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

• Stochastic analysis
• White noise analysis
• Stochastic processes with dependent increments
• Mathematics in Finance and Insurance

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