معرفی
Falko Baustian is a Researcher at the Institute of Mathematics, University of Rostock, working at the chair of Applied Analysis. He serves as the internationalisation representative for mathematics students seeking study abroad opportunities and teaches undergraduate mathematics courses.
Dr. Baustian completed his doctoral studies at the University of Rostock, where he wrote his dissertation "Analyticity in time and space for a semilinear Cauchy problem" and his diploma thesis "The Black-Scholes models and complete markets" under the supervision of Prof. Dr. Peter Takáč.
His research focuses on partial differential equations, with two primary strands: basis properties of eigenfunctions (particularly Fučík eigenfunctions for Dirichlet and Neumann boundary conditions) and applications to mathematical finance. His work bridges theoretical mathematics with practical financial applications, especially in derivative pricing and risk modeling.
Dr. Baustian's publication record shows consistent research in nonlinear PDEs and financial mathematics. His recent work explores value adjustments (xVA) in derivative pricing, monotone iteration schemes for nonlinear PDEs in risk models, and spectral properties of nonlinear differential operators.
- Active international collaborations with University of West Bohemia, Ufa Federal Research Centre, and Université Toulouse 1 Capitole
- Regular presenter at international PDE conferences including UNC Greensboro and Marseille-Toulouse-Rostock Meetings
- Participant in Erasmus+ teaching mobility program
As an educator, Dr. Baustian teaches Analysis courses at multiple levels and is actively involved with RHO e.V., a non-profit organization providing mathematics education beyond the standard curriculum for interested students in Mecklenburg-Vorpommern, including preparation for mathematics olympiads.
