Andreas Neuenkirch

Room B 2.15, building B 6, 26

Phone: +49  621 181-2454

Email: neuenkirch(at)

Office hour: by appointment (via email)

Research interests

Numerical methods for stochastic processes, Monte Carlo methods, Information-based Complexity,  Random Dynamical Systems

My current research focus is on numerical methods for stochastic differential equations (SDEs) driven by (fractional) Brownian motion and the properties of  SDEs driven by fractional Brownian motion.

Many of the analysed equations are applied in natural sciences, the field of mathematical finance, or others.

I am Associate Editor of the  Journal of Complexity and member DFG-Graduiertenkolleg 1953 "Statistical Modeling of Complex Systems and Processes". Furthermore, I used to be a member of the DFG-Schwerpunktprogramm 1324.

Preprints and Publications

See arXiv and e.g. Google Scholar or the Zentralblatt.