Browsing Matematisk institutt by Title
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(Research report / Forskningsrapport, 2005)Various methods for approximating the nonlinear advection terms in a high resolution tidal model with complex coastal boundaries have been implemented and tested. The model, driven by the dominant <I>M</I><SUB>2</SUB> ...

(Master thesis / Masteroppgave, 2010)We consider firstorder finite difference schemes for a nonlinear degenerate convectiondiffusion equation in one space dimension, and prove an $L^1_{loc}$ error estimate. Precisely, we prove that the $L^1_{loc}$ difference ...

(Research report / Forskningsrapport, 2002)We develop a white noise calculus for pure jump Lévy processes on Poisson space. This theory covers the treatment of Lévy processes of unbounded variation. The starting point of the theory is a novel construction of a ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)As modern biotechnologies advance, it has become increasingly frequent that different modalities of highdimensional molecular data (termed “omics” data in this paper), such as gene expression, methylation, and copy number, ...

(Master thesis / Masteroppgave, 2008)In this thesis, we consider the L^2Betti numbers associated to algebras and equivalence relations. For algebras, we expand upon the motivation between Connes and Shlyakhtenko's definition of L^2Betti numbers of tracial ...

(Research report / Forskningsrapport, 2011)We consider a timeadvanced backward stochastic di erential equations (ABSDEs). We study Malliavin di erentiability of solutions of such equations and derive equations satis ed by the Malliavin derivative processes.

(Research report / Forskningsrapport, 2007)In this paper we first deal with the problem of optimal control for zerosum stochastic differential games. We give a necessary and sufficient maximum principle for that problem with partial information. Then we use the ...

(Research report / Forskningsrapport, 2008)We present various versions of the maximum principle for optimal control of forwardbackward SDEs with jumps. Our study is motivated by risk minimization via gexpectations. We first prove a general sufficient maximum ...

(Research report / Forskningsrapport, 1998)The report summarizes the work performed at the Department of Mathematics, during the first year of the European research project GITECTWO (contract ENV4U960297). Some of the result will subsequently be published elsewhere ...

(Research report / Forskningsrapport, 2002)We show that the isomorphism class of a finite pgroup G is determined by the group algebra of G over the field of p elements, hence solving the modular isomorphism problem.

(Research report / Forskningsrapport, 2007)The recent deregulation of electricity markets has led to the creation of energy exchanges, where the electricity is traded like any other com modity. In this paper, we study the most salient statistical features of ...

(Master thesis / Masteroppgave, 2009)We set out to find how copulabased dependence modelling of large jumps in the NIGLévy model affects the option price. This leads to the definition of a rejectionbased approximation algorithm for the NIGLévy. Using ...

(Research report / Forskningsrapport, 2002)In this paper we investigate the recently introduced Malliavin approach compared to more classical approaches to find sensitivities of options in commodity and energy markets. The Malliavin approach has been developed in ...

(Research report / Forskningsrapport, 1999)

(Research report / Forskningsrapport, 1999)

(Research report / Forskningsrapport, 2006)Consider a uniformly strongly consistent statistical functional. We present a new method for extracting limit distributions of the type "the last time" and "the number of times" an error larger than $\epsilon$ is committed ...

(Research report / Forskningsrapport, 2009)Use of auxiliary variables for generating proposal variables within a MetropolisHastings setting has been suggested in many different settings. This has in particular been of interest for simulation from complex distributions ...

(Research report / Forskningsrapport, 2000)

(Research report / Forskningsrapport, 2003)

(Research report / Forskningsrapport, 2013)The aim of the present work is to predict the ultimate strength of simply supported plates subjected to inplane compressive load using a semianalytical method. Based on large deflection theory in combination with first ...