Felix Kastner

Dr. Felix Kastner is a Researcher in the Department of Mathematics at the University of Hamburg, affiliated with the ST – Mathematical Statistics and Stochastic Processes group within the Faculty of Mathematics, Informatics and Natural Sciences. His research focuses on stochastic processes, numerical simulation methods, approximation algorithms, and their applications in fields like stochastic differential equations and image reconstruction.

His work bridges theoretical developments with computational implementations, evidenced by contributions to Julia/Matlab simulation toolboxes and numerical schemes for SPDEs. He holds an ORCID ID (0000-0003-0504-6211) and maintains a Google Scholar profile (krCP4ykAAAAJ).

No formal awards or grants are explicitly listed in the provided materials, but his research demonstrates sustained engagement with cutting-edge problems in stochastic analysis and applied mathematics.