Magnus Wiktorsson

Senior Lecturer, Docent

Research areas and keywords

UKÄ subject classification

  • Probability Theory and Statistics
  • Computational Mathematics

Keywords

Research

My main interest is the simulation and approximation of stochastic processes especially stochastic differential equations and Levy processes. These processes are important building block for models in mathematical finance which are another of my research interests. See the Mathematical finance research group.

Recent research outputs

von Sydow, L., Milovanović, S., Larsson, E., In't Hout, K., Magnus Wiktorsson, Oosterlee, C. W., Shcherbakov, V., Wyns, M., Leitao, A., Jain, S., Haentjens, T. & Waldén, J., 2019, In : International Journal of Computer Mathematics.

Research output: Contribution to journalArticle

Magnus Wiktorsson, Burke, S., Kronvall, J. & Sahlin, P., 2017 Oct 17, In : Energy Procedia. 132, p. 3-8 6 p.

Research output: Contribution to journalArticle

von Sydow, L., Höök, L. J., Larsson, E., Erik Lindström, Milovanović, S., Persson, J., Shcherbakov, V., Shpolyanskiy, Y., Sirén, S., Toivanen, J., Waldén, J., Magnus Wiktorsson, Jeremy Levesley, J., Li, J., Oosterlee, C. W., Ruijter, M. J., Toropov, A. & Zhao, Y., 2015, In : International Journal of Computer Mathematics. 92, 12, p. 2361-2379

Research output: Contribution to journalArticle

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