Random walk and Brownian motion

• Lars Holst
• Anna Carlsund

Particle models

Scientist(s):

• Lars Holst
• Per Hallberg
• Olle Häggström (Chalmers)

Stochastic analysis and financial mathematics

Scientist(s):

• Boualem Djehiche
• Fredrik Armerin
• Henrik Hult

Risk theory

Scientist(s):

• Jan Grandell

Compound Poisson

Scientist(s):

• Torkel Erhardsson