Recent Licentiate and Ph.D Thesises

Approximation of Optimally Controlled Ordinary and Partial Differential Equations by Mattias Sandberg.
Pontryagin Approximations for Optimal Design by Jesper Carlsson.
Adaptivity for stochastic and partial differential equations with applications to phase transformations by Erik von Schwerin.
Approximation and Callibration of Stochastic Processes in Financs by Jonas Kiessling.
Complexity and Error Analysis of Numerical Methods for Wireless Channels, SDE, Random Variables, and Quantum Mechanics by Hakon Hoel.

Recent Master Thesises

Robust Calibration of Jump-Type Models: Solving an Inverse Problem by Mathias Högberg.
A comparison between finite differenceand binomial methods for solvingAmerican single-stock options by Alexander Eriksson.
Inverse Parameter Estimation using Hamilton-Jacobi Equations by Mikael Helin.