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B. Düring:
"Agent-based models and diffusive limit equations for socio-economic problems";
TU Wien, Fakultät für Mathematik u. Geoinformation, 2009.

In the last years, my research work has focussed on modeling, analysis and numerical simulation of kinetic and partial differential equations with applications to socio-economic problems. In multi-disciplinary collaboration with researchers from applied mathematics, mathematical physics and financial economics my research activities concentrated on models for wealth and income distributions, opinion formation as well as asset and option pricing. This resulted in several publications on analytical and numerical investigations, of which six are collected in this thesis.

s. engl. Abstract

wealth distribution, opinion formation, option pricing

Project Head Ansgar Jüngel:
Numerik und Modellierung nichtlinearer partieller Differentialgleichungen zur Beschreibung von Kredit- und Preisrisiken