Browsing Matematisk institutt by Title
Now showing items 3743-3762 of 3772
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)Cox’s proportional hazards regression model is the standard method for modelling censored life-time data with covariates. In its standard form, this method relies on a semiparametric proportional hazards structure, leaving ...
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(Research report / Forskningsrapport, 2001)We consider optimal control problems where the state X(t) at time t of the system is given by a stochastic differential delay equation. The growth at time t not only depends on the present value X(t), but also on X(t-d) ...
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(Research report / Forskningsrapport, 1985)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)Let X be a Riemannian manifold and xn a sequence of points in X. Assume that we know a priori some properties of the set A of cluster points of xn. The question is under what conditions that xn will converge. An answer to ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)Principal component analysis (PCA) is often used in anomaly detection and statistical process control tasks. For bivariate normal data, we prove that the minor projection (the least varying projection) of the PCA‐rotated ...
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(Research report / Forskningsrapport, 2002)
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(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2015)We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.
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A White Noise Approach to Stochastic Differential Equations Driven by Wiener and Poisson Processes (Research report / Forskningsrapport, 1998)
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(Research report / Forskningsrapport, 1999)
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(Research report / Forskningsrapport, 2007)
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(Research report / Forskningsrapport, 2002)We develop a white noise theory for Poisson random measures associated with a Lévy process. The starting point of this theory is a chaos expansion with kernels of polynomial type. We use this to construct the white noise ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)We study the Whitehead torsion of inertial h-cobordisms, continuing an investigation started in [12]. Of particular interest is a nested sequence of subsets of the Whitehead group, and a number of examples are given to ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
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(Research report / Forskningsrapport, 1995)
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(Research report / Forskningsrapport, 1991)
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(Research report / Forskningsrapport, 1992)
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(Research report / Forskningsrapport, 2003)The purpose of this paper is to establish a relation between Wick version of analytic functions with respect to the brownian motion and its associated semigroup.
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(Research report / Forskningsrapport, 1995)
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(Research report / Forskningsrapport, 1973)
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(Master thesis / Masteroppgave, 2017)In this thesis, we study what can be said about Fermat's Last Theorem using only elementary methods. We will study the work of Sophie Germain and Niels Henrik Abel, both who worked with Fermat’s Last Theorem in the early ...