Moin,
I am a PhD student at the Institute of Mathematics at the Universität zu Lübeck currently working on numerical approximations of stochastic (partial) differential equations.
My favourite pet project is the efficient simulation of iterated stochastic integrals (see here). I am a supporter of open source software and an avid Julia user. In my free time I enjoy juggling and bouldering.
Last modified: August 19, 2024.