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(Research report / Forskningsrapport, 2004)
We prove that the versal deformation space R of a (not necessarily indecomposable) maximal Cohen-Macaulay module M on a simple singularity X of even dimension is irreducible (in contrast to the odd dimensional case). ...
(Research report / Forskningsrapport, 2004)
(Research report / Forskningsrapport, 2004)
We present a method to study strong solutions of stochastic differential equations driven by Lévy processes, whose coefficients are admitted to be irregular. Furthermore we give explicit representations of solutions of such SDE's.
(Research report / Forskningsrapport, 2007)
We propose a model for stock price dynamics that explicitly incorporates random waiting times between trades, also known as duration, and show how option prices can be calculated using this model. We use ultra-high-frequency ...
(Research report / Forskningsrapport, 2003)
The main focus of this study is on two parts: a testing part and a numerical simulation part. Three different tests are performed: four point bending testing, static deflection and drop weight impact tests.
The four ...
(Research report / Forskningsrapport, 2007)
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
(Research report / Forskningsrapport, 2007)
(Research report / Forskningsrapport, 2008)
No abstract
(Research report / Forskningsrapport, 2003)
In this work we characterize the smooth surfaces which can be embedded in the Grassmannian G(1,5) with one apparent double point, i.e. such that the general projection to G(1,3) produces just one double point. The result ...
(Research report / Forskningsrapport, 2000)