External Theses Publications OverviewTheses by visiting studentsThe following theses were produced by external students who performed a significant part of their thesis work as visiting students.List of completed master thesesMarco Ballesio, "Indirect Inference for Scalar Time-homogeneous Stochastic Differential Equations Based on Moment Expansions", Master Thesis, Politecnico of Torino and Real Collegio Carlo Alberto - KAUST, January 2016Alessandro Iania, "Basket option pricing for processes with jumps using sparse grids and Fourier transforms", Master Thesis, Politecnico di Torino / KAUST, December 2015Nathan Quadrio, "Multilevel Monte Carlo method for PDEs with fluid dynamic applications", Master Thesis, KAUST, October 2014.List of completed bachelor thesesRayhane Ben Youssef. "Estimating rare event probabilities using multilevel Monte Carlo", Ecole Polytechnique de Tunisie, September 2025Salim Ksous, "Optimal Control Problem for Hydrothermal Power Systems using Pontryagin Principle", Ecole Polytechnique de Tunisie, September 2025Abderrahmene Ben Romdhane, "Hierarchical Fourier Quadrature for Option Pricing under Rough Heston Models", Ecole Polytechnique de Tunisie, September 2025Soumaya Elkantassi, "Fourier Transform Methods for Option Pricing", Ecole Polytechnique de Tunisie, 2015Chaouki Ben Said, "Uncertainty quantification in European type contingent claims", Ecole Polytechnique de Tunisie, 2013Chiheb Ben Hammouda, "Uncertainty Quantification In Option Pricing", Ecole Polytechnique de Tunisie, 2013Nadhir Ben Rached, "Adaptive Monte Carlo Euler Method for Options with Low Regularity Payoffs", Ecole Polytechnique de Tunisie, 2012 Theses by students at the Chair of Mathematics for Uncertainty Quantification, RWTH AachenList of completed doctoral thesesFelix Terhag, "Structure-Exploiting Uncertainty Quantification and Control: Bayesian Inference and Itô SDE Methods from MRI Segmentation to Autonomous Sensing", RWTH Aachen, 2025Arved Bartuska, "Hierarchical Methods for Bayesian Optimal Experimental Design", RWTH Aachen, 2025Shyam Mohan Subbiah Pillai, "Numerical methods for stochastic optimal control: Applications in rare event estimation and wireless networks", RWTH Aachen, 2025Sankarasubramanian Ragunathan, "Higher-order adaptive multilevel Monte Carlo methods for Stochastic Differential Equations", RWTH Aachen, 2024Sophia Münker, "Generic importance sampling via stochastic optimal control and dimensionality reduction for stochastic reaction networks", RWTH Aachen, 2024List of completed master thesesMathias Horres, "Weak representation of McKean-Vlasov SDEs using mean-field ODEs", RWTH Aachen, 2025Manuel Kleinschmager, "Chance Constrained Optimal Control of Stochastic Differential Equations", RWTH Aachen, 2025Noah Oberweis, "Adaptive Random Fourier Features based training for PINNs", RWTH Aachen, 2024Maksim Chupin, "Dimensionality Reduction in Filtering for Stochastic Reaction Networks", RWTH Aachen, 2024Jonas Nießen, "A Non-Asymptotic Analysis of PINN-Optimization for the Poisson Equation in the Kernel Regime", RWTH Aachen, 2024Lisi Liang, "A Comparative Study of Stochastic Gradient Descent and A Random Fourier Features Training Algorithm for Two-layer Neural Networks: Accuracy, Robustness and Spectral Bias", RWTH Aachen, 2024Leon Wilcosz, "Hierarchical and Quasi Monte Carlo Techniques for McKean-Vlasov Equations", RWTH Aachen, 2023Khaoula Ben Chaabane, "Uncertainty Quantification on Deterministic Forecasts using Itô's Stochastic Differential Equations", RWTH Aachen, 2023Yosr Samet, "Numerical Study of Rough Volatility Models with Application to Option Pricing", RWTH Aachen, 2023Shyam Mohan Subbiah Pillai, "Importance Sampling Methods for McKean-Vlasov type Stochastic Differential Equations", RWTH Aachen, 2022Sophia Münker, "Optimal Control of Importance Sampling Parameters in Monte Carlo Estimators for Stochastic Reaction Networks", RWTH Aachen, 2021 Related People Marco Ballesio Ph.D., Applied Mathematics and Computational Science Stochastic Modeling uncertainty quantification Alessandro Iania Visiting Student, Stochastic Numerics Research Group Mathematical modeling Computational finance Nathan Quadrio Visiting Student, Stochastic Numerics Research Group uncertainty quantification Reservoir Modeling Salim Ksous M.S. Student, Stochastic Numerics Research Group optimal control numerical methods Abderrahmene Ben Romdhane M.S. Student, Stochastic Numerics Research Group numerical analysis Computational finance uncertainty quantification Soumaya Elkantassi M.S., Applied Mathematics and Computational Science Stochastic processes Computational finance Chaouki ben Issaid Ph.D., Statistics Rare wireless commnucation events Chiheb Ben Hammouda Ph.D., Applied Mathematics and Computational Science Numerical simulation and analysis Quantitative finance Computational biology Stochastic Modeling Nadhir Ben Rached Ph.D., Applied Mathematics and Computational Science wireless communication Monte Carlo
