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(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 1986)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g.temperatures and wind and the related financial derivatives. Volterra processes are ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
We consider the Navier–Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing the advecting velocity field by space–time-dependent ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)
Principal component analysis (PCA) is a common tool in the literature and widely used for process monitoring and fault detection. Traditional PCA is associated with the two well-known control charts, the Hotelling’s T2 and ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
Bayesian hypothesis testing procedures are constructed by means of test statistics which are functions of the posterior distribution. Usually, the whole sample vector is selected to form the sufficient empirical part of ...
(Research report / Forskningsrapport, 1994)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2018)
We give a short proof of the convergence to the boundary of Riemann maps on varying domains. Our proof provides a uniform approach to several ad-hoc constructions that have recently appeared in the literature.
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2023)
Abstract The Maxwell–Klein–Gordon equations are a set of coupled nonlinear time‐dependent wave equations, used to model the interaction of an electromagnetic field with a particle. The solutions, expressed with a magnetic ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
Advanced Fault Detection (FD) and isolation schemes are necessary to realize the required levels of reliability and availability and to minimize financial losses against failures. In particular, FD is essential in modern ...