Blar i Institutt for matematiske fag på forfatter "Benth, Fred Espen"

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    • Neural networks in Fréchet spaces 

      Benth, Fred Espen; Detering, Nils; Galimberti, Luca (Peer reviewed; Journal article, 2022)
      We propose a neural network architecture in infinite dimensional spaces for which we can show the universal approximation property. Indeed, we derive approximation results for continuous functions from a Fréchet space X ...

    • Stochastic integrals and Gelfand integration in Fréchet spaces 

      Benth, Fred Espen; Galimberti, Luca (Journal article; Peer reviewed, 2022)
      We provide a detailed analysis of the Gelfand integral on Fréchet spaces, showing among other things a Vitali theorem, dominated convergence and a Fubini result. Furthermore, the Gelfand integral commutes with linear ...

    • Valuating Forward Contracts in the Electricity Market using Partial Integro-differential Equations 

      Skogtrø, Bjørn Waage (Master thesis, 2007)
      e will evaluate forward contracts in the electricity market. A thorough presentation of stochastic analysis for processes with discontinuous paths are provided, and some results concerning these from mathematical finance ...