Dr. Peter Parczewski

Room B 109

University of Mannheim

A5, 6

D-68131 Mannheim

Tel: +49  621 181-3133

Office hour: by appointment

Email: parczewski(at)math.uni-mannheim.de

Teaching

    Research interests

    • Stochastic analysis
    • Fractional Brownian motion
    • Malliavin calculus
    • (Numerical schemes for) Stochastic differential equations

    Working Papers

    • C. Bender and P. Parczewski. Discretizing Malliavin calculus. Preprint. Submitted 2016.

    Publications