My current research interests lie in the theoretical foundations of stochastic analysis. My dissertation work centres particularly around weak convergence of stochastic integrals under different Skorokhod topologies on the space of càdlàg functions.
I teach tutorials on Prelims Real Analysis, Prelims Statistics and Part A Statistics.
- 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