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Now showing items 2071-2080 of 3781
(Series / Serietittel, 1965)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We derive two types of Akaike information criterion (AIC)‐like model‐selection formulae for the semiparametric pseudo‐maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related ...
(Doctoral thesis / Doktoravhandling, 2014)
In epidemiological research it is common to follow large cohorts over time with respect to exposure and outcome development. This can, however, be expensive, time consuming or even logistically impossible. A much used ...
(Research report / Forskningsrapport, 2003)
We propose a Kruzkov-type entropy condition for nonlinear degenerate parabolic equations with discointinuous coefficients. We establish L1 stability, and thus uniqueness, for weak solutions satisfying the entropy condition, ...
(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.
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1992)
(Research report / Forskningsrapport, 1982)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
We analyse a semidiscrete splitting method for conservation laws driven by a semilinear noise term. Making use of fractional bounded variation (BV) estimates, we show that the splitting method generates approximate solutions ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
We study the concept of financial bubbles in a market model endowed with a set P of probability measures, typically mutually singular to each other. In this setting, we investigate a dynamic version of robust superreplication, ...