Andreas Petersson

Doktorand at Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

I took my Bachelor's degree in pure mathematics in 2013 at the University of Gothenburg and my Master's degree in mathematical statistics in 2015 at the same university. Since 2015, I am a PhD student in mathematical statistics at Chalmers and research in numerical approximation and simulation of stochastic partial differential equations.




Approximation and simulation of Lévy-driven SPDE

Annika Lang Applied Mathematics and Statistics
Stig Larsson Applied Mathematics and Statistics
Adam Andersson Applied Mathematics and Statistics
David Bolin Applied Mathematics and Statistics
Andreas Petersson Applied Mathematics and Statistics
Swedish Research Council (VR)

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Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations

Annika Lang, Andreas Petersson
Mathematics and Computers in Simulation. Vol. 143, p. 99-113
Journal article

Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions

Annika Lang, Andreas Petersson, Andreas Thalhammer
BIT Numerical Mathematics. Vol. 57 (4), p. 963-990
Journal article

Computational Aspects of Lévy-Driven SPDE Approximations

Andreas Petersson
Licentiate thesis