Licentiate thesis - Licentiatavhandlingar

• Fredrik Armerin: On Cash Flow Valuation. (November 18 2002).
• Per Hallberg: On Phase Transition and Percolation in the Beach Model. (January 13 2003).
  • Thesis in Postscript format.
  • Thesis in PDF format.
• Henrik Hult: Approximating some Volterra type Stochastic Integrals with Applications to Parameter Estimation. (May 14 2001).
  • Thesis in Postscript format.
  • Thesis in PDF format.
• Anna Carlsund: Cover times and hitting times for certain random walks and birth-and-death processes. (September 26 2000).
  • Cover times of a simple random walk with exponential holding times.
  • First passage times for random walks and birth-and-death processes with sign depending transition probabilities.
• Johan Irbäck: Asymptotic theory for a risk process with a high dividend barrier. (September 13 2000).
  • Asymptotic theory for a risk process with a high dividend barrier.
• Andreas Lindell: Numerical investigations of the distributions of the longest excursions in tied down simple Random Walks and Brownian Bridges. (May 29 2000).
  • Numerical investigations of the distributions of the longest excursions in tied down simple Random Walks and Brownian Bridges.

Doctoral thesis - Doktorsavhandlingar

• Mikael Raab: "On the Number of Exceedances in Gaussian and Related Sequences." (January 24 1997).
  • Postscript-format
  • dvi-format
• Josefin Bodell: "Cost of Searching - Probabilistic Analysis of the Self-Organizing Move-to-Front and Move-to-Root Sorting Rules." (May 30 1997)
  • "Cost of Searching - Probabilistic Analysis of the Self-Organizing Move-to-Front and Move-to-Root Sorting Rules."
• Torkel Erhardsson: "Compound Poisson approximation for Markov chains." (December 5 1997)
• Henrik Hult: "Topics on fractional Brownian motion and regular variation for stochastic processes." (October 3 2003)
• Anna Carlsund: "Cover Times, Sign-dependent Random walks, and Maxima." (October 31 2003)
• Per Hallberg: "Gibbs Measures and Phase Transitions in Potts and Beach Models." (September 24 2004)
• Fredrik Armerin: "Aspects of Cash Flow Valuation." (December 10 2004)

Books - Böcker