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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)
Wind field ensembles from six CMIP5 models force wave model time slices of the northeast Atlantic over the last three decades of the 20th and the 21st centuries. The future wave climate is investigated by considering the ...
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2017)
The Grassmannian Gr(2,5) is embedded in ℙ9 via the Pl\"ucker embedding. The intersection of two general PGL(10)-translates of Gr(2,5) is a Calabi-Yau 3-fold X, and the intersection of the projective duals of the two ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)
This is an Author's Accepted Manuscript of an article published in Linear and Multilinear Algebra
Volume 61, Issue 3, 2013. Published online: 07 Jun 2012. Copyright Taylor & Francis, available online
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2010)
In numerical studies of the dynamics of unbound quantum mechanical systems, absorbing boundary conditions are frequently applied. Although this certainly provides a useful tool in facilitating the description of the system, ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)
J. Noncommut. Geom. 7 (2013), 525–546 Copyright 2013 European Mathematical Society.
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
The final publication is available at IOS Press through http://dx.doi.org/10.3233/COM-170081
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
This paper is mainly a survey of recent research developments regarding methods for risk minimization in financial markets modeled by Itô-Lévy processes, but it also contains some new results on the underlying stochastic ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)
We study stochastic differential games of jump diffusions driven by Brownian motions and compensated Poisson random measures, where one of the players can choose the stochastic control and the other player can decide when ...