Oscar Peralta Gutierrez

Dr Oscar Peralta Gutierrez

ARC Researcher

School of Mathematical Sciences

Faculty of Engineering, Computer and Mathematical Sciences

Eligible to supervise Masters and PhD (as Co-Supervisor), but is currently at capacity - email supervisor to discuss availability.


I am a mathematician with an interest in the foundations and modeling of random phenomena. I studied my BSc in Actuarial Sciences and MSc in Mathematics at the National Autonomous University of México. Later on, I obtained my PhD in Applied Mathematics in 2019 from the Technical University of Denmark. In September 2018 started my position as an ARC Research Associate at The University of Adelaide, working with Giang T. Nguyen.

My interests lie in the area of probability and stochastic processes (applied and theoretical).

Recent projects include:

  • Strong convergence of stochastic processes
  • Stochastic differential equations in regime-switching environments
  • Phase-type distributions and dependence in risk theory

During my PhD studies from 2015 to 2018, my scholarship was funded by the National Council of Science and Technology of México (CONACYT)

I have 7 years of experience as a Teaching Assistant of theoretical probability courses at BSc and MSc level in México and Denmark. In 2020, I was the course coordinator and lecturer of the course Applied Probability at The University of Adelaide.

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  • Current Higher Degree by Research Supervision (University of Adelaide)

    Date Role Research Topic Program Degree Type Student Load Student Name
    2021 Co-Supervisor Option pricing using Levy Processes observed at Poisson times Master of Philosophy Master Full Time Mr Jesse Benjamin Tonkin
    2021 Co-Supervisor Diffusion Approximations for Epidemic Modelling and Correlated Pseudo-Marginal Inference Methods. Master of Philosophy Master Full Time Mr Michael Fairbrother
    2021 Co-Supervisor Strong Convergence to Bivariate Brownian Motions with Special Correlations Master of Philosophy Master Full Time Mr William Allan
    2021 Co-Supervisor Convergence of general regime-switching stochastic diffferential equations with relaxed assumptions on the drift and diffusion coefficients Doctor of Philosophy Doctorate Full Time Mr Jasper Fox Barr
    2020 Co-Supervisor Strong Convergence to Markov Modulated Fractional Brownian Motion Master of Philosophy Master Part Time Mr William Peter Abbott
    2019 Co-Supervisor Convergence of Sticky Brownian Motion Doctor of Philosophy Doctorate Full Time Mr Lachlan James Bridges

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