Dr. rer. nat. Falko Baustian

Research Assistant at the chair of Applied Analysis

Contact

Universität Rostock
Institut für Mathematik
Ulmenstraße 69
D-18057 Rostock

Haus 3, Raum 438
Telefon: +49 (0)381 - 498 6581
E-Mail: falko.baustian[at]uni-rostock.de

Research

My main research interest are partial differential equations. I am especially interested in applications in mathematical finance and in basis properties of systems of functions. My main collaborators are

  • Vladimir Bobkov, Ufa Federal Research Centre
  • Jan Pospíšil, University of West Bohemia
  • Peter Takáč, University of Rostock

Publications
Profile on ORCID
Profile on Researchgate

I wrote my dissertation "Analyticity in time and space for a semilinear Cauchy problem" and my diploma thesis "Die Black-Scholes-Modelle und vollständige Märkte" at the University of Rostock under the supervison of Prof. Dr. Peter Takáč, Ph.D.

Entry at the Mathematical Genealogy Project

Talks

06/2023 - Fučík systems for Dirichlet and Neumann boundary conditions at the 2nd UNC Greensboro Partial Differential Equations Conference (Virtual Conference) of the University of North Carolina in Greensboro (North Carolina, U.S.A.)

06/2023 - Basis properties of Fučík eigenfunctions for Dirichlet and Neumann boundary conditions at the Marseille-Toulouse-Rostock Meetings on PDE's at CIRM in Toulouse (France)

03/2023 - Pricing options with self-financing portfolios - a heuristic approach at the University of West Bohemia in Pilsen (Czech Republic)

04/2022 - The PDE approach in Stochastic Finance at the University of West Bohemia in Pilsen (Czech Republic)

List of talks

Office hours

You can make an appointment for office hours via email.

Teaching

Summer term 2023

  • Analysis II: Functions of several variables (for Bachelor Mathematics) - Tutorials
  • Analysis II: Functions of several variables (for Teaching and Physics) - Tutorials

Winter term 2022/23

  • Analysis I: Functions of one variable - Tutorials
  • Elementary partial differential equations - as assistant
  • Teaching mobility (Erasmus+) at the University of West Bohemia

Summer term 2022

  • Complex analysis - as assistant
  • Teaching mobility (Erasmus+) at the University of West Bohemia

List of teaching

Internationalization

I am the internationalisation representative of the Institute of Mathematics. With that said, I am the first person to contact for a semester abroad.

Erasmus+ page of the institute

I travel to the University of West Bohemia in Pilsen with the teaching mobility of the Erasmus+ programm on a regular basis. I had longer resarch stays at the University of West Bohemia, at the Ufa Federal Research Centre, and at the Université Toulouse 1 Capitole.

Events for pupils

I am active at the non-profit organisation RHO e.V. that organizes different events

  • Mathematical seminars in Warnemünde
  • Kreisclub at the University of Rostock
  • Preparation of the MV team for national stage of the mathematical olympiad
  • Lectures for prospective students

for pupils from Mecklenburg-Vorpommern which are interested in mathematics.

Webpage of the mathematical organisation RHO e.V.