Chiheb Ben Hammouda, "Hierarchical Approximation Methods for Option Pricing and Stochastic Reaction Networks", Ph.D. thesis, KAUST July 2020.
Sören Wolfers, "Efficient Numerical Methods for High-Dimensional Approximation Problems", Ph.D. thesis, KAUST February 2019.
Nadhir Ben Rached, "Rare Events Simulations with Applications to the Performance Evaluation of Wireless Communication Systems", Ph.D. thesis, KAUST October 2018.
Zaid Sawlan, "Statistical analysis and Bayesian methods for fatigue life prediction and inverse problems in linear time dependent PDEs with uncertainties", Ph.D. thesis, KAUST September 2018.
Juho Häppölä, "Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance", Ph.D. thesis, KAUST August 2017.
Abdul-Lateef Haji-Ali, “Efficient Multilevel and Multi-index Sampling Methods for Stochastic Differential Equations”, PhD thesis, KAUST, May 2016.
Pedro Vilanova, "Multilevel Approximations of Markovian Jump Processes with Applications in Communication Networks", Ph.D. thesis, KAUST, May 2015.
Alvaro Moraes, “Simulation and Statistical Inference of Stochastic Reaction Networks with Applications to Epidemic Models”, Ph.D. thesis, KAUST, January 2015.