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Fabrice Wunderlich

Fabrice Wunderlich

MSc Mathematics (TU Berlin)
Status
Postgraduate Student

DPhil Student, Stochastic Analysis Group

DPhil Student, EPSRC Centre for Doctoral Training in Mathematics of Random Systems

Stipendiary Lecturer and Senior Member, Lady Margaret Hall

Full Postgraduate Member, Christ Church

Contact form
CV
+44 1865 615301
Research groups
  • Stochastic Analysis

Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Research interests

My current research centres around weak convergence of stochastic integrals with respect to càdlàg semimartingale integrators; in particular under the different Skorokhod topologies.

Teaching

HT 2023:

  • A9: Statistics (Lecturer at Lady Margaret Hall)

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)
Major / recent publications

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

 

Further details

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.”

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