Welcome to the homepage of the Stochastics working group

The Stochastics working group is part of the Department of Mathematics.

About our working group

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Our offices are located on the Emmy Noether Campus in building section B on level 2.
Directions and map

Contact information for the individual employees can be found below.

Course catalog

Lectures (Bachelor Mathematics)

Title of the course	Lecturer
Stochastics I	Kaufmann / Schnurr
Stochastics II	Kaufmann / Schnurr
Stochastics III	Miller
Statistical Analysis	Kaufmann

More about Bachelor Mathematics

Lectures (Master Mathematics)

Lectures on the Master's degree course in Mathematics are generally held in English. If there are no international students, they are held in German.

Title of the course	Lecturer
Computational Statistics (Statistical Computing + Data Mining)	Kaufmann / Müller
Stochastic Dynamic Optimization	Miller
Mathematical Statistics	Kaufmann
Stochastic Processes in Financial and Actuarial Mathematics	Kaufmann
Probability theory	Schnurr
Time series analysis	Schnurr

More about the Master Mathematics

Other events

If you are interested in a seminar, please contact the team of the working group.

Title of the event	Type	Lecturer
Advanced Mathematics for Business and Economics	Lecture	Miller
Elements of Stochastics	Lecture	Schnurr
Software practical course on stochastics (R computer practical course)	Software practical course	Kaufmann
Seminar on financial mathematics	Seminar	Wehn
Seminar on stochastics	Seminar	Müller / Schnurr
Stochastics for the grammar school teaching profession	Lecture	Schnurr

Teaching in summer semester 2026

Stochastics II

E. Kaufmann
Mathematical Statistics

E. Kaufmann
Stochastic Dynamic Optimization

A. Müller
Elements of stochastics

A. Schnurr
Stochastics for the grammar school teaching profession

A. Schnurr
Seminar on financial mathematics

C. S. Wehn
Seminar on stochastics

A. Schnurr

Professors

The links below lead to subpages with further information on the courses offered and the research of the individual professors.

E. Kaufmann

Prof. Dr. Edgar Kaufmann alternates with Prof. Dr. Alexander Schnurr in giving the lectures Stochastics I and Stochastics II, on which all other stochastics lectures in the mathematics degree course are based. He also offers various lectures with a focus on statistics as well as a regular R-computer practical course.

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A. Miller

Prof. Dr. Alfred Müller holds the annual lectures Stochastics III, which follows on from the lectures Stochastics I and Stochastics II and deals with further essential concepts of modern stochastics, and Advanced Mathematics for Business and Economics, which is aimed at Master's students from the economic sciences. It also offers various Master's lectures.

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A. Schnurr

Prof. Dr. Alexander Schnurr alternates with members of other working groups to give stochastics lectures aimed specifically at teacher training students, and alternates with Prof. Dr. Edgar Kaufmann to give the lectures Stochastics I and Stochastics II, on which all other stochastics lectures in the mathematics degree course are based. He also offers various Master's lectures.

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C. S. Wehn

Prof. Dr. Carsten Wehn is an honorary professor for the Department of Mathematics and offers practice-oriented courses on quantitative aspects of risk measurement and the mathematical valuation of derivative products.

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