no 1 January
ISBN 82-553-1361-3
|
F.E. Benth |
On arbitrage-free pricing of weather
derivatives based on fractional Brownian motion.
|
no 2 January
ISBN 82-553-1362-1
|
F. Biagini, B. Øksendal,
A. Sulem, N. Wallne |
An introduction to white noise theory
and Malliavin calculus for fractional Brownian motion.
|
no 3 March
ISBN 82-553-1364-8
|
B. Øksendal, F. Proske,
M. Signahl |
The Cauchy problem for the wave equation with
Lévy noise initial data.
|
no 4 March
ISBN 82-553-1365-6
|
S. Mataramvura, B. Øksendal,
F. Proske |
The Donsker Delta function of a
Lévy Process with Application to Chaos Expansion of Local Time.
|
no 5 March
ISBN 82-553-1367-2
|
F.E. Benth, K.H. Karlsen |
A pde representation of the density of the minimal
entropy martingale
measure in stochastic volatility markets.
|
no 6 March
ISBN 82-553-1368-0
|
Gui-Qiang Chen, K.H. Karlsen |
L1-framework for
continuous dependence and error estimates
for quasilinear anisotropic degenerate parabolic equations.
|
no 7 March
ISBN 82-553-1369-9
|
R. Bürger, K.H. Karlsen,
N.H. Risebro, J.D. Towers |
Well-posedness in BVt and
convergence of a
difference scheme for continuous sedimentation in ideal
clarifier-thickener units.
|
no 8 March
ISBN 82-553-1370-2
|
K.H. Karlsen, N.H. Risebro, J.D. Towers |
L1 stability for entropy solutions
of nonlinear degenerate
parabolic convection-diffusion equations with discontinuous
coefficients.
|
no 9 March
ISBN 82-553-1371-0
|
K.H. Karlsen, N.H. Risebro, J.D. Towers |
Front tracking for scalar balance equations.
|
no 10 March
ISBN 82-553-1372-9
|
I. Berre, K. H. Karlsen,
K.-A. Lie, J. Natvig |
Fast computation of arrival times in
heterogeneous media.
|
no 11 April
ISBN 82-553-1373-7
|
R. Ile |
Change of Rings in Deformation Theory of
Modules.
|
no 12 April
ISBN 82-553-1374-5
|
Y. Hu, B. Øksendal |
Optimal Smooth Portfolio Selection for An
Insider.
|
no 13 April
ISBN 82-553-1375-3
|
M. Bendahmane and
K. H. Karlsen |
Nonlinear anisotropic elliptic and parabolic
equations in {\mathbb R}^N with advection and lower order terms
and locally integrable data.
|
no 15 May
ISBN 82-553-1378-8
|
A. Lanconelli |
Wick product and semigroup.
|
no 16 May
ISBN 82-553-1379-6
|
G. Di Nunno, T. Meyer-Brandis, B. Øksendal, F. Proske |
Malliavin Calculus and Anticipative
Itô Formulae for Lévy Processes.
|
no 17 May
ISBN 82-553-1381-8
|
S. Albeverio, G. Di Nunno,
Yu. A. Rozanov |
Price Operators Analysis in
Lp-spaces.
|
no 18 May
ISBN 82-553-1382-6
|
E. R. Jakobsen and
K. H. Karlsen |
A "maximum principle for semicontinuous
functions"
applicable to integro-partial differential equations.
|
no 19 June
ISBN 82-553-1385-0
|
R. Bürger and K. H. Karlsen |
On a diffusively corrected kinematic-wave
traffic model with
changing road surface conditions.
|
no 20 June
ISBN 82-553-1386-9
|
M. Bendahmane, K. H. Karlsen |
Renormalized entropy solutions for quasilinear
anisotropic degenerate parabolic equations.
|
no 21 June
ISBN 82-553-1387-7
|
A. Dragotto |
Reducible locally Cohen-Macaulay surfaces.
|
no 22 June
ISBN 82-553-1388-5
|
F. Proske |
The Stochastic Transport Equation Driven by
Space-Time Lévy White Noise.
|
no 23 June
ISBN 82-553-1391-5
|
J. C. Sierra |
Surfaces in G(1,5) with one apparent double
point.
|
no 24 June
ISBN 82-553-1392-3
|
J. C. Sierra, A. Tironi |
On smooth surfaces in ${\mathbb P}^4$ with a family of plane curves.
|
no 25 July
ISBN 82-553-1393-1
|
I.Chr. Borge, O.A. Laudal |
The modular isomorphism problem.
|
no 26 July
ISBN 82-553-1396-6
|
F. E. Benth, J. Saltyte-Benth |
The normal inverse Gaussian distribution and spot
price modeling in energy markets.
|
no 27 July
ISBN 82-553-1397-4
|
A. Lanconelli, F. Proske |
On explicit strong solution of Itô-SDE's and
the Donsker delta function of a diffusion.
|
no 28 July
ISBN 82-553-1398-2
|
B. Øksendal |
Fractional Brownian motion in finance.
|
no 29 July
ISBN 82-553-1399-0
|
S. H. Christiansen |
A characterization of second order differential
operators on finite element spaces.
|
no 30 August
ISBN 82-553-1400-8
|
S. H. Christiansen |
Div-Curl lemma for Edge Elements.
|
no 31 September
ISBN 82-553-1401-6
|
B. Øksendal, A. Sulem |
Partial observation control in
an anticipating environment.
|
no 32 October
ISBN 82-553-1403-2
|
T. Meyer-Brandis, F. Proske |
Explicit Solution of a Non-linear
Filtering Problem for Lévy
Processes with Application to Finance.
|
no 33 October
ISBN 82-553-1404-0
|
T. S. Gustavsen, R. Ile |
The Versal Deformation Space of a Reflexive
Module on a Rational Cone.
|
no 34 December
|
A. Lanconelli and F. Proske |
Explicit strong solutions of
stochastic differential equations on Hilbert spaces.
|
no 35 December
|
T. S. Gustavsen |
On the cotangent cohomology of rational surface
singularities with almost
reduced fundamental cycle.
|
no 36 December
|
G. Di Nunno,
T. Meyer-Brandis, B. Øksendal, F. Proske |
Optimal Portfolio for an Insider in
a Market Driven by Lévy Processes.
|