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Email: Erik.Ekstrom[AT-sign]math.uu.se
FD, docent
My research interests include stochastic differential equations, partial differential equations, inverse problems, free boundary problems and optimal stopping theory. The studied problems are often motivated by financial applications.
Currently, I hold a research position financed by the Swedish Research Council (VR).
This year (2011-12) I give a reading course in optimal stopping theory. This is a preliminary course plan.
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