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Research Interest

Model Uncertainty, Sublinear Expectations, Mean-Field SDEs, Affine Processes

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  • Mean-Field SDEs driven by G-Brownian Motion
    Bollweg, G., Meyer-Brandis, T.
    Preprint 2024 [arXiv]
  • Non-linear Affine Processes with Jumps
    Biagini, F. , Bollweg, G. , Oberpriller, K. ,
    Probability, Uncertainty and Quantitative Risk, 2023, 8(2): 235-266. DOI [arXiv]