The following pages link to Thomas Önskog (Q606629):
Displayed 11 items.
- The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker-Planck algorithm with large time steps (Q1618848) (← links)
- Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
- Stochastic and partial differential equations on non-smooth time-dependent domains (Q2419966) (← links)
- Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary (Q2435738) (← links)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
- Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains (Q2804008) (← links)
- Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains (Q3110355) (← links)
- On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723) (← links)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q6293898) (← links)