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Solving high-dimensional problems in finance using model reduction; Workshop on "Developments in Computational Finance and Stochastic Numerics - Honoring John Schoenmakers on the occasion of his retirement" Exact dimension reduction for rough differential equations; Workshop "Mathematics, Data Science, and Education" Model reduction for stochastic systems with nonlinear drift; ENUMATH 2023 Solving stochastic and rough differential equations efficiently; Saale-Elster-Colloquium Working on mathematical modelling for problems in automated driving and medical imaging; 2nd SFB 1294 (Data Assimilation) Data Think Tank Optimization-Based Model Order Reduction with Applications in Finance; SIAM CSE Numerical approximations of rough (partial) differential equations; Oberseminar Stochastik Optimization based model order reduction for stochastic systems; Workshop on "Model Reduction and Surrogate Modeling (MORE)" Complexity reduction for high-dimensional SDEs - an introduction with applications; Workshop "Stochastic and Rough Analysis" Solving high-dimensional optimal stopping problems using model order reduction; Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" at the Weierstrass Institute Low-dimensional approximations of high-dimensional asset price models; 13th International Workshop on Stochastic Models and Control Error analysis of system-theoretic model reduction for bilinear systems; SIAM Conference on Control and Its Applications Stochastic Differential Equations - An Introduction with Applications; Mathematical Colloquium at the Middle East Technical University Bilinear systems -- An output bound and its consequences; 91st GAMM Annual Meeting Runge-Kutta methods for rough differential equations; 14th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis Stochastic Differential Equations - Applications and Efficient Solutions; Mathematical Colloquium at the University of Cottbus Energy estimates and model order reduction for bilinear systems with Lévy noise; European Numerical Mathematics and Advanced Applications Conference Model Reduction for Stochastic Bilinear Systems; International Congress on Industrial and Applied Mathematics Numerical approximations for RDEs and SDEs; Seminar talk at the University of Dresden Numerical approximations for RDEs and SDEs; Seminar talk at the University of Freiberg Energy estimates and model order reduction for stochastic bilinear systems; 12th International Workshop on Stochastic Models and Control Numerical approximations for RDEs and SDEs; Seminar talk at the University of Halle Numerical approximations for RDEs and SDEs; Seminar talk at the University of Potsdam Numerical approximations for rough and stochastic differential equations; Seminar talk at the University of Aachen Numerical approximations of parabolic rough PDEs; Harmonic Analysis for Stochastic PDEs Solving parabolic rough partial differential equations using regression; 13th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing Solving stochastic (partial) differential equations; Seminar talk at the University of Greifswald Numerical approximations of parabolic rough PDEs; 13th German Probability and Statistics Days Beyond the theory of ordinary differential equations; Seminar talk at the Department of Mathematics and Computer Science Type II singular perturbation approximation for linear systems with Lévy noise; EPSRC Durham Symposium on Model Order Reduction A regression method to solve parabolic rough PDEs; Ninth Workshop on Random Dynamical Systems A regression method to solve parabolic rough PDEs; 7th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis Model reduction for stochastic differential equations; Stochastic Analysis Seminar in Oxford Low Order Approximations to Linear SPDEs with Lévy Noise; 5th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis Alternative Approaches to "Standard" Balanced Truncation for Linear Systems Driven by Lévy Noise; CSC/NDS Workshop on Computational Methods for High-Dimensional Problems ; Schloss Ringberg (Tegernsee); May 2016Model Order Reduction for Linear Controlled SDEs with Lévy Noise; Joint DMV and GAMM Annual Meeting An Overview of Balancing Related Model Order Reduction for Systems with Lévy Noise; 12th German Probability and Statistics Days Model Order Reduction for Linear Controlled SDEs with Lévy Noise; Numerical Analysis Seminar at the University of Bath Balancing Related Model Order Reduction Applied to Linear Controlled SPDEs with Lévy Noise; Singular Perturbation Approximation Applied to SPDEs; ENUMATH Conference Singular Perturbation Approximation (SPA) angewendet auf SPDEs; Stochastic Analysis Seminar at the University of Halle Singular Perturbation Approximation Applied to SPDEs; Winter School on Stochastic Analysis of Spatially Extended Models Balancing Related Model Order Reduction Applied to SPDEs; Seminar talk at the University of Warwick (invited by Prof. Andrew Stuart) ; Coventry; February 2015Stochastic PDEs - Approximation and MOR; 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications Model Order Reduction for Stochastic Systems; Seminar talk at the University of Kaiserslautern (invited by Prof. Tobias Damm) ; Kaiserslautern; March 2014Model Order Reduction for Linear Stochastic Differential Equations with Lévy Noise; 11th German Probability and Statistics Days Modellreduktion für lineare stochastische Evolutionsgleichungen mit Lévy-Rauschen; Stochastic Analysis Seminar at the University of Halle Projektionsmethoden zur Lösung stochastischer Evolutionsgleichungen; 9th Workshop for Doctoral Students of the Probability and Statistics Group Balanced Truncation for Stochastic Linear Systems with Lévy Noise; 84th GAMM Annual Meeting; Balanced Truncation for Stochastic Differential Equations with Lévy Noise; Elgersburg Workshop, February 11 - 14, 2013
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