no 1
January
|
Chr. Schlichtkrull |
Transfer maps and the cyclotomic trace. |
no 2
January
|
G. M. Coclite, N. H. Risebro |
Viscosity solutions of Hamilton-Jacobi equations
with discontinuous coefficients. |
no 3
February
|
R. A. Klausen, R. Winther |
Convergence of multi point flux approximations on quadrilateral grids. |
no 4
February
|
R. R. Bruner, J. Rognes |
Leibniz formulas for cyclic homotopy fixed point spectra. |
no 5
February
|
V. Angeltveit, J. Rognes |
Hopf algebra structure on topological Hochschild homology. |
no 6
February
|
J. Rognes |
Galois extensions of structured ring spectra. |
no 7
February
|
J. Rognes |
Stably dualizable groups. |
no 8
February
|
O. Bratteli, A. Kishimoto,
D. W. Robinson |
Rohlin flows on the Cuntz algebra O∞. |
no 9
March
|
T. Meyer-Brandis |
Differential Equations Driven by Lévy White Noise in Spaces of Hilbert
Space Valued Stochastic Distributions. |
no 10
March
|
B. Øksendal, F. Proske,
T. Zhang |
Backward Stochastic Partial Differential Equations with Jumps
and Application to Optimal Control of Random Jump Fields. |
no 11
March
|
B. Øksendal |
The value of information in stochastic control and finance. |
no 12
March
|
F. E. Benth, J. Saltyte-Benth |
The volatility of temperature and pricing of weather derivatives. |
no 13
April
|
G. M. Coclite, K. H. Karlsen |
A singular limit problem for conservation laws related to the Camassa-Holm
shallow water equation. |
no 14
April
|
F. E. Benth, M. Groth,
P. C. Kettler |
A quasi-Monte Carlo algorithm for the normal inverse Gaussian
distribution and valuation of financial derivatives. |
no 15
May
|
F. E. Benth, J. Kallsen,
T. Meyer-Brandis |
A non-Gaussian Ornstein-Uhlenbeck process for electricity spot price
modeling and derivatives pricing. |
no 16
May
|
G. M. Coclite, K. H. Karlsen |
On the well-posedness of
the Degasperis-Procesi equation. |
no 17
August
|
F. E. Benth, J. Saltyte-Benth |
Analytical approximation for the price dynamics of spark spread options. |
no 18
August
|
Ta Thi Kieu An |
Combined Optimal Stopping and Stochastic Harvesting. |
no 19
August
|
S. H. Christiansen |
Stability of Hodge decompositions in finite element spaces
of differential forms in arbitrary dimension. |
no 20
September
|
H. Holden, K. H. Karlsen,
N. H. Risebro |
Convergent difference schemes for the Hunter-Saxton equation. |
no 21
September
|
M. Bendahmane,
K. H. Karlsen |
Renormalized solutions of an anisotropic reaction-diffusion-advection
system with L1 data modeling the propagation of
an epidemic disease. |
no 22
September
|
E. R. Jakobsen, K. H. Karlsen, C. La Chioma |
Error estimates for approximate solutions to Bellman equations
associated with controlled jump-diffusions. |
no 23
September
|
Aleh L. Yablonski
|
The Malliavin calculus for processes with conditionally
independent increments. |
no 24
September
|
F. E. Benth, S. Koekebakker |
Stochastic modeling of financial electricity contracts. |
no 25
September
|
T. Lindstrøm |
Nonlinear stochastic integrals for hyperfinite Lévy processes. |
no 26
September
|
F. E. Benth, M. Groth |
The minimal entropy martingale measure and numerical option
pricing for the Barndorff-Nielsen-Shephard stochastic volatility model. |
no 27
September
|
B. Øksendal, A. Sulem |
Optimal stochastic impulse control with delayed reaction. |
no 28
October
|
E. Størmer |
A reduction theorem for capacity of positive maps. |
no 29
October
|
M. Bendahmane,
K. H. Karlsen |
Analysis of a Class of Degenerate Reaction-Diffusion Systems and the
Bidomain Model of cardiac Tissue. |
no 30
October
|
G. Di Nunno, A. Kohatsu-Higa,
T. Meyer-Brandis, B. Øksendal, F. Proske, A. Sulem
|
Anticipative stochastic control for Lévy processes with application
to insider trading.
Previous title:
Optimal Portfolio for a "large" Insider in a Market driven by
Lévy Processes.
|
no 31
October
|
P. Kettler, F. Proske,
A. L. Yablonski
|
Market Microstructure and Price Discovery. |
no 32
October
|
M. Bendahmane,
G. M. Coclite, K. H. Karlsen
|
H1-perturbations of smooth solutions for a weakly
dissipative hyperelastic-rod wave equation. |
no 33
October
|
R. Bürger, A. García,
K. H. Karlsen, J. D. Towers
|
On an extended clarifier-thickener model with singular source and
sink term. |
no 34
November
|
F. E. Benth, F. Proske
|
Arbitrage-free pricing dynamics of interest-rate guarantees based on the
utility indifference method. |
no 35
November
|
O. Wallin, P. Salminen
|
Perpetual integral functionals of diffusions and their numerical
computations. |
no 36
November
|
R. A. Klausen, R. Winther
|
Robust Convergence of Multi Point Flux Approximation on Rough Grids. |
no 37
November
|
Xue-Cheng Tai, R. Winther
|
A discrete de Rham complex with enhanced smoothness. |
no 38
December
|
M. Signahl
|
Variational Solutions of Semilinear Wave Equations Driven by Fractional
Brownian Noise. |
no 39
December
|
Paul C. Kettler
|
The Pyramid Distribution. |
no 40
December
|
S. Mataramvura, B. Øksendal
|
Risk minimizing portfolios and HJBI equations for
stochastic differential games. |