Siste publikasjoner

• Panin, Ivan (2019). Nice triples and moving lemmas for motivic spaces. Izvestiya: Mathematics.  ISSN 1064-5632.  83(4), s 796- 829 . doi: 10.1070/IM8819
• Dahl, Geir; Guterman, Alexander & Shteyner, Pavel (2019). Majorization for (0,1)-matrices. Linear Algebra and its Applications.  ISSN 0024-3795.
• Agram, Nacira; Hilbert, Astrid & Øksendal, Bernt (2019). Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields.  ISSN 2156-8472.
• Agram, Nacira & Øksendal, Bernt (2019). Mean-field stochastic control with elephant memory in infinite time horizon. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508. . doi: 10.1080/17442508.2019.1635600
• Natvig, Bent (2019). Is reliability a new science?. Applied Stochastic Models in Business and Industry.  ISSN 1524-1904.  35(2), s 274 . doi: 10.1002/asmb.2424
• Vinje, Vegard; Ringstad, Geir; Lindstrøm, Erika Kristina; Valnes, Lars Magnus; Rognes, Marie Elisabeth; Eide, Per Kristian & Mardal, Kent-Andre (2019). Respiratory influence on cerebrospinal fluid flow – a computational study based on long-term intracranial pressure measurements. Scientific Reports.  ISSN 2045-2322.  9, s 1- 13 . doi: 10.1038/s41598-019-46055-5
• Sande, Espen; Manni, Carla & Speleers, Hendrik (2019). Sharp error estimates for spline approximation: Explicit constants, n -widths, and eigenfunction convergence. Mathematical Models and Methods in Applied Sciences.  ISSN 0218-2025.  29(6), s 1175- 1205 . doi: 10.1142/S0218202519500192
• Draouil, Olfa & Øksendal, Bernt (2019). Viable insider markets. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508. . doi: 10.1080/17442508.2019.1612895
• Ruf, Adrian Montgomery; Sande, Espen & Solem, Susanne (2019). The Optimal Convergence Rate of Monotone Schemes for Conservation Laws in the Wasserstein Distance. Journal of Scientific Computing.  ISSN 0885-7474. . doi: 10.1007/s10915-019-00996-1
• Grandelius, Erik & Karlsen, Kenneth Hvistendahl (2019). The cardiac bidomain model and homogenization. Networks and Heterogeneous Media.  ISSN 1556-1801.  14(1), s 173- 204 . doi: 10.3934/nhm.2019009
• Agram, Nacira (2019). Dynamic risk measure for BSVIE with jumps and semimartingale issues. Stochastic Analysis and Applications.  ISSN 0736-2994.  37(3), s 361- 376 . doi: 10.1080/07362994.2019.1569531
• Helland, Inge Svein (2019). Symmetry in a space of conceptual variables. Journal of Mathematical Physics.  ISSN 0022-2488.  60(5), s 1- 8 . doi: 10.1063/1.5082694
• Conrado, Ana Costa (2019). Modelling the radially polarised annular stator of a piezoelectric travelling wave ultrasonic motor based on the shear effect. Journal of Intelligent Materials Systems and Structures.  ISSN 1045-389X.  30(8), s 1225- 1238 . doi: 10.1177/1045389X19829833
• Buccino, Alessio Paolo; Kuchta, Miroslav; Jæger, Karoline Horgmo; Ness, Torbjørn V; Berthet, Pierre; Mardal, Kent-Andre; Cauwenberghs, Gert & Tveito, Aslak (2019). How does the presence of neural probes affect extracellular potentials?. Journal of Neural Engineering.  ISSN 1741-2560.  16(2) . doi: 10.1088/1741-2552/ab03a1
• Draouil, Olfa & Øksendal, Bernt (2019). A white noise approach to optimal insider control of systems with delay. Journal of Mathematical Analysis and Applications.  ISSN 0022-247X.  476(1), s 101- 119 . doi: 10.1016/j.jmaa.2019.02.065
• Darian, Diako; Marholm, Sigvald; Mortensen, Mikael & Miloch, Wojciech Jacek (2019). Theory and simulations of spherical and cylindrical Langmuir probes in non-Maxwellian plasmas. Plasma Physics and Controlled Fusion.  ISSN 0741-3335.  61(8) . doi: 10.1088/1361-6587/ab27ff
• Marholm, Sigvald; Marchand, Richard; Darian, Diako; Miloch, Wojciech Jacek & Mortensen, Mikael (2019). Impact of Miniaturized Fixed-Bias Multineedle Langmuir Probes on CubeSats. IEEE Transactions on Plasma Science.  ISSN 0093-3813.  47(8), s 3658- 3666 . doi: 10.1109/TPS.2019.2915810
• Holter, Karl Erik; Kuchta, Miroslav & Mardal, Kent-Andre (2019). Sub-voxel Perfusion Modeling in Terms of Coupled 3d-1d Problem. Lecture Notes in Computational Science and Engineering.  ISSN 1439-7358.  126, s 35- 47 . doi: 10.1007/978-3-319-96415-7_2
• Kim, Jihwan; Løvholt, Finn; Issler, Dieter & Forsberg, Carl Fredrik (2019). Landslide material control on tsunami genesis ‐ The Storegga slide and tsunami (8100 y BP). Journal of Geophysical Research (JGR): Oceans.  ISSN 2169-9275.  124(6), s 3607- 3627 . doi: 10.1029/2018JC014893 Fulltekst i vitenarkiv. Vis sammendrag

  Tsunami generation from sub‐aqueous landslides is controlled by landslide kinematics, which in turn is governed by the material properties of the slide mass. Yet, the effect of the material properties on tsunami‐genesis is poorly understood. Geomorphological observations of landslide run‐out put constraints on the landslide dynamics. In addition, observations of tsunami run‐up heights can improve our understanding of how the landslide material transforms from initiation to final run‐out. The giant prehistoric Storegga Slide off the mid‐Norwegian coast caused a well documented ocean‐wide tsunami that offers a unique setting for coupling landslide material models to tsunami generation models. In this study we simulate the dynamics of the Storegga Slide and tsunami using the depth‐averaged landslide model BingClaw, which implements visco‐plastic rheology and remolding, and couple it to a standard tsunami propagation model. A broad sensitivity study varying the landslide material strength parameters in BingClaw showed that the initial soil yield strength and remolding rate are most important for the tsunami‐genesis, but that the residual strength determined the final run‐out distance. BingClaw parameters were further optimized to obtain the observed run‐out distance and to minimize the relative error of the tsunami run‐up heights. As detailed time‐dependent three‐dimensional representations of landslide parameters cannot be determined field investigation of the landslide itself, these simulations of the Storegga Slide and tsunami can help in the selection of plausible parameter ranges for prognostic modeling in quantitative hazard assessments.

• Chinello, Gabriele; Ayati, Anis Awal; McGlinchey, Don; Ooms, Gorik & Henkes, Ruud (2019). Comparison of Computational Fluid Dynamics Simulations and Experiments for Stratified Air-Water Flows in Pipes. Journal of Fluids Engineering - Trancactions of The ASME.  ISSN 0098-2202.  141(5) . doi: 10.1115/1.4041667
• Brandsæter, Andreas; Vanem, Erik & Glad, Ingrid Kristine (2019). Efficient on-line anomaly detection for ship systems in operation. Expert systems with applications.  ISSN 0957-4174.  121, s 418- 437 . doi: 10.1016/j.eswa.2018.12.040
• Bryder, Rasmus Sylvester; Ivanov, Nikolay A. & Omland, Tron (2019). C*-simplicity of HNN extensions and groups acting on trees. Annales de l'Institut Fourier.  ISSN 0373-0956.
• Kaliszewski, S.; Omland, Tron & Quigg, John (2019). Rigidity theory for C*-dynamical systems and the "Pedersen rigidity problem", II. International Journal of Mathematics.  ISSN 0129-167X.  30(8) . doi: 10.1142/S0129167X19500381
• Omland, Tron (2019). Free nilpotent groups are C*-superrigid. Proceedings of the American Mathematical Society.  ISSN 0002-9939.
• Gåsemyr, Jørund Inge & Scheel, Ida (2019). Alternatives to post-processing posterior predictive p-values. Scandinavian Journal of Statistics.  ISSN 0303-6898.  s 1- 22 . doi: 10.1111/sjos.12393
• Darian, Diako; Miloch, Wojciech Jacek; Mortensen, Mikael; Miyake, Yohei & Usui, Hideyuki (2019). Numerical simulations of a dust grain in a flowing magnetized plasma. Physics of Plasmas.  ISSN 1070-664X.  26(043701), s 1- 14 . doi: 10.1063/1.5089631
• Mossige, Endre Joachim; Edvardsen, Bente; Jensen, Atle & Mielnik, Michal Marek (2019). A tunable, microfluidic filter for clog‑free concentration and separation of complex algal cells. Microfluidics and Nanofluidics.  ISSN 1613-4982.  23(56) . doi: 10.1007/s10404-019-2209-y Vis sammendrag

  An inherent problem with microfluidic filters is the tendency to clog, especially when applied to cells due to their geometrical complexity, deformability, and tendency to adhere to surfaces. In this work, we handle live algal cells of high complexity without signs of clogging, achieved by exploiting hydrodynamic interactions around trilobite-shaped filtration units. To characterize the influence of cell complexity on the separation and concentration mechanisms, we compare the hydrodynamic interactions to those of synthetic, rigid microparticles. We discover that simple rolling along the filter structures, which prevents clogging for particles, cannot be applied to cells. Instead, we find that inertial effects must be employed to minimize the filter interactions and that this modification leads to only a minor reduction in device performance.

• Rabault, Jean; Kuchta, Miroslav; Jensen, Atle; Reglade, Ulysse & Cerardi, Nicolas (2019). Artificial neural networks trained through deep reinforcement learning discover control strategies for active flow control. Journal of Fluid Mechanics.  ISSN 0022-1120.  865, s 281- 302 . doi: 10.1017/jfm.2019.62 Fulltekst i vitenarkiv.
• Rabault, Jean; Sutherland, Graig; Jensen, Atle; Christensen, Kai Håkon & Marchenko, Aleksey (2019). Experiments on wave propagation in grease ice: combined wave gauges and particle image velocimetry measurements. Journal of Fluid Mechanics.  ISSN 0022-1120.  864, s 876- 898 . doi: 10.1017/jfm.2019.16 Fulltekst i vitenarkiv.
• Omland, Tron (2019). Dynamical systems and operator algebras associated to Artin's representation of braid groups. Journal of operator theory.  ISSN 0379-4024.
• Hofmanova, Martina; Leahy, James-Michael & Nilssen, Torstein Kastberg (2019). On the Navier–Stokes equation perturbed by rough transport noise. Journal of evolution equations (Printed ed.).  ISSN 1424-3199.  19(1), s 203- 247 . doi: 10.1007/s00028-018-0473-z
• Laca, Marcelo; Larsen, Nadia S. & Neshveyev, Sergey (2019). Ground states of groupoid C*-algebras, phase transitions and arithmetic subalgebras for Hecke algebras. Journal of Geometry and Physics.  ISSN 0393-0440.  136, s 268- 283 . doi: 10.1016/j.geomphys.2018.09.018
• Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2019). New approach to optimal control of stochastic Volterra integral equations. Stochastics: An International Journal of Probability and Stochastic Processes.  ISSN 1744-2508.
• Agram, Nacira; Bachouch, Achref; Øksendal, Bernt & Proske, Frank Norbert (2019). Singular control and optimal stopping of memory mean-field processes. SIAM Journal on Mathematical Analysis.  ISSN 0036-1410.  51(1), s 450- 468 . doi: 10.1137/18M1174787
• Erhardt, André Henrik (2019). Early afterdepolarisations induced by an enhancement in the calcium current. Processes.  ISSN 2227-9717.  7(1), s 1- 16 . doi: 10.3390/pr7010020
• Banos, David; Cordoni, Francesco; Di Nunno, Giulia; Di Persio, Luca & Røse, Elin Engen (2019). Stochastic systems with memory and jumps. Journal of Differential Equations.  ISSN 0022-0396.  266(9), s 5772- 5820 . doi: http://dx.doi.org/10.1016/j.jde.2018.10.052 Fulltekst i vitenarkiv.
• Vollestad, Petter; Ayati, Anis Awal; Angheluta, Luiza; Lacasce, Joseph Henry & Jensen, Atle (2019). Experimental investigation of airflow above waves in a horizontal pipe. International Journal of Multiphase Flow.  ISSN 0301-9322.  110, s 37- 49 . doi: 10.1016/j.ijmultiphaseflow.2018.08.008
• Shaw, Kristin & Kummer, Mario (2019). The separating semigroup of a real curve. Annales de la Faculté des Sciences de Toulouse.  ISSN 0240-2963.
• Hu, Kaibo & Xu, Jinchao (2019). Structure-preserving finite element methods for stationary MHD models. Mathematics of Computation.  ISSN 0025-5718.  88(316), s 553- 581 . doi: 10.1090/mcom/3341
• Agram, Nacira & Øksendal, Bernt (2019). Model uncertainty stochastic mean-field control. Stochastic Analysis and Applications.  ISSN 0736-2994.  s 1- 21 . doi: 10.1080/07362994.2018.1499036 Fulltekst i vitenarkiv.
• Christophersen, Jan Arthur & Kleppe, Jan Oddvar (2019). Comparison theorems for deformation functors via invariant theory. Collectanea Mathematica.  ISSN 0010-0757.  70(1), s 1- 32 . doi: 10.1007/s13348-018-0232-z
• Floater, Michael S. & Sande, Espen (2019). Optimal spline spaces for L2 n-width problems with boundary conditions. Constructive approximation.  ISSN 0176-4276.  s 1- 18 . doi: 10.1007/s00365-018-9427-5 Fulltekst i vitenarkiv.
• Iliev, Atanas; Kapustka, Grzegorz; Kapustka, Michal & Ranestad, Kristian (2019). EPW Cubes. Journal für die Reine und Angewandte Mathematik.  ISSN 0075-4102.  2019(748), s 241- 268 . doi: 10.1515/crelle-2016-0044 Fulltekst i vitenarkiv.
• Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt & Paczka, Krzysztof Jaroslaw (2018). Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk.  ISSN 2095-9672. . doi: 10.1186/s41546-018-0033-z
• Øksendal, Bernt; Biagini, Francesca; Meyer-Brandis, Thilo & Paczka, Krzysztof Jaroslaw (2018). Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk.  ISSN 2095-9672. . doi: 10.1186/s41546-018-0033-z
• Øksendal, Bernt; Sulem, Agnès & Dumitrescu, Roxana (2018). Stochastic control of general mean-field SPDEs with jumps. Journal of Optimization Theory and Applications.  ISSN 0022-3239.  176(3), s 559- 584
• Vanem, Erik & Brandsæter, Andreas (2018). Cluster-Based Anomaly Detection in Condition Monitoring of a Marine Engine System, In  Proceedings of the 2018 Prognostics and System Health Management Conference (PHM-Chongqing 2018).  IEEE.  ISBN 978-1-5386-5380-7.  paper.  s 20 - 31
• Hiltebrand, Andreas & Mishra, Siddhartha (2018). Efficient computation of all speed flows using an entropy stable shock-capturing space-time discontinuous Galerkin method, In  Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume.  European Mathematical Society Publishing House.  ISBN 978-3-03719-186-6.  kapittel.  s 287 - 318
• Benth, Fred Espen & Suss, Andre (2018). Continuous-Time Autoregressive Moving-Average Processes in Hilbert Space, In Elena Celledoni; Giulia Di Nunno; Kurusch Ebrahimi-Fard & Hans Munthe-Kaas (ed.),  Computation and Combinatorics in Dynamics, Stochastics and Control.  Springer.  ISBN 978-3-030-01592-3.  kapittel 11.  s 297 - 320
• Kiran, Pallavi; Bhatia, Sumati; Lauster, Daniel; Aleksić, Stevan; Fleck, Carsten; Peric, Natalija; Maison, Wolfgang; Liese, Susanne; Keller, Bettina G.; Herrmann, Andreas & Haag, Rainer (2018). Exploring rigid and flexible core trivalent sialosides for influenza virus inhibition. Chemistry - A European Journal.  ISSN 0947-6539.  24(72), s 19373- 19385 . doi: 10.1002/chem.201804826
• Neshveyev, Sergey & Yamashita, Makoto (2018). Categorically Morita Equivalent Compact Quantum Groups. Documenta Mathematica.  ISSN 1431-0635.  23, s 2165- 2216 . doi: 10.25537/dm.2018v23.2165-2216
• Baños, David; Di Nunno, Giulia; Haferkorn, Hannes Hagen & Proske, Frank Norbert (2018). Stochastic functional differential equations and sensitivity to their initial path, In Elena Celledoni; Giulia Di Nunno; Kurusch Ebrahimi-Fard & Hans Munthe-Kaas (ed.),  Computation and Combinatorics in Dynamics, Stochastics and Control.  Springer.  ISBN 978-3-030-01592-3.  2.  s 37 - 70
• Laudal, Olav Arnfinn (2018). Noncommutative deformations of thick points. The Journal of Singularities.  ISSN 1949-2006.  18, s 427- 439 . doi: 10.5427/jsing.2018.18v
• Valen-Sendstad, Kristian; Bergersen, Aslak Wigdahl; Shimogonya, Yuji; Goubergrits, Leonid; Bruening, Jan; Pallares, Jordi; Cito, Salvatore; Piskin, Senol; Pekkan, Kerem; Geers, Arjan J.; Larrabide, Ignacio; Rapaka, Saikiran; Mihalef, Viorel; Fu, Wenyu; Qiao, Aike; Jain, Kartik; Roller, Sabine; Mardal, Kent-Andre; Kamakoti, Ramji; Spirka, Thomas; Ashton, Neil; Revell, Alistair; Aristokleous, Nicolas; Houston, J. Graeme; Tsuji, Masanori; Ishida, Fujimaro; Menon, Prahlad G.; Browne, Leonard D.; Broderick, Stephen; Shojima, Masaaki; Koizumi, Satoshi; Barbour, Michael; Aliseda, Alberto; Morales, Hernan G.; Lefèvre, Thierry; Hodis, Simona; Al-Smadi, Yahia M.; Tran, Justin S.; Marsden, Alison L.; Vaippummadhom, Sreeja; Einstein, G. Albert; Brown, Alistair G.; Debus, Kristian; Niizuma, Kuniyasu; Rashad, Sherif; Sugiyama, Shin-ichiro; Khan, M. Owais; Updegrove, Adam R.; Shadden, Shawn C.; Cornelissen, Bart M.W.; Majoie, Charles B.L.M.; Berg, Philipp; Saalfield, Sylvia; Kono, Kenichi & Steinman, David A. (2018). Real-world variability in the prediction of intracranial aneurysm wall shear stress: The 2015 international aneurysm CFD challenge. Cardiovascular Engineering and Technology.  ISSN 1869-408X.  9(4), s 544- 564 . doi: 10.1007/s13239-018-00374-2
• Ibrahim, Noor Adilah (2018). Statistical analysis of photovoltaic and wind power generation. Journal of Energy Markets.  ISSN 1756-3607.  11(3), s 43- 69 . doi: 10.21314/JEM.2018.178
• Gomes Marques, Reinaldo Antonio; da Silva, W.; Hoffmann, R.; Dutra, J. & Coral, Fredy (2018). Sequential state inference of engineering systems through the particle move-reweighting algorithm. Computational and Applied Mathemathics.  ISSN 2238-3603.  37, s 220- 236 . doi: 10.1007/s40314-017-0506-1
• Bressan, Andrea & Juttler, Bert (2018). Inf-sup stability of isogeometric Taylor-Hood and Sub-Grid methods for the Stokes problem with hierarchical splines. IMA Journal of Numerical Analysis.  ISSN 0272-4979.  38(2), s 955- 975 . doi: 10.1093/imanum/drx031
• Neshveyev, Sergey & Yamashita, Makoto (2018). A Few Remarks on the Tube Algebra of a Monoidal Category. Proceedings of the Edinburgh Mathematical Society.  ISSN 0013-0915.  61(3), s 735- 758 . doi: 10.1017/S0013091517000426
• Kwasniewski, Bartosz K. & Larsen, Nadia S. (2018). Nica–Toeplitz algebras associated with product systems over right LCM semigroups. Journal of Mathematical Analysis and Applications.  ISSN 0022-247X.  470(1), s 532- 570 . doi: 10.1016/j.jmaa.2018.10.020 Fulltekst i vitenarkiv.
• Lamorgese, Leonardo Cameron; Mannino, Carlo; Pacciarelli, Dario & Krasemann, Johanna Törnquist (2018). Train Dispatching, In Ralf Borndörfer; Torsten Klug; Leonardo Lamorgese; Carlo Mannino; Markus Reuther & Thomas Schlechte (ed.),  Handbook of optimization in the railway industry.  Springer.  ISBN 978-3-319-72153-8.  artikkel.  s 265 - 283 Fulltekst i vitenarkiv. Vis sammendrag

  Train rescheduling problems have received significant attention in the operations research community during the past 20–30 years. These are complex problems with many aspects and constraints to consider. This chapter defines the problem and summarizes the variety of model types and solution approaches developed over the years, in order to address and solve the train dispatching problem from the infrastructure manager perspective. Despite all the research efforts, it is, however, only very recently that the railway industry has made significant attempts to explore the large potential in using optimization-based decision-support to facilitate railway traffic disturbance management. This chapter reviews state-of-practice and provides a discussion about the observed slow progress in the application of optimization-based methods in practice. A few successful implementations have been identified, but their performance as well as the lessons learned from the development and implementation of those system are unfortunately only partly available to the research community, or potential industry users

• Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt & Paczka, Krzysztof Jaroslaw (2018). Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk.  ISSN 2095-9672.
• Agrell, Christian; Eldevik, Simen; Hafver, Andreas; Pedersen, Frank Børre; Stensrud, Erik & Huseby, Arne (2018). Pitfalls of machine learning for tail events in high risk environments, In Stein Haugen; Anne Barros; Coen van Gulijk; Trond Kongsvik & Jan Erik Vinnem (ed.),  Safety and Reliability – Safe Societies in a Changing World. Proceedings of ESREL 2018, June 17-21, 2018, Trondheim, Norway.  CRC Press.  ISBN 9781351174657.  285.  s 3043 - 3051 Vis sammendrag

  Most of today’s Machine Learning (ML) methods and implementations are based on correlations, in the sense of a statistical relationship between a set of inputs and the output(s) under inves- tigation. The relationship might be obscure to the human mind, but through the use of ML, mathematics and statistics makes it seemingly apparent. However, to base safety critical decisions on such methods suffer from the same pitfalls as decisions based on any other correlation metric that disregards causality. Causality is key to ensure that applied mitigation tactics will actually affect the outcome in the desired way. This paper reviews the current situation and challenges of applying ML in high risk environments. It further outlines how phenomenological knowledge, together with an uncertainty-based risk perspective can be incorporated to alleviate the missing causality considerations in current practice.

Se alle arbeider i Cristin

• Holden, Helge & Piene, Ragni (ed.) (2019). The Abel Prize 2013-2017. Springer Nature.  ISBN 978-3-319-99027-9.  774 s.
• Palma, Rui Miguel Coutinho (2018). Crossed products by Hecke Pairs. American Mathematical Society (AMS).  ISBN 9781470428099.  138 s. Fulltekst i vitenarkiv.
• Helland, Inge Svein (2018). Epistemic Processes. A Basis for Statistics and Quantum Theory. Springer Nature.  ISBN 978-3-319-95067-9.  170 s.

Se alle arbeider i Cristin

• Rognes, John (2019). Duality for topological modular forms.
• Kristiansen, Lars (2019). Best Approximations, Contractions Maps and Continued Fractions.
• Kristiansen, Lars (2019). On Subrecursive Representability of Irrational Numbers: Continued Fractions and Contraction maps..
• Boug, Pål; Cappelen, Ådne; Jansen, Eilev S & Swensen, Anders Rygh (2019). The consumption Euler equation or the Keynesian consumption function?. Discussion papers. No. 904.
• Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading in Continuous Time: A New Approach. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 3. Vis sammendrag

  The continuous-time version of Kyle's (1985) model of asset pricing with asymmetric information is studied, and generalized by allowing time-varying noise trading. From rather simple assumptions we are able to derive the optimal trade for an insider; the trading intensity satisfies a deterministic integral equation, given perfect inside information, which we give a closed form solution to. We use a new technique called forward integration in order to find the optimal trading strategy. This is an extension of the stochastic integral which takes account of the informational asymmetry inherent in this problem. The market makers' price response is found by the use of filtering theory. The novelty is our approach, which could be extended in scope.

• Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading Equilibrium with a non-fiduciary market maker. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 2. Vis sammendrag

  The continuous-time version of Kyle's (1985) model is studied, in which market makers are not fiduciaries. They have some market power which they utilize to set the price to their advantage, resulting in positive expected profits. This has several implications for the equilibrium, the most important being that by setting a modest fee conditional of the order ow, the market maker is able to obtain a profit of the order of magnitude, and even better than, a perfectly informed insider. Our model also indicates why speculative prices are more volatile than predicted by fundamentals.

• Dahl, Geir; Brualdi, R.A.; Guterman, Alexander & Shteyner, Pavel (2019). Matrix covering problems.
• Løw, Erik; Kutzschebauch, Frank & Ivarsson, Björn (2019). Factorization of symplectic matrices.
• Løw, Erik; Kutzschebauch, Frank & Ivarsson, Björn (2019). The Vaserstein problem for continuous and holomorphic symplectic matrices..
• Løw, Erik; Kutzebauch, Frank & Ivarsson, Björn (2019). Factorization of symplectic matrices into elementary factors.
• Ranestad, Kristian (2019). Divisors in the moduli space of cubic fourfolds.
• Lindstrøm, Tom Louis (2019). Komplekse tall.
• Normann, Dag (2019). The Computational Complexity of the Heine Borel Theorem.
• Andrade, Enide; Dahl, Geir; Leal, Laura & Robbiano, Maria (2019). New bounds for the signless Laplacian spread.
• Brualdi, R.A. & Dahl, Geir (2019). Matrix covering and A-interval matrices.
• Ranestad, Kristian (2019). Projective geometry of Wachspress coordinates.
• Ranestad, Kristian (2019). Projective geometry of Wachspress coordinates.
• Ranestad, Kristian (2019). Brukerkurs og nye undervisningsformer.
• Ranestad, Kristian (2019). Bruker kurs og nye undervisningsformer.
• Lindstrøm, Tom Louis (2019). Veien mot nye læreplaner.
• Lindstrøm, Tom Louis (2019). Hva er dimensjon?.
• Vanem, Erik & Brandsæter, Andreas (2019). Statistical approaches to Anomaly Detection based on Real-Time Sensor Measurements.
• Lindstrøm, Tom Louis (2019). Kjerneelementer, dybdelæring, programmering and all that..
• Köhler, Andreas; Lefeuvre, Pierre-Marie; Nuth, Christopher; Schweitzer, Johannes; Buscaino, Giuseppa; Weidle, Christian; Kohler, Jack; Berthier, E & Petlicki, m (2018). Monitoring and quantification of frontal ablation at Kronebreen, Svalbard, using records of seismic calving signals. Geophysical Research Abstracts.  ISSN 1029-7006.
• Köhler, Andreas; Buscaino, Giuseppa; Lefeuvre, Pierre-Marie; Maupin, Valerie; Nuth, Christopher; Petlicki, Michal; Schweitzer, Johannes & Weidle, Christian (2018). Studying and quantifying glacier dynamics in Svalbard using cryoseismology.
• Schweitzer, Johannes; Köhler, Andreas & Weidle, Christian (2018). Regional Seismicity observed with two temporary seismic arrays in Kongsfjorden, Svalbard.
• Köhler, Andreas; Buscaino, Giuseppa; Lefeuvre, Pierre-Marie; Maupin, Valerie; Nuth, Christopher; Petlicki, Michal & Schweitzer, Johannes (2018). Seismic monitoring of glaciers and permafrost: What micro-seismicity and ambient noise can tell us about cryospheric processes in Svalbard.
• Li, Xin; Omland, Tron & Spielberg, Jack (2018). C*-algebras of right LCM one-relator monoids and Artin-Tits monoids of finite type.
• Nuth, Christopher; Kohler, Jack; Köhler, Andreas; Lefeuvre, Pierre-Marie; Schuler, Thomas; Van Pelt, Ward; Schellenberger, Thomas; Kääb, Andreas; Deschamps-Berger, Cesar; Berthier, Etienne; Lauknes, Tom Rune; Strozzi, Tazio & Petlicki, Michal (2018). The different dynamic personalities of two neighboring tidewater glaciers.
• Øksendal, Bernt (2018). SPDEs with space - mean dynamics.
• Øksendal, Bernt (2018). Introduction to Stochastic Control and applications.
• Øksendal, Bernt (2018). Optimal control of stochastic Volterra equations.
• Øksendal, Bernt (2018). Optimal control of mean-field stochastic differential equations.
• Øksendal, Bernt (2018). Introduction to Stochastic Control with Applications.
• Øksendal, Bernt (2018). An Introduction to Stochastic Control, with Applications to Mathematical Finance.

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