Contact details

Type of addressPostal address
Postal codeYO10 5DD
CountryUnited Kingdom
Address lines
  • Mathematics
    University of York
    YO10 5DD

Phone: (01904) 323646

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations

Dr. Christian Litterer


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.