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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: 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, A. Fromm, J. Wendt: A transformation method to study the solvability of fully coupled FBSDEs. 2019. HAL

Master's Thesis

The Maximum Principle and Controlled Diffusion, Friedrich-Schiller-Universität Jena, 2019. dbt

Teaching