PostDoc in the Stochastic Analysis working group of Prof. Dr. Michael Röckner.

Co-organiser of the Young Summer School on Stochastic Analysis 2026, Young Summer School on Stochastic Analysis 2025 (Linnaeus University, Växjö, Sweden) and the BGTS Doctoral Day 2019 (Bielefeld University, Bielefeld).

Office: V4-128
E-mail: sgrube[at]math.uni-bielefeld.de
Phone: +49 521 106-6247

Stochastic analysis, stochastic (partial) differential equations

• Sebastian Grube. Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, Probab. Theory Relat. Fields (2025)
• Sebastian Grube. Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker–Planck equations, Stochastics and Partial Differential Equations. Analysis and Computations (2025)
• Sebastian Grube. Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type: the time-dependent case, J. Evol. Equ. 24, 37 (2024)
• Sebastian Grube. Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type, Electron. Commun. Probab. 28 (2023)

• Viorel Barbu, Sebastian Grube, Marco Rehmeier, Michael Röckner. The Leibenson process, arXiv:2508.12979 (2025)

Talks

Upcoming

Recent

• The Leibenson process as a strong solution to its associated McKean-Vlasov SDE, September 8th, 2025. ICSAA 2025, Bucharest, Romania.
• Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations, June 11th, 2025. Young Summer School on Stochastic Analysis, Växjö, Sweden.
• Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations, February 6th, 2025. TU Berlin Seminar: 'Rough Analysis and Stochastic Dynamics', Berlin, Germany.
• Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations, December 16th - 18th, 2024. Workshop on Stochastic Analysis and Ergodic Theory, Durham, England.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, October 7th - 11th, 2024. International Workshop on Analysis and PDEs, Cottbus, Germany.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, September 9th - 13th, 2024. 2024 Open German-Japanese Conference on Stochastic Analysis and Applications, Sapporo, Japan.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, August 12th - 16th, 2024. Bernoulli-IMS 11th World Congress in Probability and Statistics 2024, Bochum, Germany.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, July 12th, 2024. 43. Nordwestdeutsches Funktionalanalysis Kolloquium, Paderborn, Germany.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, July 12th, 2024. Bielefeld Stochastic Afternoon, Bielefeld, Germany.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, June 26th - 29th, 2024. Young Summer School on Stochastic Analysis, Växjö, Sweden.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, May 27th - 29th, 2024. The SPDEvent 2024, Bielefeld, Germany.
• Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type, October 16th, 2023. International Conference on Stochastics in Mathematical Finance and Physics, Hammamet, Tunisia.
• Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, July 17th - 19th, 2023. The SPDEvent 2023, Bielefeld, Germany.
• Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type, June 1th, 2023. The 13th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Wilmington NC, USA.
• Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type, July 1th, 2023. 42. Nordwestdeutsches Funktionalanalysis Kolloquium, Düsseldorf, Germany.
• Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type, November 10th, 2021. Bielefeld Stochastic Afternoon, Bielefeld, Germany.
• Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type, Oktober 25th, 2021. IRTG Retreat 2021, Ilsenbrug, Germany.

Poster Presentations

• Strong solutions to McKean–Vlasov SDEs with coefficients of Nemytskii-type, July 25th, 2023. 43rd Conference on Stochastic Processes and their Applications, Lisbon, Portugal.