Prof. Harald Oberhauser
Status
Academic Faculty
Professor of Mathematics
Tutorial fellow at St. Hugh's College
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Major / recent publications
- Kernels for sequentially ordered data with F. Kiraly. arXiv:1601.08169 (2016)
- Splitting methods for SPDEs: from robustness to financial engineering, optimal control and nonlinear filtering with C. Bayer. Springer Handbook on Splitting methods, 2016 (Editors R. Glowinski, S. Osher, W. Yin)
- Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs with P. Gassiat, G. dos-Reis. Stoch. Proc. Appl. Vol 125 (2015)
- The functional Itō formula under the family of continuous semimartingale measures. Stoch. and Dyn., Vol 16, (2016)
- Rough path stability of (semi-)linear SPDEs with P. Friz. PTRF Vol 158 (2015)
For recent research, see my personal homepage.
Research interests
I am interested in mathematics that allows to understand, model and make inference about systems that evolve under the influence of randomness.
Teaching
- C8.1 Stochastic Differential Equations
- B8.4 Information theory
Further details
I am looking for DPhil (PhD) students: if you are interested, do not hesitate to contact me as soon as possible (application deadlines are relatively early).