Dipl.-Ing. Stefan Rigger

PRAE DOC UNIVERSITY ASSISTANT

I am a third-year Ph.D. student supervised by Christa Cuchiero.

 

WEBSITE

CURRICULUM VITAE

PUBLICATIONS

ACTIVITIES

COURSES

U:CRIS


Office hour:
upon request

MAIN RESEARCH INTERESTS

  • Mean field limits and mean field games
  • Particle systems with singular interactions
  • Numerical techniques for high-dimensional problems

CURRENT WORK

Currently, I am working on mean-field limits of interacting particle systems.

ACTIVITIES

Propagation of Minimality in the Supercooled Stefan Problem

Stefan Rigger
Conference on High-dimensional Stochastics
Conference, Talk or oral contribution
8.9.2020 - 8.9.2020

Propagation of Minimality in the Supercooled Stefan Problem

Stefan Rigger
13th European Summer School in Financial Mathematics
Summer/Winter school, Talk or oral contribution
31.8.2020 - 31.8.2020

13th European Summer School in Financial Mathematics

Christa Cuchiero , Irene Klein , Mathias Pohl , Sara Papariello-Svaluto-Ferro , Lisa Carli , Mathias Beiglböck , Daniel Bartl , Rüdiger Frey , Zehra Eksi , Junjian Yang , Guido Gazzani , Stefan Rigger
13th European Summer School in Financial Mathematics
Summer/Winter school, Organisation of ...
31.8.2020 - 4.9.2020

Existence and (non)uniqueness of a McKean-Vlasov equation arising from contagious interactions

Stefan Rigger
Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields
Conference, Talk or oral contribution
28.11.2019 - 28.11.2019

Interacting particle systems, default cascades and the M1-topology

Stefan Rigger
ÖMG Konferenz
Conference, Talk or oral contribution
19.9.2019 - 19.9.2019

Interacting particle systems, default cascades and the M1-topology

Stefan Rigger
Vienna Congress on Mathematical Finance 0219
Conference, Talk or oral contribution
11.9.2019 - 11.9.2019

Interacting Particle Systems for Modelling Default Cascades

Stefan Rigger
Brown Bag Seminar
Lecture series, colloquium, Talk or oral contribution
10.4.2019 - 10.4.2019

Approximation of Multisymmetric Functions

Stefan Rigger
Austrian Numerical Analysis Day 2017
Conference, Talk or oral contribution
4.5.2017 - 4.5.2017