| dc.date.accessioned | 2014-08-25T14:05:40Z | |
| dc.date.available | 2014-08-25T14:05:40Z | |
| dc.date.issued | 2014 | |
| dc.identifier.uri | http://hdl.handle.net/10852/40225 | |
| dc.language.iso | en | en_US |
| dc.relation.haspart | Paper I / Chapter 2: Fouzia Baghery, Sven Haadem, Bernt Øksendal & Isabelle Turpin: Optimal Stopping and Stochastic Control Differential Games for Jump Diffusions. This is an Accepted Manuscript of an article published by Taylor & Francis Group in: Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports Volume 85, Issue 1, 2013, pages 85-97. The published version of this paper is available at: https://doi.org/10.1080/17442508.2011.652116 | |
| dc.relation.haspart | Paper II / Chapter 3: Sven Haadem, Bernt Øksendal & Frank Proske. Maximum Principles for Jump Diffusion Processes with Infinite Horizon. NOTICE: this is the author’s version of a work that was accepted for publication. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in: Automatica Volume 49, Issue 7, July 2013, Pages 2267–2275. The published version of this paper is available at: https://doi.org/10.1016/j.automatica.2013.04.011 | |
| dc.relation.haspart | Paper III / Chapter 4: Nacira Agram, Sven Haadem, Bernt Øksendal & Frank Proske. A Maximum Principle for Infinite Horizon Delay Equations. SIAM Journal on Mathematical Analysis 45(4), 2013, 2499–2522. © 2013, Society for Industrial and Applied Mathematics. The published version of this paper is available at: https://doi.org/10.1137/120882809 | |
| dc.relation.haspart | Paper IV / Chapter 5: Sven Haadem. Backward Stochastic Fractional Differential Equations and a Xaximun Principle with Infinite Horizon Driven by a Fractional Brownian Motion. Manuscript. The paper is removed from the thesis in DUO due to publisher restrictions. | |
| dc.relation.haspart | Paper V / Chapter 6: Sven Haadem and Frank Proske. On the Construction and Mallavian Differentiability of Lévy Noise Driven SDEs with Singular Coefficients. Manuscript. The paper is removed from the thesis in DUO due to publisher restrictions. | |
| dc.relation.uri | https://doi.org/10.1080/17442508.2011.652116 | |
| dc.relation.uri | https://doi.org/10.1016/j.automatica.2013.04.011 | |
| dc.relation.uri | https://doi.org/10.1137/120882809 | |
| dc.title | Stochastic Control and Optimal Stopping for Non-Markov Processes with Infinite Horizon and Related Topics | en_US |
| dc.type | Doctoral thesis | en_US |
| dc.creator.author | Haadem, Sven | |
| dc.identifier.urn | URN:NBN:no-44960 | |
| dc.type.document | Doktoravhandling | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/40225/1/dravhandling-haadem-DUO.pdf | |