Håkon Hoel's homepage

I am currently an Associate Professor at the Department of Mathematics, University of Oslo. You can reach me at haakonah AT math.uio.no

Research interests and publications:

Numerical analysis of stochastic differential equations and stochastic PDEs, nonlinear filtering and advanced Monte Carlo methods. See my Google Scholar webpage for more.

Teaching

Spring 2025 I am teaching MAT4400 Linear Analysis.

Thesis projects:

Please contact me if you are interested in a Master's project on numerical analysis of stochastic differential equations, SPDEs, or filtering.

Theses

2006: MSc thesis, University of Oslo. Constructible DP solutions.

2012: PhD thesis, KTH, Royal Institute of Technology. Complexity and Error Analysis of Numerical Methods for Wireless Channels, SDE, Random Variables and Quantum Mechanics.