Oscar Peralta Gutierrez

Oscar Peralta Gutierrez

School of Computer and Mathematical Sciences

Faculty of Sciences, Engineering and Technology

Eligible to supervise Masters and PhD (as Co-Supervisor) - 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. From September 2018 to November 2021 I worked as an ARC Research Associate at The University of Adelaide - currently I holding an Adjunct Lecturer position - working with Dr. Giang T. Nguyen . In December 2021 I became a SNSF Senior Researcher at the University of Lausanne (Switzerland), working with Prof. Hansjoerg Albrecher.

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
  • Appointments

    Date Position Institution name
    2021 - ongoing Adjunct Lecturer The University of Adelaide
    2021 - ongoing SNSF Senior Researcher University of Lausanne
    2018 - 2021 ARC Research Associate The University of Adelaide
    2015 - 2018 Research Assistant Technical University of Denmark
  • Language Competencies

    Language Competency
    Spanish - Latin American Can read, write, speak, understand spoken and peer review
  • Education

    Date Institution name Country Title
    2015 - 2019 Technical University of Denmark Denmark PhD in Applied Mathematics
    2013 - 2014 National Autonomous University of Mexico Mexico MSc in Mathematics
    2008 - 2012 National Autonomous University of Mexico Mexico BSc in Actuarial Sciences
  • Research Interests

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.

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

    Date Role Research Topic Program Degree Type Student Load Student Name
    2021 Co-Supervisor Diffusion Approximations for Epidemic Modelling and Correlated Pseudo-Marginal Inference Methods. Master of Philosophy Master Part Time Mr Michael Fairbrother
    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 Strong solutions to Hybrid Stochastic Differential Equations with Past-Dependent Switching Master of Philosophy Master Full Time Mr William Allan
    2020 Co-Supervisor Strong Convergence to Markov Modulated Fractional Brownian Motion Master of Philosophy Master Part Time Mr William Peter Abbott

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External Profiles