Max von Renesse

Prof. Max von Renesse is a Professor at the University of Leipzig, affiliated with the Faculty of Mathematics and Computer Science and the Mathematical Institute. He leads the research group on Mathematical Economics and Stochastics. His work focuses on probability theory, stochastic processes, and their applications in financial mathematics and economics. He is a core member of the IMPRS PhD Research School hosted by the Max Planck Institute for Mathematics in the Sciences (MPI-MIS).

His teaching spans multiple universities, including Leipzig (courses like Probability Theory, Stochastic Analysis), LMU Munich (Analysis for Statisticians/Informatik), TU Berlin (Analysis for Engineers), and the University of Bonn (Applied Mathematics for Biologists). Notable courses include Stochastic Differential Equations, Financial Mathematics I, and Malliavin Calculus on Manifolds.

Research interests include stochastic processes, optimal transport, and probabilistic methods in financial modeling. He has advised numerous scholars, including former team members now at institutions like TU Braunschweig, University of Padova, and Aalto University. Current team members include MSc students Marie Bormann, Moritz Hehl, and others.

He actively contributes to research seminars in Leipzig and maintains a record of collaborative projects, including work on rough paths, spectral graph theory, and machine learning applications in stochastic analysis.