DYNSTOCH Network

 
The Copenhagen Team consists of researchers from the Department of Statistics and Operations Research and the Laboratory of Actuarial Mathematics, University of Copenhagen and from the Department of Theoretical Statistics, University of Aarhus.

The team is particularly active in these areas: Statistics for stochastic differential equations and stochastic partial differential equations, including models driven by Lévy processes and with particular emphasis on discrete time observation; hidden Markov models, including stochastic volatility models; marked point processes and piecewise deterministic processes; and modelling and data analysis in finance, turbulence, molecular biology, and physiology.

Published Research from the Danish Team.

The scientist in charge of the team is Michael Sørensen.

The other members in Copenhagen are:

Bo Bibby

Susanne Ditlevsen

Julie Lyng Forman

Ernst Hansen

Niels Richard Hansen

Martin Jacobsen

Anders Tolver Jensen

Søren Johansen

Thomas Mikosch

Bo Markussen

Jesper Lund Pedersen

Rolf Poulsen

Anders Rahbek

Helle Sørensen



The members in Aarhus are:

Ole E. Barndorff-Nielsen

Preben Blæsild

Jens Ledet Jensen

Jan Pedersen

Jürgen Schmiegel