I'm Professor for Probability and Statistics at the Department Of Mathematics of Kiel University, Germany.

My research covers the theory of stochastic processes and their applications in a wide variety of fields. In particular, I study optimal stopping, impulse-control, dynamic games and  time-inconsistent problems. Applications include finance and economics, biology, and neuroscience. 

I furthermore work on machine learning (prim. reinforcement learning), numerical methods, sequential statistics, stochastic analysis, design of clinical trials, applied statistics, and in the popular scientific field