A warm welcome to the Institute of Stochastics at the Faculty of Mathematics and Computer Science! We conduct research and teach the mathematics of chance: probability theory and stochastic processes, statistics and time series analysis, quantification of uncertainty, as well as Bayesian inference and stochastic simulation methods.

With three professorships—Stochastics, Applied Stochastics, and Applied Mathematics—we cover a broad spectrum, ranging from theoretical foundations to applications in the geosciences, engineering, and machine learning. In our teaching, we train both mathematics students and students from other departments in stochastic ways of thinking and working, for example in actuarial mathematics, multivariate statistics, or uncertainty quantification.

On the following pages, you will find information about our team, our current course offerings, our research priorities, and the schedule for our research seminar.