Dr. Tilman Wolff-Siemssen
short CV
since Jul 2015 Referent Banksteuerung,
Sparkassen Rating- und Risikosysteme GmbH
May 2013-Jun 2015 Consultant, d-fine GmbH
  • Financial Engineering: Markets, Methods and Applications [more...]
Apr 2010-Mar 2013 Junior research associate and PhD student, Weierstrass Institute for Applied Analysis and Stochastics, Leibniz Institute in Forschungsverbung Berlin e.V.
  • Research group Interacting Random Systems
  • PhD subject: Random walk among random conductances
Oct 2002-Mar 2010Diploma in Mathematics, TU Berlin
  • Stochastics
  • Functional Analysis
  • Ecomomics, Game Theory
2001Abitur, Ratsgymnasium Bielefeld
Publications and Preprints
  • Large deviations for the local times of a random walk among random conductances in a growing box [arXiv]
    To appear in: Markov Processes and Related Fields, special issue on the occasion of Pastur's 75th birthday
    joint work with W. König
  • A central limit theorem for the effective conductance: I. Linear boundary data and small ellipticity contrasts [arXiv]
    Commun. Math. Phys. 328, no. 2, 701--731 (2014)
    joint work with M. Biskup and M. Salvi
  • Large deviations for the local times of a random walk among random conductances [arXiv]
    Elec. Comm. Probab. 17:10, 1-11 (2012)
    joint work with W. König and M. Salvi
  • Precise asymptotics for the parabolic Anderson model with a moving catalyst or trap [arXiv]
    In: Probability in Complex Physical Systems. In honour of Erwin Bolthausen and Jürgen Gärtner. Springer Proceedings in Mathematics, Vol. 11, 69-89 (2012)
    joint work with A. Schnitzler
Doctoral Thesis
  • Random Walk Local Times, Dirichlet Energy and Effective Conductivity in the Random Conductance Model [pdf]
    supervised by W. König
Diploma Thesis
  • The parabolic Anderson model from the perspective of a moving point potential [pdf]
    supervised by J. Gärtner and W. König
Talk Slides