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Jan Ubøe
Jan Ubøe
Professor in mathematics at Norwegian School of Economics
Verified email at nhh.no
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Cited by
Cited by
Year
Stochastic partial differential equations
H Holden, B Øksendal, J Ubøe, T Zhang, H Holden, B Øksendal, J Ubøe, ...
Stochastic Partial Differential Equations: A Modeling, White Noise …, 1996
11651996
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
K Aase, B Øksendal, N Privault, J Ubøe
Finance and Stochastics 4 (4), 465-496, 2000
1962000
The Burgers equation with a noisy force and the stochastic heat equation
H Holden, T Lindstrøm, B Øksendal, J Ubøe, TS Zhang
Communications in partial differential equations 19 (1-2), 119-141, 1994
1051994
Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
B Øksendal, L Sandal, J Ubøe
Journal of Economic Dynamics and Control 37 (7), 1284-1299, 2013
782013
Wick multiplication and Ito-Skorohod stochastic differential equations
T Lindstrøm, B Øksendal, J Ubøe
Ideas and Methods in Mathematical Analysis, Stochastics, and Applications …, 1992
771992
A maximum entropy approach to the newsvendor problem with partial information
J Andersson, K Jörnsten, SL Nonås, L Sandal, J Ubøe
European Journal of Operational Research 228 (1), 190-200, 2013
752013
Stochastic partial differential equations. Probability and its Applications
H Holden, B Øksendal, J Ubøe, T Zhang
Birkhäuser Boston Inc., Boston, MA, 1996
601996
Stochastic differential equations involving positive noise
T Lindstrøm, B Øksendal, J Ubøe
Stochastic Analysis, Cambridge Univ. Press, Cambridge, 261-303, 1991
591991
Aggregation of gravity models for journeys to work
J Ubøe
Environment and Planning A 36 (4), 715-729, 2004
562004
The Wick product
H Gjessing, H Holden, T Lindstrøm, B Øksendal, J Ubøe, T Zhang
Preprint series: Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 1992
551992
Using the Donsker delta function to compute hedging strategies
K Aase, B Øksendal, J Ubøe
Potential Analysis 14 (4), 351-374, 2001
502001
The spatial transferability of parameters in a gravity model of commuting flows
DP McArthur, G Kleppe, I Thorsen, J Ubøe
Journal of Transport Geography 19 (4), 596-605, 2011
492011
Stochastic boundary value problems: A white noise functional approach
H Holden, T Lindstrøm, B Øksendal, J Ubøe, TS Zhang
Probability theory and related fields 95, 391-419, 1993
481993
A network approach to commuting
I Thorsen, J Ubøe, G Naelig; vdal
Journal of Regional Science 39 (1), 73-101, 1999
401999
Stochastic Partial Differential Equations: A Modeling
H Holden, B Øksendal, J Ubøe, T Zhang
White Noise, Functional Approach, Birkhaser, 1996
401996
The stochastic Wick-type Burgers equation
H Holden¹, T Lindstrøm, B Øksendal, J Ubøe¹, TS Zhang¹
Stochastic Partial Differential Equations 216, 141, 1995
381995
Mixed contracts for the newsvendor problem with real options and discrete demand
K Jörnsten, SL Nonås, L Sandal, J Ubøe
Omega 41 (5), 809-819, 2013
372013
The pressure equation for fluid flow in a stochastic medium
H Holden, T Lindstrøm, B Øksendal, J Ubøe, TS Zhang
Potential Analysis 4 (6), 655-674, 1995
371995
Modelling residential location choice in an area with spatial barriers
I Thorsen, J Ubøe
The annals of regional science 36, 613-644, 2002
322002
Transfer of risk in the newsvendor model with discrete demand
K Jörnsten, SL Nonås, L Sandal, J Ubøe
Omega 40 (3), 404-414, 2012
312012
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