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Now showing items 2361-2370 of 3781
(Journal article / Tidsskriftartikkel / PublishedVersion, 2021)
We investigate the space-time regularity of the local time associated with Volterra–Lévy processes, including Volterra processes driven by α-stable processes for α∈(0,2]. We show that the spatial regularity of the local ...
(Master thesis / Masteroppgave, 2020)
The goal of this thesis is to introduce polynomial processes and to present some of the most important findings and applications in a clear and pedagogical way. A polynomial process is a particular type of Markov process. ...
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2021)
We analyse forward prices observed at the Fishpool market, and propose a two-factor continuous-time stochastic process for modelling the time dynamics. The data analysis reveals that the two factors can be assumed to be a ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
Abstract We investigate how the extreme wave statistics of a combined windsea and swell appears to be different from the extreme wave statistics of the corresponding windsea and swell partitions. We consider the situation ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)
Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with flux functions driven by low-regularity paths. For a convex flux, it is demonstrated that driving ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)
A unified approach to the determination of eigenvalues and eigenvectors of specific matrices associated with directed graphs is presented. Matrices studied include the new distance matrix, with natural extensions to the ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)
In this paper we prove, for small Hurst parameters, the higher-order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian ...
(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 ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2021)
We study the computational complexity of three representations of irrational numbers: standard Baire sequences, dual Baire sequences and contractors. Our main results: Irrationals whose standard Baire sequences are of low ...