Alt i norske vitenarkiv i én tjeneste (NORA)
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  1. On risk minimizing portfolios and martingale measures in Lévy markets
    (2009)
    - Matematisk Institutt, Universitetet i Oslo
    Mataramvura, Sure
    Rapporter
    - inDUO
  2. Optimal control with partial information for stochastic Volterra equations
    (2009)
    - Matematisk Institutt, Universitetet i Oslo
    • Øksendal, Bernt
    • Zhang, Tusheng
    Rapporter
    - inDUO
  3. Convergence of Lattice Gauge Theory for Maxwell's equation
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    • Christiansen, Snorre H.
    • Halvorsen, Tore Gunnar
    Rapporter
    - inDUO
  4. Explicit Representation of Strong Solutions of SDE's driven by Infinite Dimensional Lévy Processes
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    • Meyer-Brandis, Thilo
    • Proske, Frank
    Rapporter
    - inDUO
  5. Maximum principles for optimal control of forward-backward stochastic differential equations with jumps
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    • Øksendal, Bernt
    • Sulem, Agnès
    Rapporter
    - inDUO
  6. A Malliavin calculus approach to general stochastic differential games with partial information
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    • Yolcu Okur, Yeliz
    • Øksendal, Bernt
    • Ta, An Thi Kieu
    Rapporter
    - inDUO
  7. Survey paper on equilibrium and asymmetric information
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    Eide, Inga Baadshaug
    Rapporter
    - inDUO
  8. MIXED FINITE ELEMENT METHODS FOR LINEAR VISCOELASTICITY USING WEAK SYMMETRY
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    • Rognes, Marie E.
    • Winther, Ragnar
    Rapporter
    - inDUO
  9. A CONSTRUCTIVE INDUCTIVE PROOF OF THE HIRSCH CONJECTURE
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    Kettler, Paul C.
    Rapporter
    - inDUO
  10. VISCOSITY SOLUTIONS FOR A SYSTEM OF INTEGRO-PDES AND CONNECTIONS TO OPTIMAL SWITCHING AND CONTROL OF JUMP-DIFFUSION PROCESSES
    (2009)
    - Matematisk Institutt, Universitetet i Oslo
    • Biswas, Imran H.
    • Jakobsen, Espen R.
    • Karlsen, Kenneth H.
    Rapporter
    - inDUO
  11. A stochastic maximum principle via Malliavin calculus
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    • Øksendal, Bernt
    • Zhou, Xun Yu
    • Meyer-Brandis, Thilo
    Rapporter
    - inDUO
  12. A COMPARISON OF PRE-ROUNDING AND POST-ROUNDING FLOATING POINT DIVIDE ORDERS
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    Kettler, Paul C.
    Rapporter
    - inDUO
  13. Minimal-Variance Hedging in Large Financial Markets: random fields approach
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    • Di Nunno, Giulia
    • Eide, Inga Baadshaug
    Rapporter
    - inDUO
  14. The revealing properties of a rational expectations equilibrium – an extension of Radner's auxiliary proposition
    (2009)
    - Matematisk Institutt, Universitetet i Oslo
    Eide, Inga Baadshaug
    Rapporter
    - inDUO
  15. On the linearization of Regge calculus
    (2008)
    - Matematisk Institutt, Universitetet i Oslo
    Christiansen, Snorre H.
    Rapporter
    - inDUO