## Search

Now showing items 1-100 of 175

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)

If a number of candidate variables are available, variable selection is a key task aiming to identify those candidates which influence the outcome of interest. Methods as backward elimination, forward selection, etc. are ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)

In biomedical research, boosting-based regression approaches have gained much attention in the last decade. Their intrinsic variable selection procedure and ability to shrink the estimates of the regression coefficients ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

By a memory mean-field process we mean the solution X(\cdot ) of a stochastic mean-field equation involving not just the current state X(t) and its law \mathcal {L}(X(t)) at time t, but also the state values X(s) and its ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

In this paper, we study a second-order, nonlinear evolution equation with damping arising in elastodynamics. The nonlinear term is monotone and possesses a convex potential but exhibits anisotropic and nonpolynomial growth. ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2017)

Environmental contours are widely used as a basis for e.g., ship design. The traditional approach to environmental contours is based on the well-known Rosenblatt transformation. However, due to the effects of this ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Knowledge about how many fish that have been killed due to bycatch is an important aspect of ensuring a sustainable ecosystem and fishery. We introduce a Bayesian spatio-temporal prediction method for historical bycatch ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

As modern biotechnologies advance, it has become increasingly frequent that different modalities of high-dimensional molecular data (termed “omics” data in this paper), such as gene expression, methylation, and copy number, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Influential points can cause severe problems when deriving a multivariable regression model. A novel approach to check for such points is proposed, based on the variable inclusion matrix, a simple way to summarize results ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We show that a cubic fourfold F that is apolar to a Veronese surface has the property that its variety of power sums V SP ( F, 10) is singular along a K 3 surface of genus 20 which is the variety of power sums of a sextic ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We study the problem of optimal insider control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways:
- The controller has ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Intrathecal drug and gene vector delivery is a procedure to release a solute within the cerebrospinal fluid. This procedure is currently used in clinical practice and shows promise for treatment of several central nervous ...

(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 ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

We give recursive formulas for the generating elements in the Milnor basis of the mod 2 motivic Steenrod algebra.
This research was first published in the New York Journal of Mathematics © 2017

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We consider the problem of finding a maximum k-regular induced subgraph of a graph G. Theoretical results are established to compare upper bounds obtained from different techniques, including bounds from quadratic programming, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

An alternating sign matrix , or ASM, is a (0,±1)(0,±1)-matrix where the nonzero entries in each row and column alternate in sign, and where each row and column sum is 1. We study the convex cone generated by ASMs of order ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

In this paper we derive optimal subspaces for Kolmogorov nn-widths in the L2 norm with respect to sets of functions defined by kernels. This enables us to prove the existence of optimal spline subspaces of arbitrarily high ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

A well-known application of Malliavin calculus in mathematical finance is the probabilistic representation of option price sensitivities, the so-called Greeks, as expectation functionals that do not involve the derivative ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

The algebraic connectivity a(G) of a graph G is an important parameter, defined as the second smallest eigenvalue of the Laplacian matrix of G. If T is a tree, a(T) is closely related to the Perron values (spectral radius) ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We comment on the discretization of the Dirac equation using finite element spaces of differential forms. In order to treat perturbations by low order terms, such as those arising from electromagnetic fields, we develop ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kružkov entropy condition by allowing the Kružkov constants to be Malliavin differentiable random variables. Existence ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We propose a boundary quotient diagram for right LCM semigroups with property (AR) that generalizes the boundary quotient diagram for N⋊N×. Our approach focuses on two important subsemigroups: the core subsemigroup and the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We consider a scalar conservation law with zero-flux boundary conditions imposed on the boundary of a rectangular multidimensional domain. We study monotone schemes applied to this problem. For the Godunov version of the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Background
It has been proposed that future reference genomes should be graph structures in order to better represent the sequence diversity present in a species. However, there is currently no standard ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We show that a Hilbert scheme of conics on a Fano fourfold double cover of P2×P2 ramified along a divisor of bidegree (2,2) admits a P1-fibration with base being a hyper-Kähler fourfold. We investigate the geometry of such ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Background: Using computational fluid dynamics (CFD) to compute the hemodynamics in cerebral aneurysms has received much attention in the last decade. The usability of these methods depends on the quality of the computations, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Let ℓ be a prime and q=pν, where p is a prime different from ℓ. We show that the ℓ–completion of the nth stable homotopy group of spheres is a summand of the ℓ–completion of the (n,0) motivic stable homotopy group of spheres ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Proper orthogonal decomposition (POD) is applied to distinct data sets in order to characterize the propagation of error arising from basis truncation in the description of turbulence. Experimental data from stereo particle ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Landslides are the second-most important cause of tsunamis after earthquakes, and their potential for generating large tsunamis depend on the slide process. Among the world's largest submarine landslides is the Storegga ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We prove that all moment varieties of univariate Gaussian mixtures have the expected dimension. Our approach rests on intersection theory and Terracini’s classification of defective surfaces. The analogous identifiability ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Versatile instruments assembled from off-the-shelf sensors and open-source electronics are used to record wave propagation and damping measured by Inertial Motion Units (IMUs) in a grease ice slick near the shore in ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

In this paper, we study weak solutions to the following nonlinear parabolic partial differential equation ∂tu−diva(x,t,∇u)+λ(|u|p(x,t)−2u)=0inΩT, where λ≥0 and ∂tu denote the partial derivative of u with respect to the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

We study congruences of lines $X_\omega $ defined by a sufficiently general choice of an alternating 3-form $\omega $ in $n+1$ dimensions, as Fano manifolds of index $3$ and dimension $n-1$. These congruences include the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We determine the structure of equilibrium states for a natural dynamics on the boundary quotient diagram of C*-algebras for a large class of right LCM semigroups. The approach is based on abstract properties of the semigroup ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Let GG be an affine group scheme over a noetherian commutative ring RR. We show that every GG-equivariant vector bundle on an affine toric scheme over RR with GG-action is equivariantly extended from Spec ( R ) Spec(R) for ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We analyse a semidiscrete splitting method for conservation laws driven by a semilinear noise term. Making use of fractional bounded variation (BV) estimates, we show that the splitting method generates approximate solutions ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

We use assembly maps to study TC.AŒG I p/, the topological cyclic homology at a prime p of the group algebra of a discrete group G with coefficients in a connective ring spectrum A. For any finite group, we prove that the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Background
We have previously reported a high incidence of colorectal cancer (CRC) in carriers of pathogenic MLH1 variants (path_MLH1) despite follow-up with colonoscopy including polypectomy.
...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

The Lagrangian paths, horizontal Lagrangian drift velocity, U L , and the Lagrangian excess period, T L − T 0 , where T L is the Lagrangian period and T 0 the Eulerian linear period, are obtained by ...

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

Using Macaulay’s correspondence we study the family of Artinian Gorenstein local algebras with fixed symmetric Hilbert function decomposition. As an application we give a new lower bound for the dimension of cactus varieties ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

© European Mathematical Society 2017

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)

Invasive monitoring of pulsatile intracranial pressure can accurately predict shunt response in patients with idiopathic normal pressure hydrocephalus, but may potentially cause complications such as bleeding and infection. ...

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2017)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

The notion of higher order dual varieties of a projective variety, introduced in \cite{P83}, is a natural generalization of the classical notion of projective duality. In this paper we present geometric and combinatorial ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)

We introduce the concept of singular recursive utility. This leads to a kind of singular backward stochastic differential equation (BSDE) which, to the best of our knowledge, has not been studied before. We show conditions ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

In the Barents Sea and adjacent water, fishing grounds are closed for shrimp fishing by the Norwegian Directorate of Fisheries Monitoring and Surveillance Service (MSS) if the expected number of juvenile fish caught are ...

(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. ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Detailed observations of the diurnal jet, a surface intensification of the wind-driven current associated with the diurnal cycle of sea surface temperature (SST), were obtained during August and September 2012 in the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

libRadtran is a widely used software package for radiative transfer calculations. It allows one to compute (polarized) radiances, irradiance, and actinic fluxes in the solar and thermal spectral regions. libRadtran has ...

(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2016)

We introduce Bichromatic Synthetic Schlieren (BiCSS) for instantaneous surface measurements, in where we use two simultaneous images taken at blue and near infrared wavelengths, making use of that refractive index variation ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We investigate the K -theory of unital UCT Kirchberg algebras QS arising from families S of relatively prime numbers. It is shown that K∗(QS) is the direct sum of a free abelian group and a torsion group, each of which is ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We show that a pseudoeffective R-divisor has numerical dimension 0 if it is numerically trivial on a subvariety with ample normal bundle. This implies that the cycle class of a curve with ample normal bundle is big, which ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida–Malliavin calculus, forward ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We prove that if a closed subset X of the Baire space is searchable in the sense of Escardó [Logical Methods in Computer Science 4(3) (2008), 3], and by a functional definable in Gödel’s T, then X is countable, and the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Objective A number of observational studies have shown an inverse association between circulating 25-hydroxyvitamin D and total mortality, but a reverse J-shaped association has also been reported. In a large nested ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

In the present paper, a three-component, stationary, multistate flow network system is studied. Detailed costs and incomes are specified. The aim is to minimize the expected total net loss with respect to the expected times ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We consider the pricing problem facing a seller of a contingent claim. We assume that this seller has some general level of partial information, and that he is not allowed to sell short in certain assets. This pricing ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

A matrix with a nonzero nonnegative vector in its null space is called central . We study classes of central matrices having zero column sums. The study is motivated by an engineering application concerning induction ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

The Bruhat order is defined in terms of an interchange operation on the set of permutation matrices of order n which corresponds to the transposition of a pair of elements in a permutation. We introduce an extension of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We study the a priori error analysis of finite element methods for Biot’s consolidation model. We consider a formulation which has the stress tensor, the fluid flux, the solid displacement, and the pore pressure as unknowns. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

In this paper we continue our study of logarithmic topological Hochschild homology. We show that the inclusion of the connective Adams summand ℓ into the p-local complex connective K-theory spectrum ku(p), equipped with ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We initiate the study of the internal structure of C*-algebras associated to a left cancellative semigroup in which any two principal right ideals are either disjoint or intersect in another principal right ideal; these ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

A matrix of the form A = BBT where B is nonnegative is called completely positive (CP). Berman and Xu (2005) investigated a subclass of CP-matrices, called f0, 1g-completely positive matrices. We introduce a related concept ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

We construct a new 20-dimensional family of projective six-dimensional irreducible holomorphic symplectic manifolds. The elements of this family are deformation equivalent with the Hilbert scheme of three points on a K3 ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Observations of wave propagation in landfast ice were obtained in Tempelfjorden, Svalbard during March 2015. Wave motion was measured near the ice edge using inertial motion units and consisted of a combination of swell ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We classify up to isomorphism all non-Kac compact quantum groups with the same fusion rules and dimension function as SU(n). For this we first prove, using categorical Poisson boundary, the following general result. Let G ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

We treat a stochastic integration theory for a class of Hilbert-valued, volatility-modulated, conditionally Gaussian Volterra processes. We apply techniques from Malliavin calculus to define this stochastic integration as ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

Motivated by the relation between the Drinfeld double and central property (T) for quantum groups, given a rigid C*-tensor category C and a unitary half-braiding on an ind-object, we construct a *-representation of the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We prove that the Farrell–Jones assembly map for connective algebraic K -theory is rationally injective, under mild homological finiteness conditions on the group and assuming that a weak version of the Leopoldt–Schneider ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

For many high-dimensional studies, additional information on the variables, like (genomic) annotation or external p-values, is available. In the context of binary and continuous prediction, we develop a method for adaptive ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capital-dependent utilities. The result is applied to ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:
(i) The optimal terminal wealth X^*(T) : = X_{\varphi ^*}(T) of the problem to maximize the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t) and a predictive ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We have released a software named EuroForMix to analyze STR DNA profiles in a user-friendly graphical user interface. The software implements a model to explain the allelic peak height on a continuous scale in order to ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

The investigation of the performance of models to interpret complex DNA profiles is best undertaken using real DNA profiles. Here we used a data set to reflect the variety typically encountered in real casework. The ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

Complexes of discrete distributional differential forms are introduced into finite element exterior calculus. Thus, we generalize a notion of Braess and Schöberl, originally studied for a posteriori error estimation. We ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

Within the framework of finite element systems, we show how spaces of differential forms may be constructed, in such a way that they are equipped with commuting interpolators and contain prescribed functions, and are minimal ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

We show how the high order finite element spaces of differential forms due to Raviart-Thomas-Nédelec-Hiptmair fit into the framework of finite element systems, in an elaboration of the finite element exterior calculus of ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)

Given a Hopf algebra A graded by a discrete group together with an action of the same group preserving the grading, we define a new Hopf algebra, which we call the graded twisting of A. If the action is by adjoint maps, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

This study presents an experimental investigation of plunging breakers on a sloping beach with an inclination of 5.1°. The incident waves are solitary waves with various amplitudes from non-breaking waves to plunging ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

For the space of \(C^3\) quintics on the Powell–Sabin 12-split of a triangle, we determine explicitly the six symmetric simplex spline bases that reduce to a B-spline basis on each edge and have a positive partition of ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The paper describes the philosophy, design, functionality, and usage of the Python software toolbox Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The final publication is available at Springer via http://dx.doi.org/10.1007/s00031-015-9324-y

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Tsunamis induced by rock slides constitute a severe hazard towards coastal fjord communities. Fjords are narrow and rugged with steep slopes, and modeling the short-frequency and high-amplitude tsunamis in this environment ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

This review presents modelling techniques and processes that govern landslide tsunami generation, with emphasis on tsunamis induced by fully submerged landslides. The analysis focuses on a set of representative examples ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Motivated by Quantum Bayesianism I give background for a general epistemic approach to quantum mechanics, where complementarity and symmetry are the only essential features. A general definition of a symmetric epistemic ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Direct numerical simulation data of an evolving Kelvin-Helmholtz instability have been analyzed in order to characterize the dynamic and kinematic response of shear-generated turbulent flow to imposed stable stratification. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study the logarithmic topological Hochschild homology of ring spectra with logarithmic structures and establish localization sequences for this theory. Our results apply, for example, to connective covers of periodic ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Background
Common genetic variants have been shown to modify BRCA1 penetrance. The aim of this study was to validate these reports in a special cohort of Norwegian BRCA1 mutation carriers that were selected ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

Solutions of stochastic Volterra (integral) equations are not Markov processes, and therefore, classical methods, such as dynamic programming, cannot be used to study optimal control problems for such equations. However, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

We discuss the crossing sea state and the probability of rogue waves during the accident of the tanker Prestige on 13 November 2002. We present newly computed hindcast spectra for every hour during that day at nearby ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study optimal insider control problems, i.e., optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has additional ...