Philipp Harms

Mathematician

Philipp Harms

Bio

I am a Junior Professor in mathematical stochastics and finance at Freiburg University since April 2016.

Previously, I was a PostDoc in Josef Teichmann's working group in financial mathematics at ETH Zürich and in Harvard EdLabs. I did my PhD in mathematics at the University of Vienna in shape analysis and Riemannian geometry on infinite-dimensional spaces.

Research interests: stochastic analysis, mathematical finance, stochastic filtering and optimal control, differential geometry in infinite dimensions, shape analysis.

Preprints

  1. , , , .

    arXiv:1702.04344.
  2. , .

    arXiv:1510.04061.
  3. , , .

    SSRN working paper 2263504.

Publications

  1. , , , .

    Accepted for publication in Math. Fin. (2017). arXiv:1502.02926.
  2. , .

    Accepted for publication in Math. Oper. Res. (2017). arXiv:1506.07291.
  3. , , , .
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    SIAM J. Imaging Sci. 10, 1 (2017), pp. 47-73. arXiv:1603.03480. Code available on .
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    Risks 4, 3 (2016), pp. 1-31. arXiv:1512.06454.
  5. , , , .
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    1st International Workshop on Differential Geometry in Computer Vision for Analysis of Shapes, Images and Trajectories, 2015. arXiv:1507.08816.
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    5th MICCAI Workshop on Mathematical Foundations of Computational Anatomy, 2015. arXiv:1506.08840.
  7. , .

    Differential Geometry and its Applications 39 (2015), pp. 166-183. arXiv:1403.1436.
  8. , , .

    Journal of Geometric Mechanics 4, 4 (2012), pp. 365-383. arXiv:1109.0404.
  9. , , , .

    Annals of Global Analysis and Geometry 44, 1 (2013), pp. 5-21. arXiv:1105.0327.
  10. , , .

    Journal of Differential Geometry 94, 2 (2013), pp. 187-208. arXiv:1102.3347.
  11. , , , .

    Annals of Global Analysis and Geometry 41, 4 (2012), pp. 461-472. arXiv:1102.0236.
  12. , , .

    Differential Geometry and its Applications 30, 1 (2012), pp. 33-41. arXiv:1102.0678.
  13. , , .

    Journal of Geometric Mechanics 3, 4 (2011), pp. 389-438. arXiv:1009.3616.
    Erratum. A gap in Section 6.6 was discovered and corrected by Olaf Müller in his paper "Applying the index theorem to non-smooth operators." Journal of Geometry and Physics 116 (2017): 140-145.
  14. , .

    Comptes Rendus Mathematique 350, 15-16 (2012), pp. 773-776. arXiv:1209.2878.
  15. , , .

    SIAM Journal on Imaging Sciences 5, 1 (2012), pp. 244-310. arXiv:1001.0717.

Technical reports

  1. , .

    Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05883.
  2. , .

    Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05889.
  3. .

    Math in the Cabin – Shape Analysis Workshop in Bad Gastein (2014). eprint:hal‑01076953.

Theses


  1. PhD thesis, University of Vienna, 2010. arXiv:1211.3515.

  2. Master thesis, Vienna University of Technology, 2008. arXiv:1211.3531.

Contact and Impressum

philipp.harms@stochastik.uni-freiburg.de
www.stochastik.uni-freiburg.de/professoren/philipp-harms
Last updated in September 2017 by Philipp Harms.