Cristin-person-ID: 23057
Person

Frank Norbert Proske

  • Stilling:
    Professor
    ved Risiko og stokastikk (SEKSJON 3) ved Universitetet i Oslo

Resultater Resultater

Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise.

Baños, David; Ortiz-Latorre, Salvador; Pilipenko, Andrey; Proske, Frank Norbert. 2021, Journal of theoretical probability. NAS, UIOVitenskapelig artikkel

GIRSANOV THEOREM FOR MULTIFRACTIONAL BROWNIAN PROCESSES.

Harang, Fabian Andsem; Nilssen, Torstein; Proske, Frank Norbert. 2022, Stochastics: An International Journal of Probability and Stochastic Processes. UIO, UIAVitenskapelig artikkel

Optimal stopping, randomized stopping and singular control with general information flow .

Agram, Nacira; Haadem, Sven; Øksendal, Bernt Karsten; Proske, Frank Norbert. 2021, Theory of Probability and its Applications. LNU, UIOVitenskapelig artikkel

Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths.

Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Norbert. 2020, Malliavin Calculus and its Applications, Webinar University of Kiev. UIOVitenskapelig foredrag

Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths.

Amine, Oussama; Mansouri, Abdol-Reza; Proske, Frank Norbert. 2020, arXiv.org. UIOVitenskapelig artikkel
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