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

  • Nilssen, Torstein Kastberg; Leahy, James & Hofmanova, Martina (2017). Navier Stokes Equation with Rough Transport Noise. Preprint series (Universitetet i Oslo. Matematisk institutt).  ISSN 0806-2439. Full text in Research Archive. Show summary
  • Baños, David Ruiz & Nilssen, Torstein Kastberg (2016). Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508.  88(4), s 540- 566 . doi: 10.1080/17442508.2015.1102265
  • Baños, David Ruiz; Nilssen, Torstein Kastberg & Proske, Frank Norbert (2016). Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift. arXiv.org.  ISSN 2331-8422.
  • Nilssen, Torstein Kastberg (2016). Regularity of strong solutions of one-dimensional SDE’s with discontinuous and unbounded drift. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508.  88(5), s 779- 802 . doi: 10.1080/17442508.2016.1144755
  • Banos, David Ruiz; Nilssen, Torstein Kastberg & Proske, Frank Norbert (2015). Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDE's with singular drift. arXiv.org.  ISSN 2331-8422.
  • Mohammed, Salah-Eldin; Nilssen, Torstein Kastberg & Proske, Frank Norbert (2015). Sobolev differentiable stochastic flows for sdes with singular coefficients: Applications to the transport equation. Annals of Probability.  ISSN 0091-1798.  43(3), s 1535- 1576 . doi: 10.1214/14-AOP909
  • Nilssen, Torstein Kastberg (2015). Quasi-linear stochastic partial differential equations with irregular coefficients - Malliavin regularity of the solutions.. Stochastic Partial Differential Equations: Analysis and Computations.  ISSN 2194-0401. . doi: 10.1007/s40072-015-0053-y Full text in Research Archive. Show summary
  • Nilssen, Torstein Kastberg (2015). Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion. arXiv.org.  ISSN 2331-8422.
  • Nilssen, Torstein Kastberg (2015). Rough path transport equation with discontinuous coefficient - regularization by fractional Brownian motion. arXiv.org.  ISSN 2331-8422.
  • Nilssen, Torstein Kastberg & Zhang, Tusheng (2014). A Note on the Malliavin Differentiability of One-Dimensional Reflected Stochastic Differential Equations with Discontinuous Drift. arXiv.org.  ISSN 2331-8422.
  • Flandoli, Franco; Nilssen, Torstein Kastberg & Proske, Frank Norbert (2013). Malliavin differentiability and strong solutions for a class of SDE in Hilbert spaces. Preprint series (Universitetet i Oslo. Matematisk institutt).  ISSN 0806-2439. Full text in Research Archive.
  • Menoukeu, Olivier Pamen; Meyer-Brandis, Thilo; Nilssen, Torstein Kastberg; Proske, Frank Norbert & Zhang, Tusheng (2013). A variational approach to the construction and Malliavin differentiability of strong solutions of SDE's. Mathematische Annalen.  ISSN 0025-5831.  357(2), s 761- 799 . doi: 10.1007/s00208-013-0916-3

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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. Preprint series (Universitetet i Oslo. Matematisk institutt). 2011. Full text in Research Archive.

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

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