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M. Sc. Julian Wendt


Bild_Julian

Postanschrift

Büro

Kontakt

Institut für Mathematik
Stochastik
Friedrich-Schiller-Universität Jena      
Ernst-Abbe-Platz 2
07743 Jena
Ernst-Abbe-Platz 2      
Raum 3525
5. OG
E-Mail:
Tel.: ++ 49 (0) 3641 9-46186
Fax: ++ 49 (0) 3641 9-46252

Research Interests

  • stochastic control theory
  • fully coupled forward-backward stochastic differential equations (FBSDEs)
  • mean field FBSDEs and mean field games

Short CV

since 2019  
 Research Assistant (PhD student), Friedrich-Schiller-Universität Jena
2017-2019  
 Master studies in mathematics, Friedrich-Schiller-Universität Jena
2014-2017
 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

I am co-organizing the PhD seminar.

Teaching

Currently I am not teaching any classes. See below for a list of courses I taught in the past.

 SoSe 2020
 Methods of Insurance and Financial Mathematics (exercise class)
 WiSe 2019/20
 Mathematics for Pharmacy students (exercise class)
 SoSe 2019
 Introduction into Probability Theory and Mathematical Statistics (exercise class)
 WiSe 2018/19
 Elementary Probability Theory and Statistics (exercise class)
 SoSe 2018  Analysis II (tutorial)
 WiSe 2017/18
 Analysis III (exercise class)
 SoSe 2017
 Analysis II (exercise class)
 WiSe 2016/17
 Analysis I (exercise class)