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Now showing items 1971-1980 of 3781
(Research report / Forskningsrapport, 1971)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)
Motivated by the relation between the Drinfeld double and central property (T) for quantum groups, given a rigid C*-tensor category C and a unitary half-braiding on an ind-object, we construct a *-representation of the ...
(Master thesis / Masteroppgave, 2017)
Målet ved denne artikkelen er å analysere forholdet mellom vri- og flyttespill og symmetrigruppen. Vi skal se sammenhengen mellom gruppeteori og mange populære spill, spesielt når man vil løse spillene
(Research report / Forskningsrapport, 1991)
(Research report / Forskningsrapport, 1979)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
The kinematics below the strongest possible periodic water waves on intermediate depth, for wave periods Tg/h=8.75 and 11.7 (g acceleration of gravity, h water depth), is measured by PTV. The largest possible uniform waves ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2017)
In this paper, we are interested by advanced backward stochastic differential equations (ABSDEs), in a probability space equipped with a Brownian motion and a single jump process, with a jump at time τ. ABSDEs are BSDEs ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
We use Matsui and Takeuchi's formula for toric A-discriminants to give algorithms for computing local Euler obstructions and dual degrees of toric surfaces and 3-folds. In particular, we consider weighted projective spaces. ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)
A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:
(i) The optimal terminal wealth X^*(T) : = X_{\varphi ^*}(T) of the problem to maximize the ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)
We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t) and a predictive ...