# Research group: Mathematical Stochastics

The research group in probability and stochastics works on problems in the areas of high-dimensional probability theory, stochastic analysis, information-based complexity, and asymptotic geometric analysis in a broad sense. This includes, among others,

Stochastic simulation

(Quasi-)Monte Carlo simulation

Quantitative financial mathematics

Tractability of high-dimensional numerical integration and approximation problems

Numerical methods for stochastic differential equations

Concentration of measure phenomena

Dispersion of high-dimensional point sets

Limit theorems for high-dimensional random geometric quantities

Singular values of structured random matrices

Geometry of random convex bodies

S-numbers of operators

Volume and volumetric quantities related to unit balls in Banach spacse

The methods and techniques in our research come from a wide range of areas such as combinatorics, convex and discrete geometry, differential geometry, functional analysis, (classical) probability theory, potential theory, and statistical mechanics.

Our research is supported by the Austrian Science Fund (FWF) through the projects

►F5508-N26: „Adapting QMC algorithms to the simulation problem“

Part of the Spezialforschungsbereich F55: "Quasi-Monte Carlo methods and Applications" (http://www.sfb-qmc.jku.at/)

Years: 2014 - 2022

and

►P32405: Asymptotic Geometric Analysis and Applications

Years: 2019 - 2021