Picture of Thomas Delerue

Thomas Delerue

Technical University of Munich

Chair of Mathematical Statistics (Prof. Drton)

Postal address

Postal:
Boltzmannstr. 3
85748 Garching b. München

Place of employment

Chair of Mathematical Statistics (Prof. Drton)

Work:
Parkring 11-13(8101)/II
85748 Garching b. München

 

Research Interests

  • Stochastic partial differential equations driven by Lévy space-time white noise
  • Functional convergence in law of stochastic processes

 

Publications

  • C. Chong and T. Delerue. Normal approximation of the solution to the stochastic heat equation with Lévy noise. Submitted, 2018. Preprint at arXiv.

 

 Conferences and Workshops, Talks and Posters, Research Visits

  • Visit of Carsten Chong, Lausanne, Switzerland (one week), November 2018
  • 4th Barcelona Summer School on Stochastic Analysis, CRM, Barcelona, Spain, July 2018. Contributed talk: “Weak convergence of the solution to the stochastic heat equation”
  • The 40th Conference on Stochastic Processes and their Applications, Gothenburg, Sweden, June 2018. Poster: “Weak convergence of the solution to the stochastic heat equation driven by a pure jump Lévy noise”
  • 13th German Probability and Statistics Days, Freiburg, Germany, February 2018. Poster: “Weak convergence of the solution to the stochastic heat equation driven by a pure jump Lévy noise”
  • Workshop on Lévy Processes and Times Series: in honour of Peter Brockwell and Ross Maller, Ulm, Germany, September 2017

 

Teaching Assistant

  • Statistik: Grundlagen, SS17
  • Einführung in die Wahrscheinlichkeitstheorie, WS17/18