Cristin

2018
1.	Agram, Nacira; Haadem, Sven; Øksendal, Bernt; Proske, Frank Norbert. Optimal stopping, randomized stopping and singular control with partial information flow. arXiv.org 2018 UiO Untitled

2.	Amine, Oussama; Banos, David; Proske, Frank Norbert. Regularity Properties of the Stochastic Flow of a Skew Fractional Brownian Motion. arXiv.org 2018 UiO Untitled

3.	Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem; Proske, Frank Norbert. A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling. arXiv.org 2018 UiO Untitled

4.	Baños, David; Di Nunno, Giulia; Haferkorn, Hannes Hagen; Proske, Frank Norbert. Stochastic functional differential equations and sensitivity to their initial path. I: Computation and Combinatorics in Dynamics, Stochastics and Control. Springer 2018 ISBN 978-3-030-01592-3. s. 37-70 NHH UiO Untitled

5.	Baños, David Ruiz; Duedahl, Sindre; Meyer-Brandis, Thilo; Proske, Frank Norbert. Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle. Annales de l'I.H.P. Probabilites et statistiques 2018 ;Volum 54.(3) s. 1464-1491 UiO Untitled

6.	Bauer, Martin; Meyer-Brandis, Thilo; Proske, Frank Norbert. Strong solutions of mean-field stochastic differential equations with irregular drift. Electronic Journal of Probability (EJP) 2018 ;Volum 23.(132) s. 1-35 UiO Untitled

7.	Pilipenko, Andrey; Proske, Frank Norbert. On a selection problem for small noise perturbation in the multidimensional case. Stochastics and Dynamics 2018 ;Volum 18.(6) UiO Untitled

8.	Pilipenko, Andrey; Proske, Frank Norbert. On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise. Statistics and Probability Letters 2018 ;Volum 132. s. 62-73 UiO Untitled