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Selected publications: |
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Benefit
efficient statistical distributions on patient lists, Journal of
Health Economics, Vol. 26, No.4, 2007, pp. 800-820 (with
Jostein Lillestøl).
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Some
Aspects on the Intraregional Spatial Distribution of Local Sector
Activities,
Annals of Regional Science, Vol. 40, No. 3, 2006, pp. 559-582
(with
Arnstein Gjestland and
Inge Thorsen).
-
Wage
payoffs and distance deterrence in the journey to work,
Transportation Research: Part B, Vol. 38, No. 9, 2004, pp.
853-867 (with
Paul Glenn and
Inge Thorsen).
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Aggregation
of Gravity Models for Journeys to Work, Environment and Planning
A, Vol. 36, No. 4, 2004, pp. 715-729.
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Replication/Prediction
Problems in the Journey to Work, Environment and Planning A, Vol. 36, No.
2, 2004, pp. 347-364 (with Kurt Jörnsten and
Inge Thorsen).
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Modelling
residential location choice in an area with spatial barriers,
Annals of Regional Science, Vol. 36, No. 4, 2002, pp. 613-644
(with
Inge Thorsen).
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Non-Robustness of some Impulse Control Problems with Respect to
Intervention Costs,
Stochastic Analysis & Applications,
Vol. 20, No. 5, 2002, pp. 999-1026 (with
Bernt Øksendal and
Tusheng Zhang).
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Using the
Donsker Delta function to compute hedging strategies, Potential
Analysis, Vol. 14, nr 4, 2001, 351–374 (with
Knut K. Aase and
Bernt Øksendal).
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Measurements of ordinary and stochastic differential
equations, Stochastic Processes and their Applications, Vol. 89, No.2,
2000, 315-331.
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White noise
generalizations of the Clark-Haussmann-Ocone theorem with
application to mathematical finance,
Finance & Stochastics, Vol. 4,
No. 4, 2000, 465-496 (with Knut K. Aase,
Bernt Øksendal and
Nicolas Privault).
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Measurement
methods related to differential equations, M. Grosser, G. Hörmann,
M. Kunzinger and M. Oberguggenberger (editors): Non-linear Theory
of Generalized Functions, Chapmann & Hall, 335-344, 1999.
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A network approach to commuting,
Journal of Regional Science, Vol. 39, No.1, 1999, 73-101 (with
Geir Nævdal and
Inge Thorsen).
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Modeling Spatial Structures through
Equilibrium States for Transition Matrices, Journal of Regional
Science, Vol. 36, No.2, 171-196, 1996 (with
Geir Nævdal and
Inge Thorsen).
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A stability property of the stochastic
heat equation, Stochastic Processes and their Applications,
60, 247-260, 1995 (with
Tusheng Zhang).
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Wick products of complex valued random
variables, H. Körezlioglu, Bernt Øksendal and A. S. Ustunel (editors):
Stochastic Analysis and Related Topics, Vol. V, Birkhäuser,
135-155, 1995 (with
Fred E. Benth,
Bernt Øksendal and
Tusheng Zhang).
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The stochastic Wick-type Burgers
equation, A. Etheridge (editor): Stochastic Partial Differential
Equations, London Mathematical Society, 141-161, 1995 (with
Helge Holden,
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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An equation modelling transport of a
substance in a stochastic medium, E. Bolthansen, M. Dozzi and F.
Russo (editors): Seminar on Stochastic Analysis, Random Fields
and Applications, Birkhäuser, 123-134, 1995 (with Jon Gjerde,
Helge Holden,
Bernt Øksendal and
Tusheng Zhang).
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Gaussian tail estimates for Dirichlet
processes, Stochastics and Stochastic Reports, Vol.52,
295-302, 1995 (with
Tusheng Zhang).
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The pressure equation for fluid flow in
a stochastic medium, Potential Analysis, 4, 655-674, 1995 (with
Helge Holden,
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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Complex valued, multiparameter stochastic integrals, Journal of Theoretical
Probability, Vol.8, No.3, 1995, 601-624.
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Stability properties of stochastic
partial differential equations, Stochastic Analysis and
Applications, 13(2), 177-204, 1995 (with
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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The Burgers equation with a noisy force
and the stochastic heat equation, Communications of Partial
Differential Equations 19, 119-141, 1994 (with
Helge Holden,
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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Inverse powers of white noise, M. G.
Cranston and M. A. Pinsky (editors): Stochastic Analysis,
Proceedings of Symposia in Pure Mathematics, AMS, 439-456, 1994 (with
Yaozhong Hu,
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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A comparison experiment for Wick
multiplication and ordinary multiplication, Tom Lindstrøm, Bernt
Øksendal and A. S. Ustunel (editors): Stochastic Analysis and
Related Topics, Gordon & Breach, 149-159, 1993 (with
Helge Holden,
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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Discrete Wick Products, Tom Lindstrøm,
Bernt Øksendal and A. S. Ustunel (editors): Stochastic Analysis and
Related Topics, Gordon & Breach, 123-148, 1993 (with
Helge Holden,
Tom Lindstrøm and
Bernt Øksendal).
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The Wick product, H.Niemi et al.
(editors): Frontiers in Pure and Applied Probability, TVP
Publishers, Moskow, 29-67, 1993 (with
Håkon Gjessing,
Helge Holden,
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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Stochastic boundary value problems. A white noise functional
approach, Probability Theory and Related Fields 95, 391-419,
1993 (with
Helge Holden,
Tom Lindstrøm,
Bernt Øksendal and
Tusheng Zhang).
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Discrete Wick calculus and
stochastic functional equations, Potential Analysis, 1, 291-306,
1992 (with
Helge Holden,
Tom Lindstrøm and
Bernt Øksendal).
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Riemann integration on complex brownian paths,
Stochastic
Analysis and Applications,
10(3), 351-361, 1992.
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Wick multiplication and Ito-Skorohod
stochastic differential equations, S. Albeverio et. al. (editors):
Ideas and Methods in
Mathematical Analysis, Stochastics and Applications, Cambridge Univ.
Press, Vol.1, 183-207, 1991/ 1992 (with
Tom Lindstrøm and
Bernt Øksendal).
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Stochastic differential equations involving
positive noise, M. Barlow and N. Bingham (editors): Stochastic
Analysis. Cambridge
Univ. Press, 261-303, 1991/1992 (with
Tom Lindstrøm and
Bernt Øksendal).
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Stochastic modelling of fluid flow in
porous media, S. Chen, J. Yong (editors): Control Theory,
Stochastic Analysis and Applications,
World Scientific, 156-172, 1991 (with
Tom Lindstrøm and
Bernt Øksendal).
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Integral operators on interpolation
sets in Cn, Complex Variables: Theory and Application
17, No.1-2, 105-109, 1991.
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Conformal martingales and analytic
functions, Math. Scand. 60,
1987, 292-309.
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