Research interests

• Multivariate Ornstein-Uhlenbeck processes
• (Semi-)selfsimilar stochastic processes
• (Semi-)stable hemigroups

Teaching

Developing OER for teaching in Stochastics/Statistics.
Exercise classes for lectures on Stochastics, Probability Theory, Actuarial Mathematics, Analysis 1 & 2, Statistical Methods in Pharmacy.

For further details concerning the teaching at this chair, please refer to the German version of: Teaching.

In peer-reviewed journals:

Kern, P. and Müller, C. (2022): A Closed Form Formula for the Stochastic Exponential of a Matrix-Valued Semimartingale. J. Stoch. Anal., 3(2), Article 3.
https://digitalcommons.lsu.edu/josa/vol3/iss2/3