Publications

Projects

CV

Dipl.-Math. Felix Heidenreich

heidenreich@mathematik.uni-kl.de Phone: 0631 205 5329 Fax: 0631 205 4427 Building: 031, Room: 460

Diploma Thesis

• High-resolution Coding of Lévy Processes (March 2008, TU Darmstadt, Supervisor: Jun.-Prof. Jakob Creutzig)

Research Interest

• Approximation of Lévy-driven SDEs

Projects

• Part of the DFG Priority Programme 1324
  Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations