Feller went to Copenhagen where he remained until 1934, then he moved to the University of Stockholm where he joined the probability group headed by Harald Cramér . Being a research associate of Cramér was valuable to Feller, as was the fact that he was able to have useful discussions with Marcel Riesz who was also working in Sweden.
Bilang isang pananaliksik iugnay ng Cramér ay mahalaga sa Feller, bilang ay ang katunayan na siya ay able sa may kapaki-pakinabang na mga talakayan na may Marcel Riesz na din nagtatrabaho sa Sweden.