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

JunProf. Dr. Philipp Harms

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


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)


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.