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Christian Litterer


Personal profile

Research interests

My research is at an interface of pure and applied mathematics and ranges from classical topics in stochastic analysis such as Malliavin calculus to more recent developments in the theory of rough paths and their probabilistic applications. I am particularly interested in applying insights gained from studying random phenomena in the context of pure mathematics to concrete problems. This can involve for example contributions to the development of numerical methods for the non-linear filtering problem or algorithms for pricing derivatives in mathematical finance.

Collaborations and top research areas from the last five years

Recent external collaboration on country/territory level. Dive into details by clicking on the dots or