Current
- Pere Diaz Lozano
- Andrea Fiacco
- Aleksander Grochowicz
- Åsmund Hausen Sande
- Oriol Zamora Font
2023
- Mari Dahl Eggen. Stochastic differential equations with memory and relations. Modelling of stratospheric dynamics.
- Michele Giordano. On stochastic control for Volterra type dynamics.
2022
- Anton Yurchenko-Tytarenko. Stochastic Volterra volatility models.
- Alexander Lobbe. Machine learning for the stochastic filtering problem.
- Dennis Schroers. New topics in nonlinear functional data analysis.
- Mihaela-Alexandra Puica. Advances in wind power modeling. Merging research and market experience.
- Alise Midtfjord. Modelling and analysis of multidimensional high-resolution environmental data with application to airport runway condition management.
2021
- Christian Agrell. Probabilistic machine learning and phenomenological knowledge. Developments for optimization under uncertainty in safety-critical systems.
- Silvia Lavagnini. Stochastic modelling in energy markets. From the spot price to derivative contracts.
2020
- Marc Lagunas Merino. Stochastic modeling with fractional and non-fractional noises. Applications to finance and insurance.
- Oussama Amine. Regularization effects for certain dynamical systems through Gaussian noises.
- Yinzhi Wang. Problems in insurance mathematics systems.
2018
- Fabian Andsem Harang. Stability and regularization of stochastic equations driven by fracgional and multifractional noise.
- Kristina Skutlaberg. Ranking of components in binary and multistate systems through importance measures, optimization and decision analysis.
- Noor 'Adilah Ibrahim. Stochastic modelling of weather risk in energy markets.
2017
- Hannes Hagen Haferkorn. The effect of noise in the modelling and the analysis of random systems.
- Marie Lilleborge. Efficient information gathering in discrete Bayesian networks.
2016
- Hanna Marta Zdanowicz. Pricing and hedging in energy markets with weather factor risk.
- Kristina Rognlien Dahl. Information and memory in stochastic optimal control.
2015
- Sindre Duedahl. Applications of stochastic calculus of variations to sensitivity analysis and related problems in finance and insurance.
- David Ruiz Baños. Regularity of stochastic flows of stochastic differential equations with singular coefficients and applications to finance.
- Sara Ana Solanilla Blanco. Stochastic modelling and pricing of energy and weather derivatives.
- Jonathan Feinberg. Some improvements and applications of non-intrusive polynomial chaos.
2014
- Krzysztof Jaroslaw Paczka. Stochastic calculus and optimal control under model uncertainty.
- Marcus Karl Viren Eriksson. Valuation of energy derivatives: a stochastic control approach.
- Sven Haadem. Stochastic control and optimal stopping for non-Markov processes with infinite horizon and related topics.
- Steffen Sjursen. Stochastic optimal control and time changed Lévy noises.
2013
- Heidar Eyjolfsson. Approximation methods for ambit fields applied to power markets.
- Torstein Nilssen. Construction and regularity of solutions to stochastic partial differential equations with irregular drift coefficients.
- Che Mohd Imran Che Taib. Stochastic modelling and pricing of energy related markets. With analysis of the weather and shipping markets.
2012
- Maren Diane Schmeck. Implications of model choice in Lévy-driven financial markets.
-
Erik Vanem. Bayesian hierarchical space-time models for significant wave height.
2011
- Asma Khedher. Sensitivity and robustness to model risk in Lévy and jump-diffusion setting.
2010
- Pål Nicolai Henriksen. Computational methods with applications in finance and insurance.