Espen Robstad Jakobsen
Department of Mathematical Sciences (Professor) - Norwegian University of Science and Technology
Contact information
Norges teknisk-naturvitenskapelige universitet
Website
http://www.math.ntnu.no/~erj/
Other
Street address
Department of Mathematical Sciences, NTNU, 7491 Trondheim, NORWAY
Website
Personal website
Academic disciplines
Analysis
Applied mathematics
Mathematics
Mathematic modelling and numerical methods
Subjects
Differential equations
Fractional and non-local differential equations
Fully non-linear partial differential equations
Mean field games
Numerical analysis
Partial differential equations
Stochastic analysis
Stochastic control theory
Projects
Viscosity methods, Hamilton-Jacobi-Bellman equations, and applications to finance
Discrete Models in Mathematical Analysis
Waves and Nonlinear Phenomena (WaNP)
Integro-PDEs: Numerical methods, Analysis, and Applications to Finance