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

Stephen Burke, Jonatan von Seth, Tomas Ekström, Christoffer Maljanovski & Magnus Wiktorsson, 2020, 12th Nordic Symposium on Building Physics (NSB 2020). 12009. (E3S Web of Conferences; vol. 172).

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

Stephen Burke, Pär Carling, Henrik Davidsson, Kristin Davidsson, Tomas Ekström, Lars-Erik Harderup, Johnny Kronvall, Per Sahlin, Rikard Sundling & Magnus Wiktorsson, 2020, (Submitted) 12th Nordic Symposium on Building Physics (NSB 2020). 25011. (E3S Web of Conferences; vol. 172).

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

Lina von Sydow, Slobodan Milovanović, Elisabeth Larsson, Karel In't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Alvaro Leitao, Shashi Jain, Tinne Haentjens & Johan Waldén, 2019, In: International Journal of Computer Mathematics.

Research output: Contribution to journalArticle

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