Fabrice Wunderlich
DPhil Candidate, Stochastic Analysis Group
DPhil Candidate, EPSRC Centre for Doctoral Training in Mathematics of Random Systems
Stipendiary Lecturer and Senior Member, Lady Margaret Hall
Full Postgraduate Member, Christ Church
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
A. Søjmark, F. Wunderlich. Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies. 2023. Submitted. arXiv preprint: 2309.12197
A. Søjmark, F. Wunderlich. Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks. 2024. Submitted. arXiv: 2401.13543
A. Søjmark, F. Wunderlich. Functional CLTs for subordinated Lévy models in physics, finance, and econometrics. 2023. Submitted. arXiv preprint: 2312.15119
O. Butkovsky, F. Wunderlich. Asymptotic strong Feller property and local weak irreducibility via generalized couplings. 2020. arXiv preprint: 1912.06121
TT 2023:
- M3: Statistics and Data Analysis (Lecturer at Lady Margaret Hall)
HT 2023:
- A9: Statistics (Lecturer at Lady Margaret Hall)
- C8.6 Limit Theorems and Large Deviations in Probability (Tutor)
MT 2022:
- M2: Analysis I - Sequences and Series (Lecturer at Lady Margaret Hall and Tutor at Magdalen College)
HT 2022:
- B8.2: Continuous Martingales and Stochastic Calculus (Tutor, TA)
- M2: Analysis II - Continuity and Differentiability (Tutor at Regent's Park College)
MT 2021:
- B4.1: Functional Analysis I (TA)
My current research centres around weak convergence of stochastic integrals with respect to càdlàg semimartingale integrators; in particular under the different Skorokhod topologies.
I am a doctoral candidate in the EPSRC CDT in Mathematics of Random Systems with a broad interest in the theoretical foundations of stochastic analysis, working under the supervision of Andreas Søjmark and Ben Hambly.
I also act as a peer reviewer for Electronic Communications in Probability.
"Before I had studied [...] for [...] years, I saw mountains as mountains, and rivers as rivers.
When I arrived at a more intimate knowledge, I came to the point where I saw that mountains are not mountains, and rivers are not rivers.
But now that I have got its very substance, I am at rest. For it’s just that I see mountains once again as mountains, and rivers once again as rivers.”