Browsing Matematisk institutt by Title
Now showing items 1512-1531 of 3782
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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)
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(Research report / Forskningsrapport, 2008)The present work is a numerical investigation on waves generated by a pressure disturbance moving at constant speed in a channel with a variable cross-channel depth profile. The channel profile, which is uniform in the ...
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(Research report / Forskningsrapport, 1979)
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(Doctoral thesis / Doktoravhandling, 2021)Submarine mass movements are important sources for tsunamis with potential destructive consequences at coastlines. A famous example from historical records is, for instance, the 1929 Grand Banks tsunami in Canada. This ...
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(Research report / Forskningsrapport, 1989)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2023)We investigate experimentally the effect of wind on the dynamics of a viscous liquid film flowing down a thread. The liquid film is well known to destabilize into an axisymmetric bead-like pattern in stagnant air. When the ...
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(Doctoral thesis / Doktoravhandling, 2016)
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(Research report / Forskningsrapport, 2010)We study optimal investment in assets subject to risk of default for investors that rely on different levels of information. The price dynamics can include noises both from a Wiener process and a Poisson random measure ...
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(Research report / Forskningsrapport, 2008)Electricity is a commodity which is non-storable, and therefore difficult to move forward in time. Hence, forward looking information about market conditions is not necessarily incorporated in today's prices, and the typical ...
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(Master thesis / Masteroppgave, 2008)In "Information Retrieval", relevance is a numerical score assigned to a search result, representing how well the results meet the information need of the user that issued the search query. In many cases, a result's relevance ...