Research interests

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

Teaching

Developing OER for teaching in Stochastics/Statistics.

• DigStat - Digitale Lerneinheiten in der Statistik.nrw
• Digitale Materialien in der Stochastik-Lehre für Präsenzveranstaltungen und Selbststudium.nrw

Exercise classes for lectures on Stochastics, Probability Theory, Actuarial Mathematics, Analysis 1 & 2, Complex Analysis, Statistical Methods in Pharmacy.

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

Open Educational Resources:

"OER.Stochastik.nrw: Digitale OER Materialien in der Stochastik-Lehre für Präsenzveranstaltungen und Selbststudium" by Herold Dehling, Katrin Rolka, Peter Kern, Riko Kelter, Michael Kallweit, Daniel Meißner, Axel Bücher, Christian Müller, Jonas Lache, Alexander Schnurr, Susanne Spies, CC BY SA 4.0, Moodle Backup File available at https://www.orca.nrw/content/f3f346c0-5e54-47ce-9593-3d330f2a4143

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