Andreas Erik Petersson

Background

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.