Andreas Erik Petersson

Postdoctoral Fellow - Risk and Stochastics (SECTION 3)
Image of Andreas Erik Petersson
Norwegian version of this page
Room 1003
Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo


My research is at the intersection of numerical and stochastic analysis. Broadly, I am interested in developing and analyzing efficient and flexible algorithms for stochastic time-space models. I got my PhD degree at Chalmers University of Technology, Sweden, where I studied finite element approximations of stochastic partial differential equations (SPDEs), mainly of the parabolic and hyperbolic types. Since then, I have been working on questions related to covariance approximation and statistical inference for SPDEs. In September 2020, I am joining the Risks and Stochastics group as a PostDoc. My work wil be part of the project STORM - Stochastics for Time-Space Risk Models, under the supervision of Prof. Giulia di Nunno.

Tags: Stochastic Analysis, Computational Mathematics, stochastic simulation, Numerical methods for PDEs
Published Sep. 3, 2020 10:07 AM - Last modified Sep. 16, 2020 12:55 PM