Browsing Matematisk institutt by Title
Now showing items 308-327 of 3782
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)For spaces of constant, linear, and quadratic splines of maximal smoothness on the Powell–Sabin 12-split of a triangle, the so-called S-bases were recently introduced. These are simplex spline bases with B-spline-like ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2013)We introduce a simplex spline basis for a space of C^1-quadratics on the well-known Powell-Sabin 12-split triangular region. Among its many important desirable properties, we show that it has an associated recurrence ...
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(Master thesis / Masteroppgave, 2017)In the recent decade, artificial intelligence and machine learning has become increasingly popular for solving complex real-world problems. In particular problems which was believed to be very hard or in some cases impossible ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)In this paper, we provide new results and algorithms (including backtracking versions of Nesterov accelerated gradient and Momentum) which are more applicable to large scale optimisation as in Deep Neural Networks. We also ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2024)A new variant of Newton’s method - named Backtracking New Q-Newton’s method (BNQN) - which has strong theoretical guarantee, is easy to implement, and has good experimental performance, was recently introduced by the third ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2023)Backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short) are observed in this paper. Existence of M-solution established under functional Lipschitz assumptions. Duality principle between linear ...
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(Master thesis / Masteroppgave, 2010)The purpose of the master thesis is to look at the classical article «Backward Stochastic Differential Equations in Finance» by Karoui, Peng and Quenez. Here, theory about Backward Stochastic Differential Equations (BSDEs) ...
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(Research report / Forskningsrapport, 2009)In this paper, we study backward stochastic differential equations with respect to general filtrations. The results are used to find the optimal consumption rate for an insider from a cash flow modeled as a generalized ...
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(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 ...
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(Doctoral thesis / Doktoravhandling, 2011)
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(Research report / Forskningsrapport, 2005)We prove an existence and uniqueness result for a general class of backward stochastic partial differential equations with jumps. This is a type of equations which appear as adjoint equations in the maximum principle ...
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(Master thesis / Masteroppgave, 2020)There is a hypothesis among epidemiologists that presence of bacteria in the blood, or bacteraemia, is a risk factor for serious health conditions such as cardiovascular disease. Combine this with the fact that cardiovascular ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion, 2021)Transport of biomaterial in tubular networks is ubiquitous in nature, where examples include the endoplasmic reticulum, leaf venation or vessel networks in vertebrates. Flow feedback by adjustment of the local tube radius ...
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(Research report / Forskningsrapport, 1974)
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(Research report / Forskningsrapport, 2005)We compare several accounting based models for bankruptcy prediction. The models are developed and tested on large data sets containing annual financial statements for Norwegian limited liability firms. Out-of-sample and ...
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(Research report / Forskningsrapport, 2007)In this paper we develop statistical models for bankruptcy prediction of Norwegian firms in the limited liability sector using annual balance sheet information. We fit generalized linear-, generalized linear mixed- and ...
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Base change, transitivity and Künneth formulas for the Quillen decomposition of Hochschild homology (Research report / Forskningsrapport, 1991)
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(Chapter / Bokkapittel / PublishedVersion; Peer reviewed, 2013)
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(Research report / Forskningsrapport, 2007)A Bayes type formula is derived for the non-linear filter where the observation contains both general Gaussian noise as well as Cox noise whose jump intensity depends on the signal. This formula extends the well know ...
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(Research report / Forskningsrapport, 2000)