no 1
January
|
G. Di Nunno |
Random Fields: non-anticipating derivative and differentiation formulae.
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no 2
February
|
G. M. Coclite, K. H. Karlsen |
On the uniqueness of
discontinuous solutions to the Degasperis-Procesi equation.
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no 3
February
|
G. Dahl, J. M. Leinaas,
J. Myrheim, E. Ovrum |
A tensor product matrix approximation problem in quantum physics
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no 4
February
|
I. H. Biswas, E. R. Jakobsen, K. H. Karlsen |
Error estimates for finite difference-quadrature schemes
for a class of nonlocal Bellman equations with variable diffusion
coefficients.
|
no 5
February
|
M. Bendahmane,
K. H. Karlsen, J. M. Urbano |
On a two-sidedly degenerate chemotaxis model with volume-filling effect.
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no 6
February
|
G. M. Coclite, K. H. Karlsen,
N. H. Risebro
|
Numerical schemes for computing discontinuous solutions of
the Degasperis-Procesi equation.
|
no 7
April
|
K. H. Karlsen, S. Mishra,
N. H. Risebro
|
Convergence of finite volume schemes
for triangular systems of conservation laws.
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no 8
May
|
G. Di Nunno, B. Øksendal
|
A representation theorem and a sensitivity result for functionals of jump
diffusions.
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no 9
May
|
E. Bédos, R. Conti
|
On twisted Fourier analysis and convergence of Fourier series
on discrete groups.
|
no 10
May
|
G. Di Nunno, B. Øksendal
|
Optimal Portfolio, Partial Information and Malliavin Calculus.
|
no 11
July
|
F. E. Benth, M. Groth,
R. Kufakunesu
|
Valuing volatility and variance swaps for a
non-gaussian Ornstein-Uhlenbeck stochatisc volatility model.
|
no 12
August
|
Yaozhong Hu and B. Øksendal
|
Partial Information Linear Quadratic Control
for Jump Diffusions.
|
no 13
September
|
Mikael Signahl
|
Variational solutions of semilinear wave
equations driven by multiplicative fractional
Brownian noise.
|
no 14
September
|
F. E. Benth and P. C. Kettler
|
Dynamic copula models for the spark spread.
|
no 15
October
|
G. M. Coclite, H. Holden
K. H. Karlsen
|
Well-posedness of higher-order Camassa-Holm equations.
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no 16
October
|
G. M. Coclite, K. H. Karlsen
N. H. Risebro
|
A convergent finite difference scheme for the Camassa-Holm
equation with general H1 initial data.
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no 17
October
|
K. H. Karlsen, S. Mishra,
N. H. Risebro
|
A Large Time-Stepping Scheme for Balance Equations.
|
no 18
October
|
K. H. Karlsen, S. Mishra,
N. H. Risebro
|
Semi-Godunov schemes for general triangular systems of
conservation laws.
|
no 19
October
|
S. Mishra
|
Maximal entropy solutions for scalar conservation laws with
discontinuous flux.
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no 20
November
|
F. Baghery, B. Øksendal
|
A Maximum Principle for Stochastic Control with Partial Information.
|
no 21
November
|
K. H. Karlsen, S. Mishra,
N. H. Risebro
|
Well-Balanced schemes for conservation laws with source terms based
on a local discontinuous flux formulation.
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no 22
November
|
Adimurthi, S. Mishra,
G. D. V. Gowda
|
Existence and stability of entropy solutions for conservation laws
with discontinuous non-convex fluxes.
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no 23
December
|
P. C. Kettler
|
Lévy-copula-driven financial processes.
|
no 24
December
|
B. Øksendal, A. Sulem
|
A game theoretic approach to martingale measures in incomplete markets.
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no 25
December
|
S. H. Christiansen, R. Winther
|
Smoothed projections in finite element exterior calculus.
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