Theoretical foundation of statistical inference for anomalous diffusions, focusing on high-dimensional rate of convergence results for CLTs with dependent random vectors. I also work on bounds for the Wasserstein distance for multivariate Lévy processes attracted to a multidimensional α-stable law, demonstrating how scaling functions influence the rate and extensions hereof.
Teaching, supervising, and lecturing are integral and important parts of my work, and I'm very passionate about them. I currently teach the Master’s course Stochastic Processes with Long-Range Dependence, and I supervise PhD students within the area of high-dimensional quantitative bounds for CLTs. Earlier, I have lectured Stochastic Calculus and supervised a Master's thesis on Fourth-Moment Theorems using Stein’s Method and Malliavin Calculus.