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Now showing items 31-40 of 3781
(Research report / Forskningsrapport, 2005)
The topological Hochschild homology THH(R) of a commutative S-algebra (E∞ ring spectrum) R naturally has the structure of a Hopf algebra over R, in the homotopy category. We show that under a flatness assumption this makes ...
(Research report / Forskningsrapport, 2009)
Use of auxiliary variables for generating proposal variables within a Metropolis-Hastings setting has been suggested in many different settings. This has in particular been of interest for simulation from complex distributions ...
(Research report / Forskningsrapport, 2003)
This Statistical Research Report contains the complete written discussion generated by the two papers “Frequentist Model Average Estimators”, by Hjort and Claeskens, and “The Focussed Information Criterion”, by Claeskens ...
(Research report / Forskningsrapport, 1979)
(Master thesis / Masteroppgave, 2010)
We consider first-order finite difference schemes for a nonlinear degenerate convection-diffusion equation in one space dimension, and prove an $L^1_{loc}$ error estimate. Precisely, we prove that the $L^1_{loc}$ difference ...
(Research report / Forskningsrapport, 2002)
We develop a white noise calculus for pure jump Lévy processes on Poisson space. This theory covers the treatment of Lévy processes of unbounded variation. The starting point of the theory is a novel construction of a ...
(Research report / Forskningsrapport, 2002)
Let G be a finite p-group. The problem whether (the isomorphism class of) G is determined by its group algebra over the field of p elements (the modular group algebra) is usually referred to as the modular isomorphism ...
(Research report / Forskningsrapport, 2002)
In this paper we investigate the recently introduced Malliavin approach compared to more classical approaches to find sensitivities of options in commodity and energy markets. The Malliavin approach has been developed in ...
(Research report / Forskningsrapport, 2002)
In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Lévy white noise. As an example we use this theory to solve the stochastic ...
(Research report / Forskningsrapport, 2002)
We show that the isomorphism class of a finite p-group G is determined by the group algebra of G over the field of p elements, hence solving the modular isomorphism problem.