Pathwise stability of likelihood estimators for diffusions via rough pathswith P. Friz and H. MaiThe Annals of Applied Probability, 2016.The inverse problem for rough controlled differential equationswith I. BailleulSIAM Journal on Control and Optimization, 2015.Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisitedwith P. Friz and H. OberhauserSpringer Proceedings in Mathematics & Statistics, 2014.A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough PDEswith H. Oberhauser and S. RiedelStochastic Processes and their Applications, 2014.Robustness in stochastic filtering and maximum likelihood estimation for SDEswith P. Friz, H. Mai, H. Oberhauser, R. Riedel and W. StannatExtraction of Quantifiable Information from Complex Systems, Springer, 2014.Robust Filtering: Correlated Noise and Multidimensional Observationwith D. Crisan, P. Friz and H. OberhauserAnnals of Applied Probability, 2013.Backward stochastic differential equations with rough driverswith P. FrizAnnals of Probability, 2012.

Codehttps://github.com/diehlj