Denis BelomestnyView profile
Professor
Denis Belomestny is a Professor of Applied Stochastics at the Department of Mathematics, University of Duisburg-Essen. His academic journey includes a PhD from Lomonosov Moscow State University (2002), postdoctoral work at the University of Bonn, and research positions at WIAS Berlin and Humboldt University Berlin. He currently leads research at the intersection of stochastic processes and financial mathematics. PhD in Mathematics, Lomonosov Moscow State University (2002) W3 Professorship in Applied Stochastics, University of Duisburg-Essen (2011–present) His research focuses on statistics of stochastic processes , optimal stopping/control , and Monte Carlo methods , with applications in financial mathematics and machine learning. Key collaborations include work with John Schoenmakers on multilevel approximation algorithms and Alexey Naumov on variance reduction techniques. Recent publications (2025–2023) explore deep neural networks for SDEs , generative adversarial networks , and nonparametric estimation in complex stochastic models. His work spans stochastic differential equations , financial derivatives pricing , and machine learning-driven statistical inference . He supervises doctoral students, including Sascha Nolte (research: robust optimal stopping without reference models). Current projects involve McKean-Vlasov SDEs , gamma-driven processes , and reinforced optimal control .








