Torstein Kastberg Nilssen

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Visiting address Postboks 1053 Blindern None 0316 OSLO
Tags: Mathematics, Stochastic Analysis and finance and insurance and risk, Centre of Mathematics for Applications - CMA

Publications

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  • Nilssen, Torstein Kastberg (2016). Rough path transport equation with discontinuous drift.
  • Nilssen, Torstein Kastberg (2016). Rough path transport equation with discontinuous drift.
  • Nilssen, Torstein Kastberg; Baños, David Ruiz & Proske, Frank Norbert (2016). Strong Existence and higher order differentiability of stochastic flows of fractional Brownian motion driven SDE's with singular drift.
  • Nilssen, Torstein Kastberg (2014). The Malliavin differentiability of one-dimensional Reflected SDE's with discontinuous drift.
  • Nilssen, Torstein Kastberg (2012). One-dimensional SDE's with Discontinuous, Unbounded Drift and Continuously Differentiable Solutions to the Stochastic Transport Equation. Full text in Research Archive
  • Nilssen, Torstein Kastberg; Mohammed, Salah-Eldin & Proske, Frank Norbert (2012). Sobolev Differentiable Stochastic Flows for SDE’s with SingularCoefficients: Applications to the Transport Equation. Full text in Research Archive
  • Meyer-Brandis, Thilo; Nilssen, Torstein Kastberg; Pamen, Olivier Menoukeu; Proske, Frank Norbert & Zhang, Tusheng (2011). A variational approach to the construction and Malliavin differentiability of strong solutions of SDE's. Full text in Research Archive

View all works in Cristin

Published Nov. 18, 2011 10:07 AM - Last modified Aug. 1, 2014 2:00 PM

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