- Stochastic Analysis, Stochastic Partial Differential Equations
- Stochastic Invariance Problems, in particular for Manifolds and Cones
- Semimartingale Theory of Stochastic Processes, Affine Processes, Lévy Processes
- Financial Mathematics, No Arbitrage Concepts, Topological Vector Lattices
- Actuarial Mathematics, Hybrid Models for Financial Markets and Mortality Rates
- Stochastic Analysis with Rough Paths
- Nonlinear Expectations, Model Uncertainty
- 2018: DMV Subject Group Stochastics, grant for financial resources for a research visit (Indian Statistical Institute, Bangalore Centre, conducted 2019)
- 2020: DFG Individual Research Grants, Module "Temporary Positions for Principal Investigators", grant for a duration of 24 months
- Here is a list of my teaching activities to date.
- Here is a list of advised theses.