Oscar Peralta

Oscar PeraltaOscar PeraltaOscar Peralta
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    • About
    • Research
    • Experience
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    • Supervision
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Oscar Peralta

Oscar PeraltaOscar PeraltaOscar Peralta
  • About
  • Research
  • Experience
  • Publications
  • Supervision
  • CV
  • Contact

Student supervision

PhD in Mathematical Sciences

  1. Jasper Barr at the Australian National University (2020-current). Project: Convergence of regime-switching SDEs via rough path theory. Co-supervised with Pierre Portal.

MSc in Risk Science

  1. Luis Habacuq Vallejo at Autonomous Technological Institute of México (2025-current). Project: Hybrid stochastic differential equations and insurance.

MPhil in Mathematical Sciences

  1. William Abbott at The University of Adelaide (2020-2025). Project: Convergence to Markov-modulated fractional Brownian motion. Co-supervised with Matthew Roughan.
  2. Michael Fairbrother at The University of Adelaide (2021-2023). Project: Diffusion approximations for epidemic modelling and correlated pseudo-marginal inference method. Co-supervised with Andrew Black. Received Dean's Commendation for Excellence in Research.
  3. William Allan at The University of Adelaide (2021-2022). Project: Strong solutions to hybrid SDEs with past-dependent switching. Co-supervised with Giang Thu Nguyen. Received Dean's Commendation for Excellence in Research.
  4. Jesse Tonkin at The University of Adelaide (2021-2022). Project: Option pricing using Lévy processes observed at Poisson times. Co-supervised with Giang Thu Nguyen. Received Dean's Commendation for Excellence in Research.

Honours in Mathematical Sciences

  1. Tayla Broadbridge at The University of Adelaide (2020-2021). Project: Phase-type distributions in population genetics.
  2. William Jordan at The University of Adelaide (2019). Project: Analysis of financial indices through extreme value theory. Co-supervised with Giang Thu Nguyen.

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