Thomas Önskog

Available identifiers

Publication	Date of Publication	Type
Management strategies for run-of-river hydropower plants: an optimal switching approach	2022-08-26	Paper
Stochastic and partial differential equations on non-smooth time-dependent domains	2019-06-04	Paper
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2019-05-10	Paper
An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps	2018-11-13	Paper
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2017-11-13	Paper
Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains	2016-04-27	Paper
Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary	2014-02-19	Paper
Weak approximation of obliquely reflected diffusions in time-dependent domains	2012-01-27	Paper
The Skorohod oblique reflection problem in time-dependent domains	2010-11-18	Paper
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations	2010-10-11	Paper
On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains	2009-06-12	Paper

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