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Dipl.-Math. Daniel Schiemert

Dipl.-Math. Daniel Schiemert
Dipl.-Math. Daniel Schiemert
Anschrift Universität Stuttgart
Fachbereich Mathematik
Institut für Stochastik und Anwendungen
Lehrstuhl für Stochastik
Pfaffenwaldring 57
D-70569 Stuttgart
Telefon ++49(0)711 / 685 - 65386
Zimmer 8.552
E-Mail Daniel.Schiemert@mathematik.uni-stuttgart.de

Scientific Interests

I am working on stochastic integrals driven by stochastic processes with dependent increments. My aim is to define stochastic differential equations driven by stochastic processes with dependent increments.

The solution of such a differential equation should describe some processes in finance and insurance with memory.

Publications

1.
Stochastic Differential Equations Driven by Gaussian processes with dependent increments
Joint with J. Dippon

2.
Option Pricing in a Black-Scholes Market with Memory. Joint with J. Dippon