Forskningsintressen

Forskningsområden

  • non-Gaussian models in finance;
  • stochastic processes and fields;
  • spectral theory of multidimensional stochastic functions;
  • fractal properties of random sets. 

 

Ett utval av rapporter från internationella konferanser:

  • May 19-23, 2008. Sixth Seminar on Stochastic Analysis, Random Fields and Applications, Centro Stefano Franscini, Ascona, Switserland. Presentation. (pdf 181 kB)
  • October 30-31, 2007. The 48th annual conference of the Scandinavian Simulation Society, Särö, Sweden. Presentation. (pdf 1,2 MB)
  • July 26-31, 2004 6th World Congress of the Bernoulli Society for Mathematical Statistics and Probability, Barcelona, Spain. Presentation. (pdf 223 kB)