Browsing Matematisk institutt by Title

Now showing items 2941-2960 of 3772

  • Robust mean-variance hedging via G-expectation 
    Biagini, Francesca; Mancin, Jacopo; Brandis, Thilo Meyer (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
    In this paper we study mean–variance hedging under the -expectation framework. Our analysis is carried out by exploiting the -martingale representation theorem and the related probabilistic tools, in a continuous financial ...
  • Robust preconditioners for perturbed saddle-point problems and conservative discretizations of Biot's equations utilizing total pressure 
    Boon, Wietse; Kuchta, Miroslav; Mardal, Kent-Andre; Ruiz-Baier, Ricardo (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)
    We develop robust solvers for a class of perturbed saddle-point problems arising in the study of a second-order elliptic equation in mixed form (in terms of flux and potential), and of the four-field formulation of Biot's ...
  • Robust preconditioning for coupled Stokes–Darcy problems with the Darcy problem in primal form 
    Holter, Karl Erik; Kuchta, Miroslav; Mardal, Kent-Andre (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
    The coupled Darcy–Stokes problem is widely used for modeling fluid transport in physical systems consisting of a porous part and a free part. In this work we consider preconditioners for monolithic solution algorithms of ...
  • Robust stochastic control and equivalent martingale measures 
    Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 2010)
  • Robustness of common hemodynamic indicators with respect to numerical resolution in 38 middle cerebral artery aneurysms 
    Evju, Øyvind; Pozo, Jose M.; Frangi, Alejandro F.; Mardal, Kent-Andre (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)
    Background: Using computational fluid dynamics (CFD) to compute the hemodynamics in cerebral aneurysms has received much attention in the last decade. The usability of these methods depends on the quality of the computations, ...
  • ROBUSTNESS OF OPTION PRICES AND THEIR DELTAS IN MARKETS MODELLED BY JUMP-DIFFUSIONS 
    Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma (Research report / Forskningsrapport, 2010)
    We study the robustness of option prices to model variation within a jump-diffusion framework. In particular we consider models in which the small variations in price dynamics are modeled with a Poisson random measure with ...
  • ROBUSTNESS OF QUADRATIC HEDGING STRATEGIES IN FINANCE VIA BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS 
    Di Nunno, Giulia; Khedher, Asma; Vanmaele, Michèle (Research report / Forskningsrapport, 2013)
    We consider a backward stochastic di erential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two candidate-approximations to this BSDEJ and we prove that the ...
  • Rogue Waves in the Ocean, the Role of Modulational Instability, and Abrupt Changes of Environmental Conditions that Can Provoke Non Equilibrium Wave Dynamics 
    Trulsen, Karsten (Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2018)
    Modulational instability is an efficient mechanism for the generation of rogue waves in the limit of narrow-banded and long-crested wave fields. While such wave fields are easily achieved in laboratories, there appears to ...
  • Rogue waves: Results of the ExWaMar project 
    Bitner-Gregersen, E. M.; Gramstad, Odin; Trulsen, Karsten; Magnusson, Anne Karin; Støle-Hentschel, Susanne; Aarnes, Ole Johan; Breivik, Øyvind (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2024)
    Rogue waves, also known as freak waves, have received much attention in the scientific community as well as in media and the marine industry in the past two decades. Forecasts of extreme weather events have always been ...
  • Rohlin flows on the Cuntz algebra 𝒪∞ 
    Bratteli, Ola; Kishimoto, Akitaka; Robinson, Derek W. (Research report / Forskningsrapport, 2005)
    It is shown that certain quasi-free flows on the Cuntz algebra O∞ have the Rohlin property and therefore are cocycle-conjugate with each other. This, in particular, shows that any unital separable nuclear purely infinite ...
  • The Rohlin property for quasi-free automorphisms of the Fermion algebra 
    Bratteli, Ola; Evans, David E.; Kishimoto, Akitaka (Research report / Forskningsrapport, 1993)
  • Romlig analyse av lammevekterRestricted Access 
    Bleka, Øyvind (Master thesis / Masteroppgave, 2011)
    I denne oppgaven gjør vi en romlig analyse på lammevekter som vil ha en geografisk tilhørighet til områder på både beitelagskala og kommuneskala. Ved å anta en varianskomponentmodell der vi spesifiserer områdene til å være ...
  • Rough Volatility Modelling 
    Zhang, Xiaoyan (Master thesis / Masteroppgave, 2018)
    The objective of this thesis is to give a description of the rough stochastic volatility modelling based on fractional Brownian motion with Hurst exponent H less than 1/2, as well as the corresponding pricing model. ...
  • Rubik's cube and Group Theory 
    Isaksen, Carl Joakim (Master thesis / Masteroppgave, 2012)
    Denne oppgaven kartlegger den naturlige gruppen som virker på Rubik's kube. Gruppen består av de forskjellige trekkene som kan gjøres på kuben.
  • RULES OF DEFINITION 
    Barricelli, Nils Aall (Research report / Forskningsrapport, 1981)
  • RUN-UP OF CNOIDAL WAVES 
    Pedersen, Geir (Research report / Forskningsrapport, 1987)
  • RUN-UP OF LONG WAVES ON AN INCLINED PLANE 
    Gjevik, Bjørn; Pedersen, Geir (Research report / Forskningsrapport, 1981)
  • RUN-UP OF PERIODIC WAVES ON A STRAIGHT BEACH 
    Pedersen, Geir (Research report / Forskningsrapport, 1985)
  • Run-up of solitary waves 
    Lindstrøm, Erika Kristina (Master thesis / Masteroppgave, 2011)
    This thesis presents experiments on run-up of solitary waves on a beach of 10◦ inclination. The purpose of this study is to find out what causes the lower maximum run-up heights in experimental results compared with results ...
  • Runup on a vertical column in strong water wave events 
    Grue, John; Osyka, Bogdan (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
    Runup on a slender cylindrical column exposed to long, steep waves, at finite and great depth is quantified by high speed camera technique in wave channel. Ratio between water depth (h) and cylinder diameter (D) is h/D = ...