‌List of Completed PhD Thesis

  • 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.