Visiting stays at more than 50 academic, research-oriented institutions
/ universities (for details, see below)
Associate Professor at Southern Illinois University,
Department of Mathematics, Carbondale, USA, since 2007
Assistant Professor at Southern Illinois University,
Department of Mathematics, Carbondale, USA, 2001-2007
Assistant Professor at University of Minnesota,
School of Mathematics, Minneapolis, USA, 1999-2001
Postdoctoral Research Fellowship sponsored by DFG at University of Kaiserslautern,
Department of Mathematics (AG Technomathematics), 1999,
Kaiserslautern, Germany
Associate Professor (Invited) in Stochastic Processes at Department of
Mathematics, University Los Andes, 1997-1999, Bogota, Colombia
Part-time Lecturer in Stochastic Numerics, Stochastic Dynamical Systems
and Mathematical Modelling at Humboldt University, 1994-1997, Berlin, Germany
Invited Guest Lecturer on Stochastic Dynamical Systems at University of
Innsbruck, Institute for Mechanics, Innsbruck, Austria, 1996.
Ph. D. in Mathematics (Thesis on 'Stability Theory of Numerical Methods
for Systems of Stochastic Differential Equations', Head of Ph.D. Commission:
Prof. Dr. Hans Foellmer), 1997. Humboldt
University, Department of Mathematics, Institute for Stochastics, Berlin,
Germany
Member of National Research Foundation Grant 378 ''Quantification and Simulation
of Economical Processes'' of DFG, 1994-1996, Berlin, Germany
Research Associate at Weierstrass Institute (WIAS), 1992-1996, Berlin, Germany
Invited Programmer at Murdoch University, Department of Mathematics, 1991,
Perth, WestAustralia
Research Assistant at Academy of Sciences of former GDR, 1989-1991, Berlin, EastGermany
Master in Mathematics (Thesis on Control of Discrete Markov Chains,
Advisors: Prof. Dr. P.H. Mueller, Dr. G. Maibaum),
1989. Technical University, Department of Mathematics, Dresden, EastGermany
Associate editor of JPSS (Probability and Statistical Sciences) since 2005-
Member of review panel of US government supported CRDF since 2005-
Invited Permanent Reviewer for Mathematical Reviews since 2002-
Reviewer for Annals of Applied Probability since 2001-
Invited Permanent Reviewer for Zentralblatt of Mathematics since 1998-
Reviewer for SIAM Journal on Numerical Analysis since 1997-
Reviewer for Prentice Hall, Elsevier, Academic Press in 2003, Springer in 2006-
Reviewer for Journal of Physics A, Computational Applied Mathematics (CAM) since 2004-
Languages: German (native),
English (fluently), Spanish (fluently), [Russian]
Matemáticas financieras y marketing, Ingenería estocastica
Estadística matemática, Probabilidad aplicada
Modelamiento matemático y aplicaciones.
Análisis funcional. Operadores positivos, Teoría de medidas.
Al profesor Henri Schurz le gustaría contactar estudiantes y profesores
interesados para trabajar juntos en cualquiera de las áreas presentadas,
en particular aplicaciones.
[79]. H. Schurz: `An Introduction to Linear and Functional Analysis',
graduate textbook in progress,
Carbondale, 2008.
[78]. H. Schurz: `An Introduction to Analytical and Numerical Methods for
(Ordinary) Stochastic Differential Equations', monograph in progress,
Carbondale, 2008.
[77]. H. Schurz: `Discrete Martingale Theory and Related
Stochastic Calculus', textbook in progress, Carbondale, 2008.
[76]. H. Schurz: `Stability, stationarity, and boundedness of some implicit
numerical methods for stochastic differential equations and applications',
Logos-Verlag, Berlin, pp. 288, 1997 (Research Monograph, ISBN 3-931216-94-2).
[75]. S.S. Artemiev, Y.G. Michaylichenko, H. Schurz, I.O. Shkurko, M.A. Yakunin:
`Numerical integration of ordinary SDEs with 'Dynamics and Control'
(Computer Manual), Computer Center, Russian Academy of Sciences, Siberian
Division, Novosibirsk, 1997.
[74]. P.E. Kloeden, E. Platen, H. Schurz: `Numerical solution of stochastic
differential equations through computer experiments', Universitext,
Springer-Verlag, New York, pp. 292, 1997 (Second edition, first edition 1994,
third corrected reprinting 2003, Advanced Textbook, ISBN 3-540-57074-8).
List of Publications: refereed papers in
international journals (status: in preparation or submitted)
[73]. J.A.D. Appleby, A. Rodkina and H. Schurz: `Non-positivity and
oscillations of solutions of nonlinear stochastic difference equations', Manuscript,
Department of Mathematics, Carbondale, 2007 (to be submitted).
[72]. S. Gan, H. Zhang and H. Schurz: `Mean square convergence of stochastic
$\theta$-methods for nonlinear neutral stochastic differential delay equations',
Manuscript, Department of Mathematics, Carbondale, 2007 (submitted).
[71]. H. Schurz: `Energy Identities for Stochastic Oscillators with Additive White
Noise', Manuscript, Department of Mathematics, Carbondale, 2007 (to be submitted).
[70]. H. Schurz: `An Oscillation Theorem for 2nd Order SDEs and Stochastic
Differential Equations and Stochastic Oscillators With Additive Noise',
Preprint M-07-004, Department of Mathematics, Carbondale, 2007 (to be submitted).
[69]. H. Schurz: `New Stochastic Integrals: Simpson and Quadrature
Integrals', Manuscript, Department of Mathematics, Carbondale,
2007 (to be submitted).
[68]. J.A.D. Appleby, A. Rodkina and H. Schurz: `Non-exponential decay rates of
the moments of solutions of scalar nonlinear stochastic differential equations
', Manuscript, Department of Mathematics,
Carbondale, 2006 (to be submitted).
[67]. H. Schurz: `Convergence of Ito-Riemann-type numerical quadrature methods for non-anticipative
stochastic integrals along Wiener paths', Manuscript, Department of Mathematics, Carbondale,
2006 (to be submitted).
[66]. H. Schurz: `New Stochastic Integrals, Oscillation Theorems and
Energy Identities', Preprint M-07-005, Department of Mathematics, Carbondale,
2007 (submitted).
[65]. H. Schurz: `Verification of Lyapunov functions for the analysis of stochastic Lienard
equations', Preprint M-05-008, Department of Mathematics, Carbondale, 2005, submitted (2006).
[64]. H. Schurz: `Analysis and discretization of some quasilinear SPDEs
with cubic-type nonlinearities and Q-regular noise', Preprint M-05-009,
Department of Mathematics, Carbondale, 2005,
Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal., accepted (2006).
[63]. B. Belinskiy and H. Schurz: `Undamped nonlinear beam excited by
additive L^2-regular noise', Revision of Preprint M-04-004, Department of Mathematics, Carbondale,
2004, submitted (2007).
[62]. N. Guillotin-Plantard, R. Schott and H. Schurz:
`Asset pricing in dynamic $(B,S)$-markets', Preprint M-04-002, Department of Mathematics,
Carbondale, 2004, submitted (2004).
[61]. H. Schurz: `Weak convergence of balanced implicit methods for
Ito-type stochastic differential equations with variable step sizes', Preprint M-04-001,
Department of Mathematics, Carbondale, 2004, submitted (2005).
[60]. J.A.D. Appleby, A. Rodkina and H. Schurz: `On an exponential martingale approach
to almost sure stability of Ito SDEs in R^1', Preprint M-03-029, Department of Mathematics,
Carbondale, 2003, submitted (2004).
[59]. A. Rodkina and H. Schurz:
`A martingale approach to asymptotic stability of discrete SDE with
bounded noise in $\R^1$', Preprint M-03-028, Department of Mathematics,
Carbondale, 2003, submitted (2004).
[58]. H. Schurz: `A new L^2-convergence proof of balanced implicit methods for
SDEs with variable step sizes', Manuscript, p. 1-4,
Department of Mathematics, SIU, Carbondale, 2003, to be submitted (2005).
[57]. H. Schurz: `Qualitative analysis of (balanced) stochastic Theta methods',
Manuscript, Department of Mathematics, SIU, Carbondale, 2001 (p. 1-39, based on my lecture
notes at ETH Zurich, February 2001, to be revised).
[56]. H. Schurz: `Partial- and linear-implicit numerical methods for nonlinear
stochastic differential equations', Manuscript, p. 1-29, University of Minnesota,
Minneapolis, 2000 (to be revised).
[55]. H. Schurz: `General principles for numerical approximation of stochastic
processes on stochastically weak Banach spaces', Report 1669, IMA, University of
Minnesota, Minneapolis, 1999 (p. 1-26, to be revised).
List of Publications: refereed papers in
international journals (status: accepted or appeared)
[54]. A. Rodkina, H. Schurz and L. Shaikhet: `Almost sure stability of some
stochastic dynamical systems with memory', Discrete Contin. Dyn.
Syst. Ser. A 21 (2) (2008) 571-593.
[53]. I. Bashkirtseva, L. Ryashko and H. Schurz: `Analysis of noise-induced
transitions for Hopf system with additive and multiplicative random
disturbances', Preprint M-06-005, Department of Mathematics, Carbondale,
Chaos, Solitons & Fractals, accepted (2007).
[52]. H. Schurz: `Analysis and discretization of semi-linear stochastic wave equations
with cubic nonlinearity and additive space-time noise',
Discrete Contin. Dyn. Syst. S 1 (2) (2008) 353-363.
[51]. H. Schurz: `How rates of L^p-convergence carry over to numerical approximations
of some convex, non-smooth functionals of SDEs',
Int. J. Numer. Anal. Model. 5 (1) (2008) 55-72.
[50]. H. Schurz: `A numerical method for nonlinear stochastic wave equations in R^1',
Dyn. Contin. Discrete Impuls. Syst. Ser. A 14 (S2) (2007) 74-78.
[49]. H. Bessaih and H. Schurz: `Upper bounds on the rate of convergence
of truncated stochastic infinite-dimensional differential systems with H-regular noise',
J. Comput. Appl. Math. 208 (2) (2007) 354-361.
[48]. E. Moro and H. Schurz: `Boundary preserving semi-analytical numerical algorithms
for stochastic differential equations',
SIAM J. Sci. Comput. 29 (4) (2007) 1525-1549.
[47]. H. Schurz: `Nonlinear stochastic wave equations
in $\R^1$ with power-law nonlinearity and additive space-time noise',
Contemporary Math. 440 (2007) 223-242.
[46]. H. Schurz: `Applications of numerical methods and its
analysis for systems of stochastic differential equations',
Bull. Karela Math. Soc. 4 (1) (2007) 1-85.
[45]. H. Schurz: `Existence and uniqueness of solutions of semilinear stochastic
infinite-dimensional differential systems with H-regular noise',
J. Math. Anal. Appl. 332 (1) (2007) 334-345.
[44]. H. Schurz: `Modeling, analysis and discretization of
stochastic logistic equations',
Int. J. Numer. Anal. Model. 4 (2) (2007) 178-197.
[43.] C. Kahl and H. Schurz: `Balanced Milstein methods for ordinary SDEs',
Monte Carlo Methods Appl. 12 (2) (2006) 143-170.
[42]. J.A.D. Appleby, A. Rodkina and H. Schurz: `Pathwise nonexponential
decay rates of solutions of scalar nonlinear stochastic
differential equations', Discrete Contin. Dyn. Syst. Ser. B 6 (4) (2006) 667-696.
[41]. H. Schurz: `An axiomatic approach to numerical approximations of
stochastic processes', Int. J. Numer. Anal. Model. 3 (4) (2006) 459-480.
[40]. H. Schurz: `Stochastic $\alpha$-calculus, a fundamental theorem and
Burkholder-Davis-Gundy-type estimates',
Dynam. Syst. Applic. 15 (2) (2006) 241-268.
[39]. H. Schurz and K.R. Schneider: `Waveform relaxation methods for
ordinary stochastic differential equations',
Int. J. Numer. Anal. Model. 3 (2) (2006) 232-254.
[38]. E.J. Allen, L.J.S. Allen and H. Schurz: `A comparison of
persistence-time estimation for discrete and continuous stochastic
population models that include demographic and environmental variability',
Math. Biosciences 196 (1), p. 14-38, 2005.
[37]. A. Rodkina and H. Schurz:
`Almost sure asymptotic stability of drift-implicit theta-methods
for bilinear ordinary stochastic differential equations in R^1',
J. Comput. Appl. Math. 180 (1), p. 13-31, 2005.
[36]. A. Rodkina and H. Schurz: `On global asymptotic stability of solutions
to some in-arithmetic-mean-sense drift-monotone stochastic difference
equations', Int. J. Numer. Anal. Model. 2 (3), p. 355-366, 2005.
[35]. H. Schurz: `Stability of numerical methods for ordinary SDEs along Lyapunov-type and
other functions with variable step sizes', Lecture Notes for Talk at Conference
on Numerics for SPDEs (Edinburgh, April 2003), Electr. Trans. Numer. Anal. 20, p. 27-49, 2005.
[34]. H. Schurz: `Convergence and stability of balanced implicit methods for
SDEs with variable step sizes', Int. J. Numer. Anal. Model. 2 (2), p. 197-220, 2005.
[33]. A. Rodkina and H. Schurz: `A theorem on global asymptotic stability of solutions to
nonlinear stochastic difference equations with Volterra type noises',
Stab. Control Theory Appl. (SACTA) 6 (1), p. 23-34, 2004.
[32]. A. Rodkina and H. Schurz: `Global asymptotic stability of solutions to
cubic stochastic difference equations', Adv. Diff. Equat. 1 (3), p. 249-260, 2004.
[31]. H. Schurz; `General theorems for numerical approximation of
stochastic processes on the Hilbert space $H_2 ([0,T])$', Electr. Trans.
Numer. Anal. 16, p. 50-69, 2003.
[30]. H. Schurz: `Remarks on Taylor series expansions and conditional expectations for
(ordinary) Stratonovich stochastic differential equations with
V-commutativity', Stochastic Anal. Applic. 21 (4), p. 865-894, 2003.
[29]. H. Schurz: `Moment attractivity, stability and contractivity
exponents of stochastic dynamical systems', Discrete Cont. Dyn. Syst. 7
(3), p. 487-515, 2001.
[28]. H. Schurz: `On moment-dissipative stochastic dynamical
systems', Dynam. Syst. Appl. 10 (1), p. 11-44, 2001.
[27]. H. Schurz: `Preservation of probabilistic laws through
Euler methods for Ornstein-Uhlenbeck process', Stochastic Anal. Appl. 17
(3), p. 463-486, 1999.
[26]. H. Schurz: `The invariance of asymptotic laws of linear stochastic systems
under discretization', Z. Angew. Math. Mech. 79 (6), p. 375-382,
1999.
[25]. G.N. Mil'shtein, E. Platen, H. Schurz: `Balanced implicit methods for
stiff stochastic systems', SIAM J. Numer. Anal. 35 (3), p. 1010-1019,
1998.
[24]. L.B. Ryashko and H. Schurz: `Mean square stability analysis of some
stochastic systems', Dynam. Syst. Appl. 6 (2), p.165-190, 1997.
[23]. H. Schurz: `Modelling and analysis of stochastic innovation diffusion',
Z. Angew. Math. Mech. 76 (Suppl. 3, I-XV), p. 366-369, 1996.
[22]. H. Schurz: `Numerical regularization for SDEs: Construction of nonnegative
solutions', Dynam. Syst. Appl. 5 (1), p. 323-352, 1996.
[21]. H. Schurz: `Asymptotical mean square stability of an equilibrium point
of some linear numerical solutions', Stochastic Anal. Appl. 14 (3), p.
313-354, 1996.
[20]. P.E. Kloeden, E. Platen, H. Schurz, M. Sorensen: `On effects of discretization
on estimators of drift parameters for diffusion processes', J. Appl.
Prob. 33, p. 1061-1076, 1996.
[19]. Karmeshu, H. Schurz: `Effects of distributed delay on the stability
of structures under seismic excitation and multiplicative noise', SADHANA
20 (2-4), p. 451-474, 1995.
[18]. S.S. Artemiev, H. Schurz:
`Stiff systems of stochastic differential equations with small noise and
their numerical solution' (in Russian),
Report No. 1039, Vychisl. Tsentr Ross. Akad. Nauk Sib. Otd.,
Novosibirsk, p. 1-24, 1995.
[17]. T.A. Averina, S.S. Artem'ev, H. Schurz: `Numerical analysis of stochastic
auto-oscillating systems', Bull. Novosib. Comput. Cent., Ser. Numer.
Anal. 6, p. 9-27, 1995.
[16]. P.E. Kloeden, E. Platen, H. Schurz: `The numerical solution of nonlinear
stochastic dynamical systems: a brief introduction', J. Bifur. Chaos
1 (2), p. 227-286, 1991.
List of Publications: refereed
papers in special volumes
[15]. H. Schurz: `Numerical analysis of SDEs without tears'
(invited chapter), in Handbook of Stochastic Analysis and Applications,
ed. by V. Lakshmikantham and D. Kannan, Marcel Dekker,
Basel, p. 237-359, 2002.
[14]. Karmeshu, H. Schurz: `Moment evolution of the outflow-rate from nonlinear
conceptual reservoirs', in Surface Water-Hydrology 1, ed. by V.P. Singh
and B. Kumar, Kluwer Academic Publishers, Dordrecht, p. 403-413, 1996.
[13]. Karmeshu, H. Schurz: `Stochastic stability of structures under active
control with distributed time delays', Applications of Statistics and
Probability: Civil Engineering Reliability and Risk Analysis, ed. by M.
Lemaire, J.-L. Favre, A. Mebarki, A.A. BALKEMA Publishers, Rotterdam, p.
1111-1119, 1995.
[12]. P.E. Kloeden, E. Platen, H. Schurz: `Higher order approximate Markov
chain filters´, in Stochastic Processes: A Festschrift in Honour
of Gopinath Kallianpur, ed. by S. Cambanis et al, Springer, New York, p.
181-190, 1993.
[11]. P.E. Kloeden, E. Platen, H. Schurz: `Effective simulation of optimal
trajectories in stochastic control', in Optimization: Techniques and
Applications, ed. by K.H. Phua et al., Vol. 2, World Scientific, Singapore,
p. 633-644, 1992.
List of Publications:
papers in proceedings
[10]. H. Schurz: `On estimation of L^p-errors of Ito-Riemann-type numerical
quadratures for stochastic integrals along Wiener paths',
Proceedings of Neural, Parallel and Scientific Computations 3, Dynamic Publishers,
Atlanta, pp. 221-225, 2006.
[9]. H. Schurz: `Rate of convergence of approximations of some convex
functionals of stochastic differential equations', in Noise and
Fluctuations in Econophysics and Finance, ed. by Derek Abbott, Jean-Philippe
Bouchaud, Xavier Gabaix and Joseph L. McCauley, Proc. Soc. Opt.
Engg. (Austin, May 2005), SPIE Vol. 5848 (SPIE, Bellingham, WA, 2005),
pp. 274-290, 2005.
[8]. H. Schurz: `Dynamics of linearly partial-implicit midpoint methods
for numerical integration of some infinite systems of ODEs with cubic-type
nonlinearity and Q-regular additive noise', in Noise in Complex Systems
and Stochastic Dynamics III, ed. by Laszlo B. Kish, Katja Lindenberg and
Zoltan Gingl, Proc. Soc. Opt.
Engg. (Austin, May 2005), SPIE Vol. 5845 (SPIE, Bellingham, WA, 2005),
pp. 182-192, 2005.
[7.] H. Schurz: `Dissipation of mean energy of discretized linear
oscillators under random perturbations', in Proc.
5th International Conference on Dynamical Systems and Differential Equations
(Pomona, June 2004), ed. Xin Lu, Discrete Cont. Dyn. Syst. (Suppl. Vol. 2005),
AIMS, Pomona, pp. 778-783, 2005.
[6.] H. Schurz: `Two general theorems for numerical approximation of
stochastic processes on separable Hilbert spaces', in Proc. SICNPSC
(Atlanta, August 2002), Dynamic Publishers, Atlanta, p. 55-58, 2002.
[5]. H. Schurz: `Stability analysis of (balanced) stochastic
Theta methods', in Proc. Stochastic Numerics Workshop 2001,
ETH, Zurich, pp. 32, 2001.
[4]. H. Schurz: `Remarks on preservation of asymptotical mean square and
pathwise properties of bilinear SDE by numerical methods', in Proc.
AMCA-95, Internat. Conf. Advanced Mathematics, Computations and Applications
(Novosibirsk, June 1995), NCC Publisher, Novosibirsk, p. 291-292, 1995.
[3]. H. Schurz: `Mean square stability analysis of some numerical methods
solving bilinear SDEs', in Proc. Workshop on Stochastics and Finance
(Berlin, September 1994), Sonderdruck at Humboldt University, Berlin, p.
77-78, 1994.
[2]. H. Schurz: `Approximate Markov chain filtering', in Proc. 1st Workshop
on Stochastic Numerics (Gosen, September 1992), in Report No. 21, IAAS,
Berlin, p. 83-84, 1992.
([1]. P.E. Kloeden, E. Platen, N. Hofmann, H. Schurz: `The stochastic Taylor
formula and higher order numerical schemes for stochastic differential
equations', in Proc. New Computation Methods in Turbulent Mixing, Loughborough,
1991.)
y más de 60 artículos como reportes técnicos nacionales
desde 1989.
Selected Academic Invitations:
54. University of Maryland, Baltimore, USA, April, 2007,
53. Prepratory Institute for Military Academies, Hammamet, Tunisia, March, 2007,
52. Musashi Institute of Technology, Tokyo, Japan, March, 2007,
51. IDEAM, Bogota, Colombia, November 2006,
50. University of Memphis, Memphis, USA, May 2006, May 2007,
49. University of Kansas, Lawrence, USA, April 2006,
48. Florida State University, Tallahassee, USA, February-March 2006,
47. University of Guelph, Guelph, Canada, July 2005,
46. University of Southern Indiana, Evansville, USA, December 2004,
45. University of Wyoming, Laramie, USA, November 2004, June 2005
44. Illinois Institute of Technology, Chicago, USA, November 2004,
43. University of Dayton, Dayton, USA, October 2004,
42. City University of New York, New York, USA, November 2003,
41. University of Henri Poincare, Nancy, France, May 2003,
40. Western Illinois University, Macomb, USA, April 2003,
39. Texas Tech University, Lubbock, USA, November 2002, April and August
2004, April 2005
38. University of Illinois, Urbana-Champaign, USA, October 2002,
37. University of Wisconsin, Milwaukee, USA, March 2001, September 2005,
36. Washington State University, Pullman, USA, March 2001,
35. George Mason University, Fairfax, USA, March 2001,
34. Clarkson University, Potsdam, USA, March 2001,
33. Southern Utah University, Cedar City, USA, March 2001,
32. Southern Illinois University, Carbondale, USA, February 2001,
31. University of Catania, Catania, Italy, July 2000,
30. Courant Institute, New York University, New York, USA, May/June 2000,
29. University of Nebraska, Omaha, USA, February 2000,
28. Weierstrass Institute (WIAS), Berlin, Germany, June-July 1998, November
1999, January 2000, May-August 2000, January 2001, May-July 2002, June 2004,
27. Indiana State University, Bloomington, USA, October 1999,
26. Technical University Cottbus, Cottbus, Germany, May 1999.
25. University of Freiburg, Freiburg i.B., Germany, May 1999.
24. The Fields Institute, Toronto, Canada, April 1999.
23. University of Tennessee, Knoxville, USA, February 1999.
22. Max-Planck Institute for Demographic Research, Rostock, Germany,
February, 1999.
21. University of Greifswald, Greifswald, Germany, January, 1999.
20. London School of Economics, London, England, March 1998.
19. University of North Carolina, Raleigh, USA, March 1998.
18. University of Braunschweig, Germany, January 1998.
17. University of Technology, Dresden, Germany, January 1998 and June 2001.
16. Universidad Nacional de Colombia, Bogota, Colombia, November 1997.
15. Universidad de Los Andes, Bogota, Colombia, 1997-1999.
14. University of Edinburgh, Edinburgh, Scotland, April 1997 and June
1997, March / April 2003.
13. Max-Planck Institute for Complex Systems Physics, Dresden, Germany, February
1997.
12. University of Athens, Greece, July 1996.
11. ETH, Zurich, Switzerland, November 1995, June 1996 and February 2001,
10. University of Innsbruck, Institute for Mechanics, Innsbruck, Austria, May-June
1996.
9. Morehouse College, Atlanta, USA, May 1995, August 2002, May 2003.
8. Massey University at Palmerston North, New Zealand, March 1994.
7. Jawaharlal Nehru University, New Delhi, India, December 1993.
6. University of Waterloo, Canada, June 1993.
5. University of Bremen, Germany, multiple visits 1997, 1994, 1993,
1992.
4. Ural State University, Ekaterinburg, Russia, November-December
1992.
3. Australian National University, Canberra, Australia, December 1991.
2. Murdoch University, Perth, WestAustralia, September-December 1991.
1. University of Hamburg, Germany, June 1991.
My thesis students: 1. Señor Cesar Guzman, Departamento de Ingeniería Industrial,
Universidad de Los Andes, Bogotá, on some SDEs with Applications to
Mathematical Finance (Exotic Options),
1997-1999 (Master Thesis 1999)
Social interests:
practicar todos formas de deporte y lenguas
Some Personal Data: Citizenship
- Germany, Gender - Male
Birth Dates: 1964 in Goerlitz (Germany), i.e. I am from Silesia, and not from Saxony!
Family Status: Married, Two Sons (born in Berlin, 1995, 2000), Two
Daughters (born in Carbondale, 2003, 2008)
Computational Experiences: with operating systems DOS, UNIX, WINDOWS
NT
Programming Languages: PASCAL, C, FORTRAN, BASIC, HTML
Workstations: Sun, Dec Alpha (Digital), Silicon Onyx
¡¡¡Vaya con Dios!!!
¡¡¡Dios
nos tenga de su mano!!!
¡¡¡Dios te bendiga!!!
Carbondale, Illinois
Minneapolis, Minnesota
Dresden, Germany
