Browsing Matematisk institutt by Title
Now showing items 1503-1522 of 3782
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(Research report / Forskningsrapport, 2004)We use the dynamic programming approach to derive an equation for the utility indifference price of Markovian claims in a stochastic volatility model proposed by Barndorff-Nielsen and Shephard (2001). The pricing equation ...
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(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)Published by Palgrave Macmillan. Reproduced with permission of Palgrave Macmillan. This extract is taken from the author's original manuscript and has not been edited. The definitive, published, version of record is available ...
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(Research report / Forskningsrapport, 1997)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)The process of recombination between variable (V), diversity (D), and joining (J) immunoglobulin (Ig) gene segments determines an individual's naive Ig repertoire and, consequently, (auto)antigen recognition. VDJ recombination ...
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(Research report / Forskningsrapport, 1970)
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(Research report / Forskningsrapport, 1973)
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(Research report / Forskningsrapport, 1971)
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(Research report / Forskningsrapport, 1975)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2024)Since the beginning of Bayesian nonparametrics in the early 1970s, there has been a wide interest in constructing models for binary response data. Such data arise naturally in problems dealing with bioassay, current status ...
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(Research report / Forskningsrapport, 1975)
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(Research report / Forskningsrapport, 1975)
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(Research report / Forskningsrapport, 2002)We develop a white noise calculus for pure jump Lévy processes on Poisson space. This theory covers the treatment of Lévy processes of unbounded variation. The starting point of the theory is a novel construction of a ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)We investigate the probabilistic and analytic properties of Volterra processes constructed as pathwise integrals of deterministic kernels with respect to the Hölder continuous trajectories of Hilbert-valued Gaussian ...
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(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)We consider a problem of optimal control of an infinite horizon system governed by forward–backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial ...
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(Research report / Forskningsrapport, 2013)We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial ...
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(Research report / Forskningsrapport, 2000)
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(Research report / Forskningsrapport, 2000)
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)Quadric fibrations over smooth curves are investigated with respect to their osculatory behavior. In particular, bounds for the dimensions of the osculating spaces are determined, and explicit formulas for the classes of ...
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(Research report / Forskningsrapport, 1994)
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(Research report / Forskningsrapport, 1984)