Search
Now showing items 1-10 of 3769
(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 ...
(Research report / Forskningsrapport, 1970)
(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, 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 ...
(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 ...
(Research report / Forskningsrapport, 2000)
(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 ...
(Research report / Forskningsrapport, 1980)
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2009)