| 1. |
A. Øksendal |
A solvable irreversible investment
problem with transaction costs.
|
| 2. |
S. Neshveyev, E. Størmer |
Entropy in type I algebras.
|
| 3. |
O. Bratteli and P.A. Jørgensen |
Wavelet filters and
infinite-dimensional unitary groups.
|
| 4. |
I. Elsanosi, B. Øksendal and A. Sulem |
Some solvable stochastic control
problems with delay.
|
| 5. |
B. Øksendal and Tusheng Zhang |
Multiparameter fractional Brownian
motion and quasi-linear stochastic partial differential equations.
|
| 6. |
P. Tomter |
Isometric immersions of homogeneous
spaces.
|
| 7. |
E. Mezzetti, D. Portelli |
On threefolds coverd by lines.
|
| 8. |
F. Forstneric, E. Løw, N. Øvrelid |
Solving the d and
d-equations in thin tubes and applications to mappings.
|
9. |
Arne B. Sletsjøe |
Cohomology of numerical monoids generated
by three elements.
|
10. |
F.E. Benth, K. Hvistendahl Karlsen and
K. Reikvam |
Optimal portfolio selection with
consumption and nonlinear integro-differential equations with gradient
constraint: A viscosity solution approach.
|
11. |
S. Neshveyev, E. Størmer |
The variational principle for a class
of asymptotically
abelian C*-algebras.
|
12. |
F.E. Benth, K. Hvistendahl Karlsen,
K. Reikvam |
Optimal portfolio management rules in a
non-Gaussian market with durability and intertemporal substitution.
|
13. |
Ch. Ausoni, J. Rognes |
Algebraic K-theory of
topological K-theory.
|
14. |
A. Øksendal |
A semigroup approach to impulse
control problems.
|
15. |
N.Chr. Framstad |
Portfolio separation in markets driven
by independent increment processes.
|
16. |
J.-Ph. Chancelier, B. Øksendal, A. Sulem |
Combined stochastic control and optimal
stopping, and application to numerical approximation of combined
stochastic and impulse control.
|
17. |
B. Jahren and S. Kwasik |
3-dimensional surgery theory,
UNil-groups and the Borel conjecture.
|
18. |
E. Størmer |
A survey of noncommutative dynamical
entropy.
|
19.electr. |
O. Bratteli and A. Kishimoto |
AF flows and continuous
symmetries.
|
20. |
Y. Hu, B. Øksendal |
Chaos Expansion of Local Time of
Fractional Brownian Motions.
|
21. |
B. Øksendal, G. Våge,
H.Z. Zhao |
Two Properties of Stochastic KPP
Equations: Ergodicity and Pathwise Property.
|
22. |
P. Tomter |
Isometric immersions into complex
projective space.
|
23. |
Y. Hu, B. Øksendal, A. Sulem |
Optimal consumption and portfolio in
a Black-Scholes market driven by fractional Brownian motion.
|
24. |
F. Biagini, Y. Hu, B. Øksendal, A. Sulem |
A stochastic maximum principle for
processes driven by fractional Brownian motion.
|
25. |
E. Bédos, G.J. Murphy, L. Tuset |
Co-Amenability of Compact Quantum
Groups.
|
26. |
N.Chr. Framstad, B. Øksendal, A. Sulem |
Optimal consumption and portfolio in a
jump diffusion
market with proportional transaction costs.
|
27. |
F.E. Benth, K.H. Karlsen, K. Reikvam |
On the existence of optimal controls for
a singular stochastic control problem in finance.
|
28. |
A.B. Sletsjøe |
Infinitesimal incidence in
noncommutative algebraic
geometry, with application to noncommutative conic sections.
|
29. |
B. Øksendal, A. Sulem |
A maximum principle for optimal control
of stochastic
systems with delay, with applications to finance.
|