M. Sc. Julian Wendt
Postanschrift
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Büro
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Kontakt
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Institut für Mathematik
Stochastik
Friedrich-Schiller-Universität Jena
Ernst-Abbe-Platz 2
07743 Jena
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Ernst-Abbe-Platz 2
Raum 3525
5. OG
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E-Mail:
Tel.: ++ 49 (0) 3641 9-46186
Fax: ++ 49 (0) 3641 9-46252
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Research Interests
- stochastic control theory
- fully coupled forward-backward stochastic differential equations (FBSDEs)
- mean field FBSDEs and mean field games
Short CV
since 2019
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Research Assistant (PhD student), Friedrich-Schiller-Universität Jena |
2017-2019
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Master studies in mathematics, Friedrich-Schiller-Universität Jena |
2014-2017
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Bachelor studies in mathematics, Friedrich-Schiller-Universität Jena |
Research Articles
- S. Ankirchner, N. Kazi-Tani, J. Wendt and C. Zhou: Large ranking games with non-observable diffusion control. 2021. HAL
- S. Ankirchner and J. Wendt: A sharp upper bound for the expected interval occupation time of Brownian martingales. 2021. HAL
- S. Ankirchner, A. Fromm and J. Wendt: A transformation method to study the solvability of fully coupled FBSDEs. Stochastics. 2021. HAL DOI
Master's Thesis
The Maximum Principle and Controlled Diffusion, Friedrich-Schiller-Universität Jena, 2019. dbt
Organizing
Teaching
Currently I am not teaching any classes. See below for a list of courses I taught in the past.
SoSe 2020
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Methods of Insurance and Financial Mathematics (exercise class) |
WiSe 2019/20
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Mathematics for Pharmacy students (exercise class)
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SoSe 2019
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Introduction into Probability Theory and Mathematical Statistics (exercise class) |
WiSe 2018/19
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Elementary Probability Theory and Statistics (exercise class) |
| SoSe 2018 |
Analysis II (tutorial)
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WiSe 2017/18
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Analysis III (exercise class) |
SoSe 2017
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Analysis II (exercise class) |
WiSe 2016/17
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Analysis I (exercise class)
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