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Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications

Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications


The Collaborative Research Center is an interdisciplinary endeavor aiming to develop basic concepts and theories for dealing with “good” and “bad” uncertainty. The new insights shall be applied to unsolved problems in various fields of economics and the natural sciences, especially in biology and physics. The CRC consists of 18 projects, most of which are located at the Faculty of Mathematics, but also at the Center for Mathematical Economics, the Faculty of Physics, and the Faculty of Technology. The funding is provided by the German Science Foundation and amounts to about 10 million Euro for the first four years. In particular, it covers 13 doctorate posts and 13 postdoc positions.
“On the one hand, the CRC wants to tame uncertainty and, on the other hand, profit from randomness, and use it wisely” explains SFB spokesman Röckner. There are uncertainties beyond probability-descriptive randomness. Such model uncertainties played a major role in the financial crisis, as investment banks misinterpreted ratings as accurate probabilities.


Guests arriving this week

Name Room Phone Arrival Projects
Sergey Bobkov

University of Minnesota, Minneapolis, USA
V3-2122454 01.11.2020 A4
Eduard Feireisl

Institute of Mathematics AS CR, Czech Republic
U4-14667117 01.11.2020 B7

Upcoming Workshops

Dec 18, 2020 – Dec 19, 2020

Location: Online Event

Organizers: Gernot Akemann, Igor Krasovsky, Dmitry Savin, Igor Smolyarenko


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