David Criens

David Criens is a Junior Professor for Mathematical Stochastics at the Department of Mathematical Stochastics, University of Freiburg. He holds a PhD from the Technical University of Munich and is actively engaged in research and teaching in stochastic analysis and mathematical finance.

• PhD, Technical University of Munich, 2020
• Betreuung: Noam Berger

His research focuses on stochastic differential equations, diffusion processes, nonlinear stochastic processes, and martingale problems, with applications in mathematical finance, including no-arbitrage theory and utility maximization. His work bridges theoretical probability and financial modeling.

His recent publications show a strong trend in nonlinear stochastic processes, viscosity solutions to path-dependent PDEs, and robust finance under uncertainty. These works appear in high-impact journals such as Stochastic Processes and their Applications, Finance and Stochastics, and SIAM Journal on Financial Mathematics.

Scientific awards include:

• Teaching Prize from the student body (Winterterm 2022/2023)

He has advised or collaborated with several researchers, including Mikhail Urusov, Lars Niemann, Peter Pfaffelhuber, and Thorsten Schmidt. His teaching includes courses such as Stochastik, Markov Chains, and Stochastic Partial Differential Equations. He is affiliated with the Laboratory for Mathematical Stochastics at the University of Freiburg, contributing to both theoretical and applied research in stochastic modeling.