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(Research report / Forskningsrapport, 2005)
We develop a white noise framework and the theory of stochastic distribution spaces for Hilbert space valued Lévy processes in order to study generalized solutions of stochastic evolution equations in these spaces driven ...
(Research report / Forskningsrapport, 2005)
We introduce the notion of a Galois extension of commutative S-algebras (E∞ ring spectra), often localized with respect to a fixed homology theory. There are numerous examples, including some involving Eilenberg-Mac Lane ...
(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 ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2009)
(Research report / Forskningsrapport, 2003)
We give a survey of the stochastic calculus of fractional Brownian motion, and we discuss its applications to financial markets where the prices are described as solutions of stochastic differential equations driven by ...
(Research report / Forskningsrapport, 2002)
The paper presents an adaptive method for the evaluation of multidimensional integrals over the unit cube. The measure used to partition the domain is suited for integrands which are monotonic in each dimension individually, ...
(Research report / Forskningsrapport, 2003)
We determine a new explicit representation of the strong solution of Itô-diffusions and elicit its correspondence to the general stochastic transport equation. We apply this formula to deduce an explicit Donsker delta ...
(Research report / Forskningsrapport, 2004)
We study a semi-discrete splitting method for computing approximate viscosity solutions of the initial value problem for a class of nonlinear degenerate parabolic equations with source terms. It is fairly standard to prove ...