Artikelaktionen

Sie sind hier: FRIAS Fellows Fellows JunProf. Dr. Philipp Harms

JunProf. Dr. Philipp Harms

Albert-Ludwigs-Universität Freiburg
Mathematik
Junior Fellow
Oktober 2018 - Juli 2019

Raum 02 012
Tel. +49 (0) 761-203 97358
Fax +49 (0) 761-203 97451

CV

I am a Junior Professor in mathematical stochastics and finance at the University of Freiburg since April 2016. Previously, I was a PostDoc in Josef Teichmann's working group in financial mathematics at ETH Zurich and in Harvard EdLabs. I did my PhD in mathematics at the University of Vienna.

In my research I use tools from stochastic analysis, Riemannian geometry, and statistics on manifolds to analyze and model high-dimensional and potentially nonlinear data. I have developed applications of this research in mathematical finance and shape analysis.

Publikationen (Auswahl)

FRIAS-Projekt

Stochastic shape analysis and stochastic geometric mechanics

'The proposed research aims at developing stochastic models for data in nonlinear infinite-dimensional spaces (shape spaces being the prime example) and contributes to a better understanding of the geometry of stochastic processes. It operates within the frameworks of shape analysis and geometric mechanics, which have established themselves as successful tools for handling both non-linearity and infinite-dimensionality, and builds on recently developed stochastic extensions of these methods. Some specific goals are studying singularities of stochastic processes on shape spaces in relation to curvature, developing a variational calculus for stochastic processes which treats drift and volatility as equally important state variables, and bringing these results to applications in shape analysis, hydrodynamics, and mathematical finance.