Browsing Matematisk institutt by Title
Now showing items 3758-3777 of 3782
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(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2015)We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.
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A White Noise Approach to Stochastic Differential Equations Driven by Wiener and Poisson Processes (Research report / Forskningsrapport, 1998)
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(Research report / Forskningsrapport, 1999)
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(Research report / Forskningsrapport, 2007)
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(Research report / Forskningsrapport, 2002)We develop a white noise theory for Poisson random measures associated with a Lévy process. The starting point of this theory is a chaos expansion with kernels of polynomial type. We use this to construct the white noise ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)We study the Whitehead torsion of inertial h-cobordisms, continuing an investigation started in [12]. Of particular interest is a nested sequence of subsets of the Whitehead group, and a number of examples are given to ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
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(Research report / Forskningsrapport, 1995)
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(Research report / Forskningsrapport, 1991)
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(Research report / Forskningsrapport, 1992)
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(Research report / Forskningsrapport, 2003)The purpose of this paper is to establish a relation between Wick version of analytic functions with respect to the brownian motion and its associated semigroup.
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(Research report / Forskningsrapport, 1995)
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(Research report / Forskningsrapport, 1973)
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(Master thesis / Masteroppgave, 2017)In this thesis, we study what can be said about Fermat's Last Theorem using only elementary methods. We will study the work of Sophie Germain and Niels Henrik Abel, both who worked with Fermat’s Last Theorem in the early ...
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(Master thesis / Masteroppgave, 2008)This thesis describes briefly the main components of a deep water WOR and presents results of the structural and fatigue analyses on some of the most critical regions of the riser under normal conditions. The thesis considers ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)Given a finite-dimensional Hilbert space H and a collection of operators between its tensor powers satisfying certain properties, we give a short proof of the existence of a compact quantum group G with a fundamental ...
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(Master thesis / Masteroppgave, 2020)
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)The aim of this study is to examine and measure the characteristics of air cavities generated by breaking solitary waves by utilizing a novel tomographic X-ray system. Small scale experiments of solitary waves that propagate ...
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(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2016)The aim of this study is to measure velocity fields and accurate surface elevation in solitary waves utilizing a fast Xray PTV system. It is difficult to measure the free surface of water waves with the optical measurement ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)Yield stress of aerated cement paste is studied. Samples are prepared by mixing aqueous foam with cement paste, which allows controlling bubble size, gas volume fraction and yield stress of the cement paste. Two distinct ...