DPhil Student, Stochastic Analysis Group
Non-Stipendiary Lecturer, Lady Margaret Hall
Graduate Member, Christ Church
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
My current research centres around weak convergence of stochastic integrals with respect to càdlàg semimartingale integrators; in particular under the different Skorokhod topologies.
A. Søjmark, F. Wunderlich. On Functional Weak Limit Theorems for Stochastic Integrals under Skorokhod's M1 Topology. 2022. In Preparation.
A. Søjmark, F. Wunderlich. Functional Weak Convergence of Stochastic Integrals Driven by Continuous-Time Random Walks. 2022. In Preparation.
O. Butkovsky, F. Wunderlich. Asymptotic strong Feller property and local weak irreducibility via generalized couplings. 2020. arXiv:1912.06121
- M2: Analysis I - Sequences and Series (Lecturer at Lady Margaret Hall)
- B8.2 Continuous Martingales and Stochastic Calculus (Tutor, TA)
M2: Analysis II - Continuity and Differentiability (Tutor at Regent's Park College)
- B4.1 Functional Analysis I (TA)
I am a doctoral student 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.
"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.”