Probability and statistics, stochastic processes, introductory financial mathematics, ekonomisk statistik (distans), Monte Carlo methods, multivariate analysis, financial modeling with stochastic processes, optimization methods, mathematical modeling 2. Knowledge from one course often contributes knowledge and different aspects to another course, such as optimization, which is found in portfolio selection and parameter estimation.
Stochastic differential equations, its theory, applications and approximations, subjected to the Brownian motion and Lévy processes, finite dimensional and infinite dimensional. Financial and biological applications. Approximations in form of numerical methods, Yosida approximations, and Wong-Zakai type approximations
My research groups and projects
Stochastic Analysis and Stochastic Processes The researchers of this group focus on analytical and numerical aspects of solutions to stochastic differential equations (SDE’s and SPDE’s) and stochastic…
International Center for Mathematical Modeling ICMM is a centre for research in mathematical modelling, applicable within a number of different subjects and fields. Since 2000, the research group has…
Forestry, Wood and Building Technologies Within the research area Forestry, Wood and Building Technologies, the objective of Linnaeus University Centre for Data Intensive Sciences and Applications…
Article in journal (Refereed)
- Lahrouz, A., Settati, A., El Fatini, M., Pettersson, R., Taki, R. (2020). Probability Analysis of a Perturbed Epidemic System with Relapse and Cure. International Journal of Computational Methods. 17.
- Caraballo, T., El Fatini, M., El Khalifi, M., Gerlach, R., Pettersson, R. (2020). Analysis of a stochastic distributed delay epidemic model with relapse and Gamma distribution kernel. Chaos, Solitons & Fractals. 133. 1-8.
- Abidi, H., Pettersson, R. (2020). Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space : a mild approach. Computational and Applied Mathematics. 39. 1-11.
- Berrhazi, B., El Fatini, M., Hilbert, A., Mrhardy, N., Pettersson, R. (2019). Reflected backward doubly stochastic differential equations with discontinuous barrier. Stochastics : An International Journal of Probablitiy and Stochastic Processes. 1-25.
- Berrhazi, B., El Fatini, M., Pettersson, R., Laaribi, A. (2019). Media effects on the dynamics of a stochastic SIRI epidemic model with relapse and Lévy noise perturbation. International Journal of Biomathematics. 12.
- El Fatini, M., Laaribi, A., Pettersson, R., Taki, R. (2019). Levy noise perturbation for an epidemic model with impact of media coverage. Stochastics : An International Journal of Probablitiy and Stochastic Processes. 91. 998-1019.
- Caraballo, T., El Fatini, M., Pettersson, R., Taki, R. (2018). A stochastic SIRI epidemic model with relapse and media coverage. Discrete and continuous dynamical systems. Series B. 23. 3483-3501.
- Berrhazi, B., El Fatini, M., Laaribi, A., Pettersson, R. (2018). A stochastic viral infection model driven by Levy noise. Chaos, Solitons & Fractals. 114. 446-452.
- El Fatini, M., Lahrouz, A., Pettersson, R., Settati, A., Taki, R. (2018). Stochastic stability and instability of an epidemic model with relapse. Applied Mathematics and Computation. 316. 326-341.
- Berrhazi, B., El Fatini, M., Caraballo, T., Pettersson, R. (2018). A stochastic SIRI epidemic model with Lévy noise. Discrete and continuous dynamical systems. Series B. 23. 3645-3661.
- Berrhazi, B., El Fatini, M., Laaribi, A., Pettersson, R., Taki, R. (2017). A stochastic SIRS epidemic model incorporating media coverage and driven by Levy noise. Chaos, Solitons & Fractals. 105. 60-68.
- Nilsson, D., Pettersson, R., Thörnqvist, T., Nylinder, M. (2016). The importance of accurate measurement of comminuted logging residues’ moisture contents for small-scale forest owners. Drewno. 59. 99-110.
- Pettersson, R., Signahl, M. (2005). Numerical approximation for a white noise driven SPDE with locally bounded drift. Potential Analysis. 22. 375-395.
- Pettersson, R., Kohatsu-Higa, A. (2002). Variance Reduction methods for simulation of densities on Wiener space. SIAM Journal on Numerical Analysis. 40. 431-450.
Conference paper (Refereed)
- Pettersson, R., Kohatsu-Higa, A. (2005). Projection scheme for a reflected stochastic heat equation with additive noise. Foundations of Probability and Physics-3 : AIP Conference Proceedings. 158-167.
Chapter in book (Other academic)
- Pettersson, R. (2015). A short introduction to option pricing for exponential Lévy process stock price models. Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday. Linnaeus University Press. 69-76.