| no 1
January
|
T. S. Gustavsen,
K. Ranestad |
An AGM-type elliptic curve point counting
algorithm in characteristic three. |
| no 2
February
|
A. Lanconelli, F. Proske |
A New Approach to Strong Solutions of
SDE's with
non-Lipschitzian coefficients. |
no 3
February
|
F. E. Benth,
T. Meyer-Brandis |
Indifference pricing and the minimal
entropy
martingale
measure in a stochastic volatility model with jumps. |
no 4
March
|
T. S. Gustavsen, R. Ile |
The versal deformation space of a maximal
Cohen-Macaulay module on a simple singularity. |
no 5
March
|
R. Ile |
Deforming syzygies of liftable modules and
generalised Knörrer functors. |
no 6
March
|
T. Meyer-Brandis,
F. Proske |
On the Existence and Explicit
Representability of Strong Solutions of Lévy Noise Driven SDE's with
Irregular Coefficients. |
no 7
April
|
F. E. Benth, K. H. Karlsen |
A note on Merton's portfolio selection
problem for the Schwartz mean-reversion model. |
no 8
April
|
Chr. Schlichtkrull |
Units of ring spectra and their
traces in algebraic K-theory. |
no 9
April
|
F. Biagini.
B. Øksendal |
Minimal variance hedging for insider
trading. |
no 10
April
|
G. Di Nunno |
On Orthogonal Polynomials and the Malliavin
Derivative for
Lévy Stochastic Measures. |
no 11
May
|
G. Di Nunno, B. Øksendal |
The Donsker Delta Function, a
Representation
Formula for Functionals of a Lévy Process and
Application to Hedging in Incomplete Markets. |
no 12
May
|
G. M. Coclite and V. Georgiev |
Solitary waves for
Maxwell-Schrödinger equations. |
no 13
May
|
K. H. Karlsen and
J. D. Towers |
Convergence of the Lax-Friedrichs scheme
and stability for conservation
laws with a discontinuous space-time dependent flux. |
no 14
May
|
A. L. Amadori, K. H. Karlsen, and C. La Chioma |
Nonlinear degenerate integro-partial
differential evolution
equations related to geometric Lévy processes and applications to backward
stochastic differential equations. |
no 15
May
|
A. Yablonski |
The calculus of variations for
processes with independent increments. |
no 16
May
|
L. Kristiansen, P. J. Voda |
Compexity Classes and Higher Types. |
no 17
May
|
T. Lindstrøm |
Hyperfinite Lévy Processes. |
no 18
June
|
M. Bendahmane and
K. H. Karlsen |
Anisotropic nonlinear elliptic systems with
measure data and anisotropic harmonic maps into spheres. |
no 19
June
|
M. Bendahmane and
K. H. Karlsen |
Uniqueness of entropy solutions for
doubly nonlinear anisotropic degenerate
parabolic equations. |
no 20
June
|
A. Yablonski |
Differential equations with
generalized coefficients. |
no 21
June
|
B. Øksendal, T. Zhang |
The Itô-Ventzell Formula and Forward
Stochastic Differential Equations Driven by Poisson Random Measures. |
no 22
June
|
F. Biagini, B. Øksendal |
Forward integrals and an Itô formula
for fractional Brownian motion. |
no 23
June
|
B. Øksendal |
Optimal stopping with delayed information. |
no 24
August
|
T. Meyer-Brandis, F. Proske |
Explicit Representation of Solutions of Forward Stochastic
Differential Equations. |
no 25
September
|
G. M. Coclite, M. M. Coclite |
Positive Solutions for an Integro-Differential Equation
with Singular Nonlinear Term. |
no 26
September
|
G. M. Coclite, H. Holden,
K. H. Karlsen |
Wellposedness of solutions of a parabolic-elliptic system. |
no 27
September
|
B. Øksendal |
A Universal Optimal Consumption Rate for an Insider. |
no 28
October
|
R. Bürger, K. H. Karlsen,
J. D. Towers |
Closed-form and finite difference solutions to a population
balance model of grinding mills. |
no 29
October
|
E. R. Jakobsen, K. H. Karlsen |
Continuous dependence estimates for viscosity solutions of
integro-PDEs. |
no 30
October
|
R. Bürger, K. H. Karlsen,
J. D. Towers |
A model of continuous sedimentation of flocculated suspensions
in clarifier-thickener units. |
no 31
October
|
G.-Q. Chen, K. H. Karlsen |
Quasi-linear anisotropic degenerate parabolic
equations with time-space dependent diffusion coefficients. |
no 32
October
|
E. R. Jakobsen, K. H. Karlsen |
A convergence rate for semi-discrete splitting approximations
for degenerate parabolic equations with source terms. |
no 33
October
|
S. H. Christiansen, R. Winther |
On constraint preservation in numerical simulations of
Yang-Mills equations. |
no 34
October
|
S. Mataramvura |
On risk minimizing portfolios and martingale measures in
Lévy markets. |
no 35
November
|
G. M. Coclite, H. Holden,
K. H. Karlsen |
Global weak solutions to a generalized hyperelastic-rod wave equation. |
no 36
November
|
G. Di Nunno |
Random Fields: Skorohod integral and Malliavin derivative. |
no 37
December
|
T. Meyer-Brandis |
Stochastic Feynman-Kac Equations associated to Lévy-Itô
Diffusions. |