A note on Wick products and the fractional Black-Scholes model. - Tomas Björk; Henrik Hult (Finance Stochastics, 2005)

Within-die process variations: How accurately can they be statistically modeled? - Brendan Hargreaves; Henrik Hult; Sherief Reda (ASP-DAC, 2008)

Importance sampling for stochastic recurrence equations with heavy tailed increments. - Jose H. Blanchet; Henrik Hult; Kevin Leder (WSC, 2011)

Ruin probabilities under general investments and heavy-tailed claims. - Henrik Hult; Filip Lindskog (Finance Stochastics, 2011)

On importance sampling with mixtures for random walks with heavy tails. - Henrik Hult; Jens Svensson (ACM Trans. Model. Comput. Simul., 2012)

Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations. - Jose H. Blanchet; Henrik Hult; Kevin Leder (ACM Trans. Model. Comput. Simul., 2013)

Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk. - Thorbjörn Gudmundsson; Henrik Hult (J. Appl. Probab., 2014)

Interpolation in Auto Encoders with Bridge Processes. - Carl Ringqvist; Judith Bütepage; Hedvig Kjellström; Henrik Hult (ICPR, 2020)

Calibrated Surrogate Maximization of Dice. - Marcus Nordström; Han Bao 002; Fredrik Löfman; Henrik Hult; Atsuto Maki; Masashi Sugiyama (MICCAI (4), 2020)

Particle Filter Bridge Interpolation. - Adam Lindhe; Carl Ringqvist; Henrik Hult (CoRR, 2021)

Variational Auto Encoder Gradient Clustering. - Adam Lindhe; Carl Ringqvist; Henrik Hult (CoRR, 2021)

On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice. - Marcus Nordström; Henrik Hult; Fredrik Löfman; Jonas Söderberg (NeurIPS, 2022)

Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions. - Boualem Djehiche; Henrik Hult; Pierre Nyquist (ACM Trans. Model. Comput. Simul., 2022)

Noisy Image Segmentation With Soft-Dice. - Marcus Nordström; Henrik Hult; Atsuto Maki; Fredrik Löfman (CoRR, 2023)

Marginal Thresholding in Noisy Image Segmentation. - Marcus Nordström; Henrik Hult; Atsuto Maki (CoRR, 2023)

A Deep Learning Approach for Rare Event Simulation in Diffusion Processes. - Henrik Hult; Aastha Jain; Sandeep Juneja 001; Pierre Nyquist; Sushant Vijayan (WSC, 2024)

The Impact Label Noise and Choice of Threshold has on Cross-Entropy and Soft-Dice in Image Segmentation. - Marcus Nordström; Atsuto Maki; Henrik Hult (CVPR, 2025)