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Portrait

Prof. Harald Oberhauser

Status
Academic Faculty

Professor of Mathematics
Tutorial fellow at St. Hugh's College

+44 1865 615176
Contact form
http://people.maths.ox.ac.uk/oberhauser/
ORCID iD
https://orcid.org/0000-0003-2644-8906
Research groups
  • Machine Learning and Data Science
  • Stochastic Analysis
Address
Mathematical Institute
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).

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London Mathematical Society Good Practice Scheme Athena SWAN Silver Award (ECU Gender Charter) Stonewall Silver Employer 2022

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