Karlsen, Kenneth Hvistendahl 1970-....
Karlsen, Kenneth Hvistendahl
Hvistendahl Karlsen, Kenneth 1970-
Karlsen, Kenneth H., 1970-...., mathématicien
Hvistendahl Karlsen, Kenneth
Karlsen, Kenneth H
Kenneth Hvistendahl Karlsen
VIAF ID: 27959160 ( Personal )
Permalink: http://viaf.org/viaf/27959160
Preferred Forms
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- 100 1 _ ‡a Hvistendahl Karlsen, Kenneth ‡d 1970-
- 200 _ | ‡a Karlsen ‡b Kenneth Hvistendahl ‡f 1970-....
- 100 1 _ ‡a Karlsen, Kenneth H
- 100 1 _ ‡a Karlsen, Kenneth H., ‡d 1970-...., ‡c mathématicien
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- 100 1 _ ‡a Karlsen, Kenneth Hvistendahl
- 100 1 _ ‡a Karlsen, Kenneth Hvistendahl
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- 100 1 _ ‡a Karlsen, Kenneth Hvistendahl ‡d 1970-...
- 100 0 _ ‡a Kenneth Hvistendahl Karlsen
4xx's: Alternate Name Forms (21)
Works
Title | Sources |
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Anisotropic nonlinear elliptic systems with measure data and anisotropic harmonic maps into spheres | |
Closed-form and finite difference solutions to a population balance model of grinding mills | |
Continuous dependence estimates for viscosity solutions of integro-PDEs | |
Convergence of the Lax-Friedrichs scheme and stability for conservation laws with a discontinuous space-time dependent flux | |
A convergence rate for semi-discrete splitting approximations for degenerate parabolic equations with source terms | |
Fast computation of arrival times in heterogeneous media | |
A fast level set method for reservoir simulation | |
A Front tracking approach to a two-phase fluid flow model with capillary forces | |
Global weak solutions to a generalized hyperelastic-rod wave equation | |
Hyperbolic Conservation Laws and Related Analysis with Applications : Edinburgh, September 2011 | |
L¹-framework for continuous dependence and error estimates for quasilinear anisotropic degenerate parabolic equations | |
L¹ stability for entropy solutions of nonlinear degenerate parabolic convection-diffusion equations with discontinuous coefficients | |
mathematical model for batch and continuous thickening in vessels with varying cross section | |
A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations | |
Merton's portfolio optimization problem in a black & scholes market with non-Gaussian stochastic volatitlity of Ornstein-Uhlenbeck type | |
A model of continuous sedimentation of flocculated suspensions in clarifier-thickener units | |
Nonlinear anisotropic elliptic and parabolic equations in RN with advection and lower order terms and locally integrable data | |
Nonlinear partial differential equations : the Abel Symposium 2010 | |
A note on front tracking and the equivalence between viscosity solutions of Hamilton-Jacobi equations and entropy solutions of scalar conservation laws | |
A note on Merton's portfolio selection problem for the Schwartz mean-reversion model | |
Numerical solution of nonlinear convection-diffusion equations : operator splitting, front tracking and finite differences | |
Numerical solution of reservoir flow models based on large time step operator splitting algorithms | |
On a free boundary problem for a strongly degenerate quasilinear parabolic equation with an application to a model of pressure filtration | |
On a semilinear Black and Scholes partial differential equation for valuing American options | |
On derivatives of claims in commodity and energy markets using a Malliavin approach | |
On some upwind schemes for the phenomenological sedimentation consolidation model | |
On strongly degenerate convection-diffusion problems modeling sedimentation-consolidation processes | |
On the accuracy of a numerical method for two-dimensional scalar conservation laws based on dimensional splitting and front tracking | |
On the convergence rate of operator splitting for weakkly [i.e. weakly] coupled systems of Hamilton-Jacobi equations | |
On the existence of optimal controls for a singular stochastic control problem in finance | |
Operator splitting methods for generalized Korteweg-de Vries Equations | |
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach | |
A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets | |
Phenomenological model of filtration processes | |
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs | |
Splitting methods for partial differential equations with rough solutions : analysis and MATLAB programs | |
Unconditionally stable methods for Hamilton-Jacobi equations | |
Wellposedness of solutions of a parabolic-elliptic system | |
A ¤note on portfolio management under non-Gaussian logreturns |