Christian Litterer

Dr. Christian Litterer is a Lecturer in the Department of Mathematics at the University of York. He holds a DPhil from the University of Oxford and has held postdoctoral positions at Oxford, Imperial College London, and École Polytechnique. His research bridges pure and applied mathematics, focusing on stochastic analysis, rough path theory, and their applications to mathematical finance and numerical methods. Key interests include Malliavin calculus, non-linear filtering algorithms, and pricing derivatives. He currently supervises Xintao Xie and leads a research group in Mathematical Finance and Stochastic Analysis.

Dr. Litterer's work explores the intersection of geometric rough paths and probabilistic applications, with contributions to high-order numerical methods like cubature on Wiener space. He has been involved in organizing conferences (e.g., 2024 Conference on Modern Topics in Stochastic Analysis) and serves on the editorial board of Stochastic Analysis and Applications 2025. His research projects are supported by grants such as the EPSRC-funded 'Making Cubature on Wiener Space Work.'

Dr. Litterer’s academic activities include teaching roles in MSc programs like Financial Engineering and Mathematical Finance. His research collaborations span institutions globally, reflecting his interdisciplinary approach to stochastic analysis and its real-world applications.