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