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
- Phone: (work pref) +49 (89) 289 - 17449
- Room: 8101.02.121
- thomas.delerue(at)tum.de
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