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Backward stochastic differential equations with respect to general filtrations and applications to insider finance 
Øksendal, Bernt; Zhang, Tusheng (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)
In this paper, we study backward stochastic differential equations (BSDEs) with respect to general filtrations. We prove existence and uniqueness theorems for such BSDEs and we establish a comparison theorem. Reflected ...
Convergence of spectral sequences 
Laudal, Olav Arnfinn (Research report / Forskningsrapport, 1970)
The boundary quotient for algebraic dynamical systems 
Brownlowe, Nathan; Stammeier, Nicolai (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)
We introduce the notion of accurate foundation sets and the accurate refinement property for right LCM semigroups. For right LCM semigroups with this property, we derive a more explicit presentation of the boundary quotient. ...
Agder Akademis gullmedalje. 
Reichelt, Yngvar (Journal article / Tidsskriftartikkel / PublishedVersion, 2007)
Søndag 27. oktober 2002 ble Agder Akademi reetablert, som et moderne vitenskapsakademi. Markeringen skjedde i Arendal Rådhus på dagen 40 år etter at akademiet ble etablert. Agder Akademis medalje i sølv ble delt ut til ...
Singular mean field control games 
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
This article studies singular mean field control problems and singular mean field two-players stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium ...
A stochastic maximum principle for processes driven by fractional Brownian motion. 
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 2000)
Risk aggregation in Solvency II through recursive log-normals 
Bølviken, Erik; Guillen, Montserrat (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
It is argued that the accuracy of risk aggregation in Solvency II can be improved by updating skewness recursively. A simple scheme based on the log-normal distribution is developed and shown to be superior to the standard ...
THE APPLICATION OF BOHR AND SOMMERFELD METHODS IN THE THEORY OF MAGNETIC QUARK MODELS 
Barricelli, Nils Aall (Research report / Forskningsrapport, 1980)
Optimal consumtion and portfolio in a Black-Scholes market driven by fractional Brownian motion 
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 2000)
A STOCHASTIC VARIANCE RATIO TEST TO DISCRIMINATE BETWEEN TIME AND SPACE EFFECTS OF DISCREPANCY BETWEEN FILTRATIONS 
Kettler, Paul C. (Research report / Forskningsrapport, 2009)
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