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

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

Office: N5-107
E-mail: sgrube[at]math.uni-bielefeld.de
Phone: +49 521 106-86676

Stochastic analysis, stochastic (partial) differential equations

• 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)

• Sebastian Grube. Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker–Planck equations, arXiv:2409.17135 (2024)
• Sebastian Grube. Strong solutions to McKean–Vlasov SDEs associated to a class of degenerate Fokker–Planck equations with coefficients of Nemytskii-type, arXiv:2404.18918 (2024)

Talks

Upcoming

Recent

• 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.