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Now showing items 2871-2880 of 3781
(Research report / Forskningsrapport, 2007)
The recent deregulation of electricity markets has led to the creation of energy exchanges, where the electricity is traded like any other com- modity. In this paper, we study the most salient statistical features of ...
(Research report / Forskningsrapport, 2007)
In this paper we employ Malliavin calculus to derive a general stochastic maximum principle for stochastic partial di¨eremtial equations with jumps under partial information. We apply this result to solve an optimal ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
The continuous-time version of Kyle [(1985) Continuous auctions and insider trading, Econometrica53 (6), 1315–1335.] developed by Back [(1992) Insider trading in continuous time, The Review of Financial Studies5 (3), ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
(Research report / Forskningsrapport, 1995)
(Master thesis / Masteroppgave, 2012)
The canonical map from the Kan subdivision of a product of two finite simplicial sets to the product of the Kan subdivisions is a simple map, in the sense that its geometric realization has contractible point inverses.
(Research report / Forskningsrapport, 2004)
In this paper we study the solitary waves for the coupled system of Schrödinger-Maxwell equations in three-dimensional space. We prove the existence of a sequence of radial solitary waves for these equations with a fixed ...
(Research report / Forskningsrapport, 1996)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)
Very long waves are generated when a ship moves across an appreciable depth change ∆h comparable to the average and relatively shallow water depth h at the location, with ∆h/h ≃ 1. The phenomenon is new and the waves are ...
(Research report / Forskningsrapport, 2000)