Espen R. Jakobsen
- Semi-Lagrangian Schemes for Linear and Fully Non-Linear Diffustion Equations
2012/12/20 by Kristian Debrabant, Espen R. Jakobsen · 4 citations
Mathematics · Computer Science · #Differential Equations and Numerical Methods #Advanced Mathematical Modeling in Engineering #Mathematical Biology Tumor Growth
- The Liouville theorem and linear operators satisfying the maximum\n principle
2019/07/04 by Nathaël Alibaud, Alibaud, Nathaël, Félix del Teso +5 · 2 citations
Mathematics · Economics, Econometrics and Finance · #Mathematical and Theoretical Analysis #Stochastic processes and financial applications #Probability and Statistical Research
- On numerical methods and error estimates for degenerate fractional convection–diffusion equations
2013/11/08 by Simone Cifani, Espen R. Jakobsen · 2 citations
Mathematics · Computer Science · #Differential Equations and Numerical Methods #Fractional Differential Equations Solutions #Advanced Mathematical Modeling in Engineering
- Improved order 1/4 convergence for piecewise constant policy\n approximation of stochastic control problems
2019/01/04 by Espen R. Jakobsen, Athena Picarelli, Jakobsen, Espen R. +3 · 1 citation
Economics, Econometrics and Finance · #Climate Change Policy and Economics #FOS: Mathematics #Monetary Policy and Economic Impact #Probability (math.PR) #Stochastic processes and financial applications
- The master equation for mean field game systems with fractional and nonlocal diffusions
2023/05/30 by Espen R. Jakobsen, Jakobsen, Espen Robstad, Artur Rutkowski +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · Medicine · #35A01 #35A08 #35K08 #35K61 #35Q89 #35S10 #45K05 #46E15 #46G05 #49L12 #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Biology Tumor Growth #Mathematical and Theoretical Epidemiology and Ecology Models #Stochastic processes and financial applications
- A Deep BSDE approximation of nonlinear integro-PDEs with unbounded nonlocal operators
2024/07/12 by Espen R. Jakobsen, Jakobsen, Espen Robstad, Sehail Mazid +1 · 1 citation
Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Iterative Methods for Nonlinear Equations #Mathematical and Theoretical Analysis #Numerical Analysis (math.NA)
- A strongly degenerate fully nonlinear mean field game with nonlocal diffusion
2024/08/30 by Indranil Chowdhury, Chowdhury, Indranil, Espen R. Jakobsen +3 · 1 citation
Medicine · Mathematics · Engineering · #Mathematical and Theoretical Epidemiology and Ecology Models #Mathematical Biology Tumor Growth #Stability and Controllability of Differential Equations
- Long time behaviour of Mean Field Games with fractional diffusion
2025/05/09 by Olav Ersland, Espen R. Jakobsen, Ersland, Olav +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Nonlinear Partial Differential Equations