• Exercise classes: Probability Theory (ST 2020)
• Exercise classes: Stochastic Analysis (WT 2019/20)
• Exercise classes: Probability Theory (ST 2019)
• Exercise classes: Einführung in die Wahrscheinlichkeitstheorie (Introduction to Probability Theory) (WT 2018/19)
• Exercise classes: Markov Processes (ST 2018)
• Exercise classes: Stochastic Analysis (WT 2017/18)
• Tutor: Mathematische Behandlung der Natur- und Wirtschaftswissenschaften 2 - (ST 2017) 
• Exercise classes: Stochastic Analysis (WT 2016/17)
• Advanced student seminar: Dynamical stability for almost sure events (ST 2016)
• Theoretical-Exercise classes: Partial Differential Equations in Finance (ST 2016)
• Tutor: Integral- und Differentialrechnung (MSE) (ST 2016)
• Exercise classes: Stochastic Analysis (WT 2015/16)
• Exercise classes: Portfolio Analysis (ST 2015)
• Exercise classes: Partial Differential Equations in Finance (ST 2015)

Research Interests

• Harnack Inequalities for Balanced Random Walk in Random Environment
• Properties of Martingale Problems
• Semimartingales and their Applications to Mathematical Finance

Publications

2020

• Lyapunov Criteria for the Feller-Dynkin Property of Martingale Problems, Stochastic Processes and their Applications, 130(5), 2693-2736, [Article|
• Limit Theorems for Cylindrical Martingale Problems associated with Levy Generators, Journal of Theoretical Probability, 33, 866-905, [Article]
• No Abitrage in Continuous Financial Markets, Mathematics and Financial Economics, 14, 461-506, [Article]
• A Note on Real-World and Risk-Neutral Dynamics for Heath-Jarrow-Morton Frameworks, International Journal of Theoretical and Applied Finance (IJTAF), 23(3), 2050020, [Article]
• Correction to: Cylindrical Martingale Problems Associated with Lévy Generators, Journal of Theoretical Probability, 33, 1791-1800, [Article]
• On the Existence of Semimartingales with Continuous Characteristics, Stochastics, 92(5), 785-813, [Article]

2019

• Cylindrical Martingale Problems Associated with Levy Generators, Journal of Theoretical Probability, 32, 1306–1359, [Article], [Correction]
• Couplings for Processes with Independent Increments, 2019, Statistics and Probability Letters, 146, 161-167, [Article]

2018

• Absolute Continuity of Semimartingales - with Kathrin Glau, 2018, Electronic Journal of Probability, 23(125), 1-28, [Article]
• A Note on the Monotone Stochastic Order for Processes with Independent Increments, 2018, Statistics and Probability Letters, 135, 127-131, [Article]
• Structure Preserving Equivalent Martingale Measures for H-SII Models, 2018, Journal of Applied Probability, 55(1), 1-14, [Article]
• Deterministic Criteria for the Absence and Existence of Arbitrage in Multi-Dimensional Diffusion Markets, 2018, International Journal of Theoretical and Applied Finance (IJTAF), 21(1),1850002, [Article]

2017

• Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models - with Kathrin Glau and Zorana Grbac, 2017, Applied Mathematical Finance, 24(1), 23-37, [Article]

Preprints

• On Absolute Continuity and Singularity of Multidimensional Diffusions, 2020, [arXiv]

In Preparation

• A Parabolic Harnack Inequality for Random Walks in Balanced Environments - with Noam Berger.