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Now showing items 2651-2660 of 3781
(Master thesis / Masteroppgave, 2022)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2022)
We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued Lévy noise and integration kernels may have non-linear dependence on ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2022)
Thomason’s étale descent theorem for Bott periodic algebraic K–theory is generalized to any MGL module over a regular Noetherian scheme of finite dimension. Over arbitrary Noetherian schemes of finite dimension, this ...
Diffusions in Euclidean spaces and on manifolds. Restricted Access
(Master thesis / Masteroppgave, 2022)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [17]. We provide several criteria for existence and ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2022)
Lutefisk is a traditional Norwegian Christmas dish, made of dry cod soaked in a lye solution before re-hydrated. We report measurements of tissue rheological properties of cooked Lutefisk. Surprisingly, we find that the ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2022)
The purpose of this paper is to investigate properties of self-exciting jump processes where the intensity is given by an SDE, which is driven by a finite variation stochastic jump process. The value of the intensity process ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)
(Master thesis / Masteroppgave, 2023)
This thesis focuses on the study of financial markets with delay and in a broader sense, the study of stochastic differential equations with delay. We describe a continuous model, argue the existence, uniqueness and ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)
We complete the proof of a theorem we announced and partly proved in [Math. Nachr., vol. 271 (2004), Thm. 2.5, p. 74]. The theorem concerns a family of curves on a family of surfaces. It has two parts. The first was proved ...