Browsing Matematisk institutt by Author "Eggen, Mari Dahl"
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Vorobeva, Ekaterina; Eggen, Mari Dahl; Midtfjord, Alise Danielle; Benth, Fred Espen; Hupe, Patrick; Brissaud, Quentin; Orsolini, Yvan Joseph Georges Emile G.; Näsholm, Sven Peter (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2024)There are sparse opportunities for direct measurement of upper stratospheric winds, yet improving their representation in subseasonal-to-seasonal prediction models can have significant benefits. There is solid evidence ...
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Eggen, Mari Dahl (Master thesis / Masteroppgave, 2019)An extended LIBOR forward rate model is derived through what we call the HJM-Lévy framework. The resulting model is a geometric Itô-Lévy process, of which the well known geometric Brownian motion with deterministic volatility ...
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Eggen, Mari Dahl (Doctoral thesis / Doktoravhandling, 2023)The societal importance of weather drives a continuous effort to improve short- and long-term numerical weather prediction. A better knowledge of the conditions in the stratosphere, the atmospheric region from 10 to 50 ...
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Eggen, Mari Dahl; Dahl, Kristina Rognlien; Näsholm, Sven Peter; Mæland, Steffen (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)This study suggests a stochastic model for time series of daily zonal (circumpolar) mean stratospheric temperature at a given pressure level. It can be seen as an extension of previous studies which have developed stochastic ...