KTH Mathematics

Back to main page Completed courses SSE Topics in Game Theory (fall 2019) UU Essén Lectures: Stochastic Finance (summer 2018) SU Point Processes in Continuous Time (spring 2018) UU Sequential Monte Carlo methods (summer 2017) SF3953 Markov Chains and Processes (spring 2017) SF3626 Mathematical Analysis for PhD-Students (autumn 2016) SF3581 Computational Methods for Stochastic Differential Equations (spring 2016) SF3961 Graduate course on statistical inference (autumn/spring 2015/2016) SF3971 Optimal Control of Mean-Field Type and Backward Stochastic Differential Equations (spring/autumn 2015) SF3580 Numerical Linear Algebra (autumn/spring 2014/2015) SF3810 Convexity and optimization in linear spaces (spring 2015) SF3951 Optimal Control and Filtering with Finance Applications (spring 2015) LH3000 Basic Communication and Teaching (spring 2015) SF3848 Convex Optimization with engineering applications (autumn 2014) SF3940 Probability Theory (autumn 2014). Back to main page Address: Department of Mathematics Royal Institute of Technology SE-100 44 Stockholm Sweden E-mail: aaurell at kth dot se Office: Room 3747 Phone: +46-8-790 71 36

Published by: Alexander Aurell Updated: 08-08-2019