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Optimal stopping problems and the weak variational inequalites Restricted Access
(Master thesis / Masteroppgave, 2016)
This thesis studies a relationship between solving optimal stopping problems and solving the weak variational inequalites. We prove a theorem that presents conditions under which the weak variatonal inequalities have a ...
(Master thesis / Masteroppgave, 2016)
An ambitmodell for swaper. Restricted Access
(Master thesis / Masteroppgave, 2016)
(Master thesis / Masteroppgave, 2016)
(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 2001)
In this article we classify all the smooth 3-folds of P5 with an apparent 4-tuple point provided that the family of its 4-secant lines is an irreducible (first order) congruence. This is sufficient to conclude the ...
(Research report / Forskningsrapport, 2011)
This paper addresses the levels in an aggregate at which one may find particles of a specified size. Assumed are the size distribution and the allocation of the particles to strata according to the Brazil nut effect, i.e., ...
(Research report / Forskningsrapport, 2002)
This paper shows a version of Arrow's generalization of Mangasarian's sufficient conditions valid for controlled stochastic differential equations driven by semimartingales. The infinite case is covered. An example is given.
(Research report / Forskningsrapport, 2008)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)
We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different ...