Research associate for the coordination of the Financial and Insurance Mathematics program

• Distributional approximation and weak convergence, in particular by means of Stein's method
• Stochastic analysis, in particular Malliavin and generator structures on configuration spaces
• The link between Malliavin calculus and Stein's method (the so-called  "Mallivain-Stein method")
• Random matrices (classical compact matrix groups and Wigner matrices)
• Random walks and interacting particle systems
• Stochastic Geometry (e.g. functionals of Poisson and binomial point processes and geometric random graphs)

For a detailed list, please refer to publications.

Heinrich-Heine-University

Exercise classes taught: Übungen zur Analsysis I, Stochastik

Student seminars: Finanz- und Versicherungsmathematik

Lecture course and exercise class taught in the summer semester 2021: Wahrscheinlichkeitstheorie

Current lectures: Übungen zur Finanz-und Versicherungsmathematik, Übungen zur Linearen Algebra I

For further details concerning the teaching at this chair, please refer to the German version of: teaching.

Teaching at other universities

Given lectures: Probability (Martingale Theory), Markov Chains and Queues, Functional Analysis, Théorie de la mesure et calcul intégral, Stochastik für Lehramt an Beruflichen Schulen