lnu.sePublications
Change search
Refine search result
1234567 1 - 50 of 2088
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 1.
    Abdeljawad, Ahmed
    et al.
    Univ Turin, Italy.
    Cappiello, Marco
    Univ Turin, Italy.
    Toft, Joachim
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Pseudo-Differential Calculus in Anisotropic Gelfand-Shilov Setting2019In: Integral equations and operator theory, ISSN 0378-620X, E-ISSN 1420-8989, Vol. 91, no 3, article id UNSP 26Article in journal (Refereed)
    Abstract [en]

    We study some classes of pseudo-differential operators with symbols a admitting anisotropic exponential type growth at infinity. We deduce mapping properties for these operators on Gelfand-Shilov spaces. Moreover, we deduce algebraic and certain invariance properties of these classes.

  • 2.
    Abdeljawad, Ahmed
    et al.
    University of Turin, Italy.
    Coriasco, Sandro
    University of Turin, Italy.
    Toft, Joachim
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Liftings for ultra-modulation spaces, and one-parameter groups of Gevrey-type pseudo-differential operators2020In: Analysis and Applications, ISSN 0219-5305, E-ISSN 1793-6861 , Vol. 18, no 4, p. 523-583Article in journal (Refereed)
    Abstract [en]

    We deduce one-parameter group properties for pseudo-differential operators Op(a), where a belongs to the class Λ∗(ω0) of certain Gevrey symbols. We use this to show that there are pseudo-differential operators Op(a) and Op(b) which are inverses to each other, where a ∈ Λ∗(ω0) and b ∈ Λ∗(1/ω0). We apply these results to deduce lifting property for modulation spaces and construct explicit isomorphisms between them. For each weight functions ω,ω0 moderated by GRS submultiplicative weights, we prove that the Toeplitz operator (or localization operator) Tp(ω0) is an isomorphism from Mp,q(ω) to M(ω/ω0)p,q for every p,q ∈(0,∞]. © 2019 World Scientific Publishing Company.

  • 3.
    Abdeljawad, Ahmed
    et al.
    Austrian Acad Sci, Austria.
    Fernandez, Carmen
    Univ Valencia, Spain.
    Galbis, Antonio
    Univ Valencia, Spain.
    Toft, Joachim
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Uster, Ruya
    Istanbul Univ, Turkey.
    Characterizations of a class of Pilipovic spaces by powers of harmonic oscillator2020In: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas, ISSN 1578-7303, Vol. 114, no 3, p. 1-13, article id 131Article in journal (Refereed)
    Abstract [en]

    We show that a smooth function f on Rd belongs to the Pilipovic space H (Rd ) or the Pilipovic space H0,bσ (Rd ), if and only if the Lp norm of HN d f for N ≥ 0, satisfy certain types of estimates. Here Hd = |x|2 − Δx is the harmonic oscillator.

  • 4.
    Abdeljawad, Ahmed
    et al.
    University of Turin, Italy.
    Toft, Joachim
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Anisotropic Gevrey-Hörmander Pseudo-Differential Operators on Modulation Spaces2020In: Advances in Microlocal and Time-Frequency Analysis / [ed] P. Boggiatto, M. Cappiello, E. Cordero, S. Coriasco, G. Garello, A. Oliaro, J. Seiler, Birkhäuser Verlag, 2020, p. 1-20Chapter in book (Refereed)
  • 5.
    Abdul Salam, Parveena Shamim
    et al.
    Tu Kaiserslautern, Germany;Iit Madras, India.
    Bock, Wolfgang
    Tu Kaiserslautern, Germany.
    Klar, Axel
    Tu Kaiserslautern, Germany.
    Tiwari, Sudarshan
    Tu Kaiserslautern, Germany.
    Disease contagion models coupled to crowd motion and mesh-free simulation2021In: Mathematical Models and Methods in Applied Sciences, ISSN 0218-2025, Vol. 31, no 6, p. 1277-1295Article in journal (Refereed)
    Abstract [en]

    Modeling and simulation of disease spreading in pedestrian crowds have recently become a topic of increasing relevance. In this paper, we consider the influence of the crowd motion in a complex dynamical environment on the course of infection of the pedestrians. To model the pedestrian dynamics, we consider a kinetic equation for multi-group pedestrian flow based on a social force model coupled with an Eikonal equation. This model is coupled with a non-local SEIS contagion model for disease spread, where besides the description of local contacts, the influence of contact times has also been modeled. Hydrodynamic approximations of the coupled system are derived. Finally, simulations of the hydrodynamic model are carried out using a mesh-free particle method. Different numerical test cases are investigated, including uni- and bi-directional flow in a passage with and without obstacles.

  • 6.
    Abdullahu, Albinota
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Imsirovic, Elma
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Olika strategier inom bråk för att bidra till utvecklad kunskapsutveckling hos elever i grundskolan: Systematisk litteraturstudie2023Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesis
  • 7.
    Abidi, Hani
    et al.
    Esprit Sch Business, Tunisia.
    Oualaid, Abdelkarim
    Cadi Ayyad Univ, Morocco.
    Ouknine, Youssef
    Cadi Ayyad Univ, Morocco;Mohammed VI Polytech Univ, Morocco.
    Pettersson, Roger
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions2024In: Stochastic Analysis and Applications, ISSN 0736-2994, E-ISSN 1532-9356, Vol. 42, no 2, p. 98-120Article in journal (Refereed)
    Abstract [en]

    In this paper, we present the stability result of a spatial semi-discrete scheme to backward stochastic differential equations taking values in a Hilbert space. Under suitable assumptions of the final value and the drift, a convergence rate is established.

  • 8.
    Abidi, Hani
    et al.
    Univ Tunis El Manar, Tunisia.
    Pettersson, Roger
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach2020In: Computational and Applied Mathematics, ISSN 2238-3603, E-ISSN 1807-0302, Vol. 39, no 2, p. 1-11, article id 94Article in journal (Refereed)
    Abstract [en]

    In this paper, we present convergence results of a spatial semi-discrete approximation of a Hilbert space-valued backward stochastic differential equations with noise driven by a cylindrical Q-Wiener process. Both the solution and its space discretization are formulated in mild forms. Under suitable assumptions of the final value and the drift, a convergence rate is established.

  • 9. Accardi, L.
    et al.
    Khrennikov, Andrei
    Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
    Ohya, M.
    The problem of quantum-like representation in economy, cognitive science, and genetics2009In: Quantum Bio-Informatics II: from Quantum Information toBio-Informatics, Singapore: WSP , 2009, p. 1-8Chapter in book (Refereed)
  • 10. Accardi, Luigi
    et al.
    Khrennikov, Andrei
    Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
    Ohya, Masanori
    Quantum Markov Model for Data from Shafir-Tversky Experiments in Cognitive Psychology2009In: Open systems & information dynamics, ISSN 1230-1612, E-ISSN 1573-1324, Vol. 16, no 4, p. 371-385Article in journal (Refereed)
    Abstract [en]

    We analyze, from the point of view of quantum probability, statistical data from two interesting experiments, done by Shafir and Tversky [1, 2] in the domain of cognitive psychology. These are gambling experiments of Prisoner Dilemma type. They have important consequences for economics, especially for the justification of the Savage "Sure Thing Principle" [3] (implying that agents of the market behave rationally). Data from these experiments were astonishing, both from the viewpoint of cognitive psychology and economics and probability theory. Players behaved irrationally. Moreover, all attempts to generate these data by using classical Markov model were unsuccessful. In this note we show (by inventing a simple statistical test — generalized detailed balance condition) that these data are non-Kolmogorovian. We also show that it is neither quantum (i.e., it cannot be described by Dirac-von Neumann model). We proceed towards a quantum Markov model for these data.

  • 11.
    Accardi, Luigi
    et al.
    Univ Rome Torvergata, Italy.
    Khrennikov, Andrei
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Ohya, Masanori
    Tokyo Univ Sci, Japan.
    Tanaka, Yoshiharu
    Tokyo Univ Sci, Japan.
    Yamato, Ichiro
    Tokyo Univ Sci, Japan.
    Application of Non-Kolmogorovian Probability and Quantum Adaptive Dynamics to Unconscious Inference in Visual Perception Process2016In: Open systems & information dynamics, ISSN 1230-1612, E-ISSN 1573-1324, Vol. 23, no 2, article id 1650011Article in journal (Refereed)
    Abstract [en]

    Recently a novel quantum information formalism - quantum adaptive dynamics - was developed and applied to modelling of information processing by bio-systems including cognitive phenomena: from molecular biology (glucose-lactose metabolism for E.coli bacteria, epigenetic evolution) to cognition, psychology. From the foundational point of view quantum adaptive dynamics describes mutual adapting of the information states of two interacting systems (physical or biological) as well as adapting of co-observations performed by the systems. In this paper we apply this formalism to model unconscious inference: the process of transition from sensation to perception. The paper combines theory and experiment. Statistical data collected in an experimental study on recognition of a particular ambiguous figure, the Schroer stairs, support the viability of the quantum(-like) model of unconscious inference including modelling of biases generated by rotation-contexts. From the probabilistic point of view, we study (for concrete experimental data) the problem of contextuality of probability, its dependence on experimental contexts. Mathematically contextuality leads to non-Komogorovness: probability distributions generated by various rotation contexts cannot be treated in the Kolmogorovian framework. At the same time they can be embedded in a "big Kolmogorov space" as conditional probabilities. However, such a Kolmogorov space has too complex structure and the operational quantum formalism in the form of quantum adaptive dynamics simplifies the modelling essentially.

  • 12.
    Achek, Jennie
    Linnaeus University, Faculty of Science and Engineering, School of Computer Science, Physics and Mathematics.
    Geometri: Hur lärare undervisar i geometri i de tidigare skolåren2012Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    A number of both international and national enquires shows that Swedish pupils are getting worse results in mathematics. One area that’s frequently pointed out is geometry. This enquiry intends to find out how the subject of geometry has developed in the Swedish school and witch methods and concepts teachers who teach in preschool and the early school years grade use in their teaching. This enquiry is based upon eight semi structured interviews and from studying previous curriculums. The result shows that teachers use a great deal of concepts and methods in their teaching but that there are a need for further education among teachers. The enquiry also shows that the significance of the subject has changed over time.

    Download full text (pdf)
    fulltext
    Download full text (pdf)
    fulltext
  • 13.
    ACHEK, JENNIE ANNA
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics. Växjö Islamiska skola.
    Berglund, Elin
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Språkstörning i Matematikens Värld: En studie i hur speciallärare i matematik arbetar språkutvecklande med elever med speciella utbildningsbehov i matematik som samtidigt har språkstörning.2023Independent thesis Advanced level (professional degree), 60 credits / 90 HE creditsStudent thesis
    Abstract [sv]

    Syftet med vår studie är att bidra med kunskap om på vilket sätt speciallärare arbetar språkutvecklande med elever med speciella utbildningsbehov i matematik och som samtidigt har språkstörning. Tidigare forskning visar att språkstörning har stor inverkan på elevers kunskpasinhämtning i matematik om de samtidigt har SUM. Studien genomfördes med semistrukturerade djupintervjuer, Resultaten har bearbetats mot tidigare forskning. Vi fann att alla speciallärare vi intervjuat arbetatde på ett språkutvecklande sätt i matematikundervisningen. Trots att speciallärarna hade olika kunskap om språkstörning arbetade de alla på liknande sätt med språkutveckling i matematiken.

    Download full text (pdf)
    fulltext
  • 14.
    Adenier, Guillaume
    Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
    Local Realist Approach and Numerical Simulations of Nonclassical Experiments in Quantum Mechanics2008Doctoral thesis, monograph (Other academic)
    Abstract [en]

    Local Realist Approach and Numerical Simulations of Nonclassical Experiments in Quantum Mechanics was constructed.

  • 15.
    Adenier, Guillaume
    et al.
    INRiM, Italy.
    Khrennikov, Andrei
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Test of the no-signaling principle in the Hensen loophole-free CHSH experiment2017In: Fortschritte der Physik, ISSN 0015-8208, E-ISSN 1521-3978, Vol. 65, no 9, article id 1600096Article in journal (Refereed)
    Abstract [en]

    We analyze the data from the loophole-free CHSH experiment performed by Hensen et al., and show that it is actually not exempt of an important loophole. By increasing the size of the sample of event-ready detections, one can exhibit in the experimental data a violation of the no-signaling principle with a statistical significance at least similar to that of the reported violation of the CHSH inequality, if not stronger. The data from the loophole-free CHSH experiment performed by Hensen et al. are analysed, It is shown that it is actually not exempt of an important loophole. By increasing the size of the sample of event-ready detections, one can exhibit in the experimental data a violation of the no-signaling principle with a statistical significance at least similar to that of the reported violation of the CHSH inequality, if not stronger.

  • 16.
    Adenier, Guillaume
    et al.
    University of Oslo, Norway.
    Watanabe, Noboru
    Tokyo University of Science, Japan.
    Basieva, Irina
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Khrennikov, Andrei
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Multiple-photon absorption attack on entanglement-based quantum key distribution protocols2013In: Quantum Bio-Informatics V: Proceedings of the Quantum Bio-Informatics 2011 : Tokyo University of Science, Japan, 7 – 12 March 2011 / [ed] Luigi Accardi, Wolfgang Freudenberg, Masanori Ohya, Singapore: World Scientific, 2013, Vol. 30, p. 171-180Conference paper (Refereed)
    Abstract [en]

    We propose a multiple-photon absorption attack on Quantum Key Distribution protocols. In this attack, the eavesdropper (Eve) is in control of the source and sends pulses correlated in polarization (but not entangled) containing several photons at frequencies for which only multiple-photon absorptions are possible in Alice's and Bob's detectors. Whenever the number of photons from one pulse are dispatched in insufficient number to trigger a multiple-photon absorption in either channel, the pulse remains undetected. We show that this simple feature is enough to reproduce the type of statistics on the detected pulses that are considered as indicating a secure quantum key distribution in entangled-based protocols, even though the source is controlled by Eve, and we discuss possible countermeasures.

  • 17.
    Adolfsson, Rebekka
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Zetterlund, Ulrika
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Singaporematematik ur ett specialpedagogiskt perspektiv: Lärares beskrivning av arbetet med Singaporematematik2022Independent thesis Advanced level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Denna kvalitativa studie, med en tematisk analys av nio lärares beskrivningar av Singaporematematik, har som syfte att redogöra för lärares erfarenheter ur ett specialpedagogiskt perspektiv och vad Singaporematematiken kan tillföra den specialpedagogiska verksamheten. Metoden har varit semistrukturerade intervjuer och urvalet har skett genom redan tidigare kända kontakter med kriteriet att lärarna ska ha erfarenhet av att arbeta med Singaporematematik och elever i matematiksvårigheter. Urvalsmetoden kan benämnas som snöbollsurval. Analysen av resultatet visar att lärarna i huvudsak beskriver sin undervisning ur ett relationellt perspektiv med kategoriska inslag. Lärarnas engagemang och intresse för undervisning, matematik och elevers lärande är det som i grunden är viktigt. När lärarna beskriver synen på elevernas lärande visar resultatet att Singaporematematik enligt analysen kan leda till djupare förståelse, ökad motivation och engagemang hos eleverna. Blockmodellen förklaras som ett visuellt verktyg som lärarna beskriver kan fungera som en hjälp för eleverna i bryggan mellan det konkreta och det abstrakta. Vår slutsats är att Singaporematematik kan tillföra den specialpedagogiska verksamheten en tydlig struktur, ökad kommunikation i klassrummet, gemensamt lärande, differentierad undervisning och stöd för eleverna att vandra mellan olika representationsformer. Dock behöver inte denna undervisning benämnas Singaporematematik och undervisningen behöver inte vara kopplat till något speciellt läromedel.

    Download full text (pdf)
    Självständigt arbete
  • 18.
    Adolfsson, Tea
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Nilsson, Linnéa
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Molazem Ehtesham Olsson, Nadja
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Jag blir motiverad när...: En kvantitativ studie om vilka multiplikationsmetoder som motiverar elever i årskurs 52020Independent thesis Advanced level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Den här empiriska forskningsrapporten riktar in sig på vilka metoder samt vilka inre och yttre faktorer som motiverar elever till att träna multiplikation. Undersökningen har genomförts på två skolor i årskurs 5. Forskningsmetoden som tillämpats för att besvara frågeställningarna är av kvantitativ karaktär och utgörs av en enkät. Syftet med enkäten var att lyfta fram vilka metoder som är mest motiverande för eleverna när de räknar multiplikation samt vilka faktorer som bidrar till motivationen. Resultatet visade att metoderna digitala verktyg och algoritm motiverade eleverna i en större utsträckning än övriga metoder som efterfrågades. I resultatet framgår det av eleverna att de inre motivationsfaktorerna är av större betydelse än de yttre när de räknar multiplikation. Det visar sig också finnas ett visst samband mellan metoderna och den inre motivationen.

    Download full text (pdf)
    fulltext
  • 19.
    Aerts, Diederik
    et al.
    Brussels Free University, Belgium.
    Khrennikov, AndreiLinnaeus University, Faculty of Technology, Department of Mathematics.Melucci, MassimoUniversity of Padova, Italy.Bourama, ToniHoward University, USA.
    Quantum-Like Models for Information Retrieval and Decision-Making2019Collection (editor) (Refereed)
    Abstract [en]

    Recent years have been characterized by tremendous advances in quantum information and communication, both theoretically and experimentally. In addition, mathematical methods of quantum information and quantum probability have begun spreading to other areas of research, beyond physics. One exciting new possibility involves applying these methods to information science and computer science (without direct relation to the problems of creation of quantum computers). 

    The aim of this Special Volume is to encourage scientists, especially the new generation (master and PhD students), working in computer science and related mathematical fields to explore novel possibilities based on the mathematical formalisms of quantum information and probability.  The contributing authors, who hail from various countries, combine extensive quantum methods expertise with real-world experience in application of these methods to computer science. The problems considered chiefly concern quantum information-probability based modeling in the following areas: information foraging; interactive quantum information access; deep convolutional neural networks; decision making, quantum dynamics; open quantum systems; and theory of contextual probability. 

    The book offers young scientists (students, PhD, postdocs) an essential introduction to applying the mathematical apparatus of quantum theory to computer science, information retrieval, and information processes. 

  • 20.
    Aghababa, Somayeh
    Linnaeus University, Faculty of Engineering and Technology, Department of Mathematics.
    Extremal dependency:The GARCH(1,1) model and an Agent based model2013Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    This thesis focuses on stochastic processes and some of their properties are investigated which are necessary to determine the tools, the extremal index and the extremogram. Both mathematical tools measure extremal dependency within random time series. Two different models are introduced and related properties are discussed. The probability function of the Agent based model is surveyed explicitly and strong stationarity is proven. Data sets for both processes are simulated and clustering of the data is investigated with two different methods. Finally an estimation of the extremogram is used to interpret dependency of extremes within the data.

    Download full text (pdf)
    fulltext
  • 21.
    Agram, Nacira
    University of Oslo, Norway;University of Biskra, Algeria.
    Dynamic risk measure for BSVIE with jumps and semimartingale issues2019In: Stochastic Analysis and Applications, ISSN 0736-2994, E-ISSN 1532-9356, Vol. 37, no 3, p. 361-376Article in journal (Refereed)
    Abstract [en]

    Risk measure is a fundamental concept in finance and in the insuranceindustry. It is used to adjust life insurance rates. In this article,we will study dynamic risk measures by means of backward stochasticVolterra integral equations (BSVIEs) with jumps. We prove a comparisontheorem for such a type of equations. Since the solution of aBSVIEs is not a semimartingale in general, we will discuss some particularsemimartingale issues.

  • 22.
    Agram, Nacira
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Stochastic optimal control of McKean-Vlasov equations with anticipating law2019In: Afrika Matematika, ISSN 1012-9405, E-ISSN 2190-7668, Vol. 30, no 5-6, p. 879-901Article in journal (Refereed)
    Abstract [en]

    We are interested in Pontryagin’s stochastic maximum principle of controlled McKean–Vlasov stochastic differential equations. We allow the law to be anticipating, in the sense that, the coefficients (the drift and the diffusion coefficients) depend not only of the solution at the current time t, but also on the law of the future values of the solution PX(t+δ)" role="presentation">PX(t+δ), for a given positive constant δ" role="presentation">δ. We emphasise that being anticipating w.r.t. the law of the solution process does not mean being anticipative in the sense that it anticipates the driving Brownian motion. As an adjoint equation, a new type of delayed backward stochastic differential equations (BSDE) with implicit terminal condition is obtained. By using that the expectation of any random variable is a function of its law, our BSDE can be written in a simple form. Then, we prove existence and uniqueness of the solution of the delayed BSDE with implicit terminal value, i.e. with terminal value being a function of the law of the solution itself.

  • 23.
    Agram, Nacira
    et al.
    University of Oslo, Norway;University of Mohamed Khider, Algeria.
    Bachouch, Achref
    University of Oslo, Norway.
    Oksendal, Bernt
    University of Oslo, Norway.
    Proske, Frank
    University of Oslo, Norway.
    Singular Control Optimal Stopping of Memory Mean-Field Processes2019In: SIAM Journal on Mathematical Analysis, ISSN 0036-1410, E-ISSN 1095-7154, Vol. 51, no 1, p. 450-468Article in journal (Refereed)
    Abstract [en]

    The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory; (ii) reflected advanced mean-field backward stochastic differential equations; and (iii) optimal stopping of mean-field stochastic differential equations. More specifically, we do the following: (1) We prove the existence and uniqueness of the solutions of some reflected advanced memory backward stochastic differential equations; (2) we give sufficient and necessary conditions for an optimal singular control of a memory mean-field stochastic differential equation (MMSDE) with partial information; and (3) we deduce a relation between the optimal singular control of an MMSDE and the optimal stopping of such processes.

  • 24.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Choutri, Salah Eddine
    New York Univ Abu Dhabi, United Arab Emirates.
    Mean-field FBSDE and optimal control2021In: Stochastic Analysis and Applications, ISSN 0736-2994, E-ISSN 1532-9356, Vol. 39, no 2, p. 235-251Article in journal (Refereed)
    Abstract [en]

    We study optimal control for mean-field forward-backward stochastic differential equations with payoff functionals of mean-field type. Sufficient and necessary optimality conditions in terms of a stochastic maximum principle are derived. As an illustration, we solve an optimal portfolio with mean-field risk minimization problem.

  • 25.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Djehiche, Boualem
    KTH Royal instute of technology, Sweden.
    On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems2021In: Systems & control letters (Print), ISSN 0167-6911, E-ISSN 1872-7956, Vol. 155, article id 104989Article in journal (Refereed)
    Abstract [en]

    We introduce a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We prove existence and uniqueness by a fixed point argument and derive a comparison result. Moreover, we show how the solution of our problem is related to a time-inconsistent optimal stopping problem and derive an optimal strategy. 

    Download full text (pdf)
    fulltext
  • 26.
    Agram, Nacira
    et al.
    University of Oslo, Norway.
    Engen Rose, Elin
    University of Biskra, Algeria.
    Optimal control of forward–backward mean-field stochastic delayed systems2018In: Afrika Matematika, ISSN 1012-9405, E-ISSN 2190-7668, Vol. 29, no 1-2, p. 149-174Article in journal (Refereed)
    Abstract [en]

    We study methods for solving stochastic control problems of systems offorward–backward mean-field equations with delay, in finite and infinite time horizon.Necessary and sufficient maximum principles under partial information are given. The resultsare applied to solve a mean-field recursive utility optimal problem.

  • 27.
    Agram, Nacira
    et al.
    University Med Khider, Algeria.
    Haadem, Sven
    University of Oslo, Norway.
    Oksendal, Bernt
    University Med Khider, Algeria.
    Proske, Frank
    University of Oslo, Norway.
    A maximum principle for infinite horizon delay equations2013In: SIAM Journal on Mathematical Analysis, ISSN 0036-1410, E-ISSN 1095-7154, Vol. 45, no 4, p. 2499-2522Article in journal (Refereed)
    Abstract [en]

    We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. We illustrate our results with an application to the optimal consumption rate from an economic quantity.

  • 28.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Haadem, Sven
    Univ Oslo, Norway.
    Øksendal, Bernt
    Univ Oslo, Norway.
    Proske, Frank
    Univ Oslo, Norway.
    Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow2022In: Theory of Probability and its Applications, ISSN 0040-585X, E-ISSN 1095-7219, Vol. 66, no 4, p. 601-612Article in journal (Refereed)
    Abstract [en]

    The purpose of this paper is twofold. First, we extend the well-known relation between optimal stopping and randomized stopping of a given stochastic process to a situation where the available information flow is a filtration with no a priori assumed relation to the filtration of the process. We call these problems optimal stopping and randomized stopping with general information. we introduce a special singular stochastic control problem with general information and show that this is also equivalent to the partial information optimal stopping and randomized stopping problems. Then we show that the solution of this singular control problem can be expressed in terms of partial information variational inequalities.

  • 29.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Haadem, Sven
    University of Oslo, Norway.
    Øksendal, Bernt
    University of Oslo, Norway.
    Proske, Frank
    University of Oslo, Norway.
    Optimal stopping, randomized stopping and singular control with partial information flowManuscript (preprint) (Other academic)
    Abstract [en]

    The purpose of this paper is two-fold: We extend the well-known relation between optimal stopping and randomized stopping of a given stochastic process to a situation where the available information flow is a sub-filtration of the filtration of the process. We call these problems optimal stopping and randomized stopping with partial information. Following an idea of Krylov [K] we introduce a special singular stochastic control problem with partial information and show that this is also equivalent to the partial information optimal stopping and randomized stopping problems. Then we show that the solution of this singular control problem can be expressed in terms of (partial information) variational inequalities, which in turn can be rewritten as a reflected backward stochastic differential equation (RBSDE) with partial information.

  • 30.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Hilbert, Astrid
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Øksendal, Bernt
    University of Oslo, Norway.
    Singular control of SPDEs with space-mean dynamics2020In: Mathematical Control & Related Fields, ISSN 2156-8472, Vol. 10, no 2, p. 425-441Article in journal (Refereed)
    Abstract [en]

    We consider the problem of optimal singular control of a stochastic partial differential equation (SPDE) with space-mean dependence. Such systems are proposed as models for population growth in a random environment. We obtain sufficient and necessary maximum principles for such control problems. The corresponding adjoint equation is a reflected backward stochastic partial differential equation (BSPDE) with space-mean dependence. We prove existence and uniqueness results for such equations. As an application we study optimal harvesting from a population modelled as an SPDE with space-mean dependence.

  • 31.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics. University Med Khider, Algeria.
    Hu, Yaozhong
    University of Alberta, Canada;University of Oslo, Norway.
    Øksendal, Bernt
    University of Oslo, Norway.
    Mean-field backward stochastic differential equations and applicationsManuscript (preprint) (Other academic)
    Abstract [en]

    In this paper we study the mean-field backward stochastic differential equations (mean-field bsde) of the form

    dY (t) = −f(t, Y (t), Z(t), K(t, ·), E[ϕ(Y (t), Z(t), K(t, ·))])dt + Z(t)dB(t) + R R0 K(t, ζ)N˜(dt, dζ),

    where B is a Brownian motion, N˜ is the compensated Poisson random measure. Under some mild conditions, we prove the existence and uniqueness of the solution triplet (Y, Z, K). It is commonly believed that there is no comparison theorem for general mean-field bsde. However, we prove a comparison theorem for a subclass of these equations.When the mean-field bsde is linear, we give an explicit formula for the first component Y (t) of the solution triplet. Our results are applied to solve a mean-field recursive utility optimization problem in finance.

  • 32.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Oksendal, Bernt
    Univ Oslo, Norway.
    A financial market with singular drift and no arbitrage2021In: Mathematics and Financial Economics, ISSN 1862-9679, E-ISSN 1862-9660, Vol. 15, p. 477-500Article in journal (Refereed)
    Abstract [en]

    We study a financial market where the risky asset is modelled by a geometric Ito-Levy process, with a singular drift term. This can for example model a situation where the asset price is partially controlled by a company which intervenes when the price is reaching a certain lower barrier. See e.g. Jarrow and Protter (J Bank Finan 29:2803-2820, 2005) for an explanation and discussion of this model in the Brownian motion case. As already pointed out by Karatzas and Shreve (Methods of Mathematical Finance, Springer, Berlin, 1998) (in the continuous setting), this allows for arbitrages in the market. However, the situation in the case of jumps is not clear. Moreover, it is not clear what happens if there is a delay in the system. In this paper we consider a jump diffusion market model with a singular drift term modelled as the local time of a given process, and with a delay theta>0 in the information flow available for the trader. We allow the stock price dynamics to depend on both a continuous process (Brownian motion) and a jump process (Poisson random measure). We believe that jumps and delays are essential in order to get more realistic financial market models. Using white noise calculus we compute explicitly the optimal consumption rate and portfolio in this case and we show that the maximal value is finite as long as theta>0. This implies that there is no arbitrage in the market in that case. However, when theta goes to 0, the value goes to infinity. This is in agreement with the above result that is an arbitrage when there is no delay. Our model is also relevant for high frequency trading issues. This is because high frequency trading often leads to intensive trading taking place on close to infinitesimal lengths of time, which in the limit corresponds to trading on time sets of measure 0. This may in turn lead to a singular drift in the pricing dynamics. See e.g. Lachapelle et al. (Math Finan Econom 10(3):223-262, 2016) and the references therein.

  • 33.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Oksendal, Bernt
    University of Oslo, Norway.
    Introduction to White Noise, Hida-Malliavin Calculus and ApplicationsManuscript (preprint) (Other academic)
    Abstract [en]

    The purpose of these lectures is threefold: We first give a short survey of the Hida white noise calculus, and in this context we introduce the Hida-Malliavin derivative as a stochastic gradient with values in the Hida stochastic distribution space (S. We show that this Hida-Malliavin derivative defined on L2(FT,P) is a natural extension of the classical Malliavin derivative defined on the subspace D1,2 of L2(P). The Hida-Malliavin calculus allows us to prove new results under weaker assumptions than could be obtained by the classical theory. In particular, we prove the following: (i) A general integration by parts formula and duality theorem for Skorohod integrals, (ii) a generalised fundamental theorem of stochastic calculus, and (iii) a general Clark-Ocone theorem, valid for all F∈L2(FT,P). As applications of the above theory we prove the following: A general representation theorem for backward stochastic differential equations with jumps, in terms of Hida-Malliavin derivatives; a general stochastic maximum principle for optimal control; backward stochastic Volterra integral equations; optimal control of stochastic Volterra integral equations and other stochastic systems.

  • 34.
    Agram, Nacira
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics. Univ Oslo, Norway.
    Oksendal, Bernt
    Univ Oslo, Norway.
    Mean-field stochastic control with elephant memory in finite and infinite time horizon2019In: Stochastics: An International Journal of Probablitiy and Stochastic Processes, ISSN 1744-2508, E-ISSN 1744-2516, Vol. 91, no 7, p. 1041-1066Article in journal (Refereed)
    Abstract [en]

    Our purpose of this paper is to study stochastic control problems for systems driven by mean-field stochastic differential equations with elephant memory, in the sense that the system (like the elephants) never forgets its history. We study both the finite horizon case and the infinite time horizon case. In the finite horizon case, results about existence and uniqueness of solutions of such a system are given. Moreover, we prove sufficient as well as necessary stochastic maximum principles for the optimal control of such systems. We apply our results to solve a mean-field linear quadratic control problem. For infinite horizon, we derive sufficient and necessary maximum principles. As an illustration, we solve an optimal consumption problem from a cash flow modelled by an elephant memory mean-field system.

  • 35.
    Agram, Nacira
    et al.
    University of Oslo, Norway;University of Biskra, Algeria.
    Oksendal, Bernt
    University of Oslo, Norway.
    Model uncertainty stochastic mean-field control2019In: Stochastic Analysis and Applications, ISSN 0736-2994, E-ISSN 1532-9356, Vol. 37, no 1, p. 36-56Article in journal (Refereed)
    Abstract [en]

    We consider the problem of optimal control of a mean-field stochasticdifferential equation (SDE) under model uncertainty. The model uncertaintyis represented by ambiguity about the law LðXðtÞÞ of the stateX(t) at time t. For example, it could be the law LPðXðtÞÞ of X(t) withrespect to the given, underlying probability measure P. This is the classicalcase when there is no model uncertainty. But it could also be thelaw LQðXðtÞÞ with respect to some other probability measure Q or,more generally, any random measure lðtÞ on R with total mass 1. Werepresent this model uncertainty control problem as a stochastic differentialgame of a mean-field related type SDE with two players. Thecontrol of one of the players, representing the uncertainty of the lawof the state, is a measure-valued stochastic process lðtÞ and the controlof the other player is a classical real-valued stochastic process u(t).This optimal control problem with respect to random probability processeslðtÞ in a non-Markovian setting is a new type of stochastic controlproblems that has not been studied before. By constructing a newHilbert space M of measures, we obtain a sufficient and a necessarymaximum principles for Nash equilibria for such games in the generalnonzero-sum case, and for saddle points in zero-sum games. As anapplication we find an explicit solution of the problem of optimal consumptionunder model uncertainty of a cash flow described by amean-field related type SDE.

  • 36.
    Agram, Nacira
    et al.
    University of Oslo, Norway;University of Biskra, Algeria.
    Øksendal, Bernt
    University of Oslo, Norway.
    A Hida-Malliavin white noise calculus approach to optimal control2018In: Infinite Dimensional Analysis Quantum Probability and Related Topics, ISSN 0219-0257, Vol. 21, no 3, article id 1850014Article in journal (Refereed)
    Abstract [en]

    The classical maximum principle for optimal stochastic control states that if a control û is optimal, then the corresponding Hamiltonian has a maximum at u = û. The first proofs for this result assumed that the control did not enter the diffusion coefficient. Moreover, it was assumed that there were no jumps in the system. Subsequently, it was discovered by Shige Peng (still assuming no jumps) that one could also allow the diffusion coefficient to depend on the control, provided that the corresponding adjoint backward stochastic differential equation (BSDE) for the first-order derivative was extended to include an extra BSDE for the second-order derivatives. In this paper, we present an alternative approach based on Hida-Malliavin calculus and white noise theory. This enables us to handle the general case with jumps, allowing both the diffusion coefficient and the jump coefficient to depend on the control, and we do not need the extra BSDE with second-order derivatives. The result is illustrated by an example of a constrained linear-quadratic optimal control.

  • 37.
    Agram, Nacira
    et al.
    University Med Khider, Algeria.
    Øksendal, Bernt
    University of Oslo, Norway.
    Infinite horizon optimal control of forward–backward stochastic differential equations with delay2014In: Journal of Computational and Applied Mathematics, ISSN 0377-0427, E-ISSN 1879-1778, Vol. 259, no Part B, p. 336-349Article in journal (Refereed)
    Abstract [en]

    We consider a problem of optimal control of an infinite horizon system governed by forward–backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in infinite horizon are derived. We illustrate our results by an application to a problem of optimal consumption with respect to recursive utility from a cash flow with delay.

  • 38.
    Agram, Nacira
    et al.
    University Med Khider, Algeria.
    Øksendal, Bernt
    University of Oslo, Norway.
    Malliavin calculus and optimal control of stochastic Volterra equations2015In: Journal of Optimization Theory and Applications, ISSN 0022-3239, E-ISSN 1573-2878, Vol. 167, no 3, p. 1070-1094Article in journal (Refereed)
    Abstract [en]

    Solutions of stochastic Volterra (integral) equations are not Markov processes, and therefore, classical methods, such as dynamic programming, cannot be used to study optimal control problems for such equations. However, we show that using Malliavin calculus, it is possible to formulate modified functional types of maximum principle suitable for such systems. This principle also applies to situations where the controller has only partial information available to base her decisions upon. We present both a Mangasarian sufficient condition and a Pontryagin-type maximum principle of this type, and then, we use the results to study some specific examples. In particular, we solve an optimal portfolio problem in a financial market model with memory.

  • 39.
    Agram, Nacira
    et al.
    University of Oslo, Norway.
    Øksendal, Bernt
    Univeristy of Oslo, Norway.
    Stochastic control of memory mean-field processes2019In: Applied mathematics and optimization, ISSN 0095-4616, E-ISSN 1432-0606, Vol. 79, no 1, p. 181-204Article in journal (Refereed)
    Abstract [en]

    By a memory mean-field process we mean the solution X(&#x22C5;)" role="presentation">X(⋅) of a stochastic mean-field equation involving not just the current state X(t) and its law L(X(t))" role="presentation">L(X(t)) at time t,  but also the state values X(s) and its law L(X(s))" role="presentation">L(X(s)) at some previous times s&lt;t." role="presentation">s<t. Our purpose is to study stochastic control problems of memory mean-field processes. We consider the space M" role="presentation">M of measures on R" role="presentation">R with the norm ||&#x22C5;||M" role="presentation">||⋅||M introduced by Agram and Øksendal (Model uncertainty stochastic mean-field control. arXiv:1611.01385v5, [2]), and prove the existence and uniqueness of solutions of memory mean-field stochastic functional differential equations. We prove two stochastic maximum principles, one sufficient (a verification theorem) and one necessary, both under partial information. The corresponding equations for the adjoint variables are a pair of (time-advanced backward stochastic differential equations (absdes), one of them with values in the space of bounded linear functionals on path segment spaces. As an application of our methods, we solve a memory mean–variance problem as well as a linear–quadratic problem of a memory process.

  • 40.
    Agram, Nacira
    et al.
    University of Oslo, Norway;University Mohamed Knider of Biskra, Algeria.
    Øksendal, Bernt
    University of Oslo, Norway.
    Yakhlef, Samia
    University Mohamed Khider of Biskra, Algeria.
    New approach to optimal control of stochastic Volterra integral equations2019In: Stochastics: An International Journal of Probablitiy and Stochastic Processes, ISSN 1744-2508, E-ISSN 1744-2516, Vol. 91, no 6, p. 873-894Article in journal (Refereed)
    Abstract [en]

    We study optimal control of stochastic Volterra integral equations(SVIE) with jumps by using Hida-Malliavin calculus.

    • We give conditions under which there exist unique solutions ofsuch equations.

    • Then we prove both a sufficient maximum principle (a verificationtheorem) and a necessary maximum principle via Hida-Malliavincalculus.

    • As an application we solve a problem of optimal consumptionfrom a cash flow modelled by an SVIE.

  • 41.
    Ahijado, Susana
    Linnaeus University, Board of Education Science.
    Hur används den utökade resursen till matematikämnet i grundskolan?2014Independent thesis Basic level (university diploma), 10 credits / 15 HE creditsStudent thesis
    Download full text (pdf)
    fulltext
  • 42.
    Ahlberg, Sandra
    Linnaeus University, Faculty of Science and Engineering, School of Computer Science, Physics and Mathematics.
    Elevers möjlighet att utveckla matematiska förmågor utifrån läromedlet Pixel2012Student paper other, 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Syftet med arbetet är att ta reda på i vilken utsträckning elever ges förutsättningar att utveckla de olika förmågor som beskrivs i kursplanen för ämnet matematik, LGR11, när undervisningen bygger på ett vanligt förekommande läromedel, Pixel. Metoden är kvalitativ och det har skett en textanalys på geometriavsnitten i läromedlet. De förmågor som eleverna når upp till är att använda sig av olika matematiska begrepp, samt att formulera och lösa problem. Eleverna har goda möjligheter att själva kunna välja olika sätt att lösa uppgifter. De får även kunskap att förstå och använda olika uttrycksformer. Eleverna uppmuntras inte med hjälp av detta läromedel, att föra egna matematiska diskussioner. 

    Download full text (pdf)
    fulltext
  • 43.
    Ahlgren Veinfors, Elin
    et al.
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Lang, Karolina
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Andersson, Malin
    Linnaeus University, Faculty of Technology, Department of Mathematics.
    Matematisk fallenhet, problemlösning och motivation: En systematisk litteraturstudie om hur problemlösning kan motivera elever med matematisk fallenhet2019Independent thesis Advanced level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    I denna systematiska litteraturstudie fokuseras elever med fallenhet för matematik, problemlösning samt motivation och sambanden mellan dessa. Syftet med studien är att kartlägga hur elever med matematisk fallenhet kan utmärka sig, att undersöka hur problemlösning kan utmana och utveckla dessa elever samt att undersöka sambanden mellan elever med matematisk fallenhet, problemlösning och motivation. För att besvara studiens syfte samt frågeställningar baseras studien på ett flertal vetenskapliga publikationer som har analyserats utifrån tre teoretiska perspektiv. Studiens resultatanalys visar på flera utmärkande drag hos elever med matematisk fallenhet, vissa mer förekommande än andra. Resultatanalysen i studien redogör även för kännetecken för problemlösningsuppgifter, med vilka faser en problemlösningsuppgift kan lösas samt hur arbete med problemlösning kan bidra till utmaning och fortsatt utveckling hos elever med matematisk fallenhet. Avslutningsvis redogör studiens resultatanalys för sambandet mellan elever med matematisk fallenhet, problemlösning och motivation. Studien visar att motivationen hos elever med matematisk fallenhet ökar vid arbete med problemlösning.

    Download full text (pdf)
    fulltext
  • 44.
    Ahlqvist, Susanne
    et al.
    Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
    Johansson, Maria
    Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
    Matematik från grunden: sortering och klassificering med de yngsta barnen i förskolan2009Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Syftet med examensarbetet är att med hjälp av enkätintervjuer och observationer få mer kunskap om hur man arbetar med sortering och klassificering med de yngsta barnen i förskolan. Vi har intervjuat arbetslag som nyligen fått kompetensutveckling i matematik. I vår bakgrund har vi utifrån ett teoretiskt perspektiv förklarat sortering och klassificering, pedagogens roll samt den pedagogiska miljön samt hur dessa faktorer kan påverka barns matematiska förmåga.  Resultatet visar att det förekommer mycket sortering och klassificering i verksamheten på förskolor i vardagsmatematiken. Pedagogerna i undersökningen menar att de vill ha mer kunskap om matematiska begrepp för att på ett bättre sätt ge barnen kunskap i matematik. Undersökningen visar hur betydelsefull pedagogen är och denna roll är inte alltid pedagogerna ute i verksamheten medvetna om.

    Download full text (pdf)
    FULLTEXT01
  • 45.
    Ahmad, Qadeer
    Linnaeus University, Faculty of Science and Engineering, School of Computer Science, Physics and Mathematics.
    CUBIC CONGRUENCE EQUATIONS2012Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
    Abstract [en]

    Let Nm(f(x)) denote the number of solutions of the congruence equation f(x)≡0 (modm), where m≥2 is any composite integer and f(x) is a cubic polynomial. In this thesis, we use different theorems and corollaries to find a number of solutions of the congruence equations without solving then we also construct the general expression of corresponding congruence equations to demonstrate the solutions of the equations. In this thesis, we use Mathematica software as a tool.

    Download full text (pdf)
    fulltext
  • 46.
    Ahmed, Waqas
    Linnaeus University, Faculty of Social Sciences, Department of Education and Teacher's Practice.
    Hur gick det till när nyanlända elever lärde sig algebra i Sverige jämfört med deras hemland?: En kvalitativ studie av nyanlända elevers uppfattningar om genomgångar, arbetssätt och arbetsuppgifter inom svensk matematikundervisning2018Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Syftet med studien är att kartlägga nyanlända gymnasieelevers uppfattningar om genomgångar, arbetssätt och arbetsuppgifter inom svensk matematikundervisning jämfört med matematikundervisningen i deras hemland. Elevintervjuer med 5 elever, som kombineras med klassrumsobservationer, gjordes för att samla in data. Studien befinner sig på elevnivå och resultat visar att det finns skillnader mellan Sveriges och hemlandets matematikundervisning. Eleverna tycker att matematikundervisning i Sverige är mer givande och omfattande är hemlandets. De är nöjda med lärarens inställning i klassrummet.

    Det framkommer också att eleverna känner sig begränsade på grund av språk brister i det svenska språket. På grund av sina språk brister visade eleverna rädslan att bli utskrattade och utpekade av sina klasskamrater. Studien kan vara en hjälp för lärarna som undervisar nyanlända elever om hur eleverna upplever matematikundervisning i Sverige och vilken inverkan med skillnader har på dem. 

    Download full text (pdf)
    fulltext
  • 47. Alam, Moudud
    et al.
    Carling, Kenneth
    Dalarna University, Sweden.
    Chen, Rui
    Liang, Yuli
    Stockholm University, Sweden.
    How to determine the progression of young skiers?2008In: CHANCE: New Directions for Statistics and Computing, ISSN 0933-2480, Vol. 21, no 4, p. 13-19Article in journal (Refereed)
  • 48. Albeverio, S.
    et al.
    Cianci, R.
    Khrennikov, Andrei
    Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
    Operator calculus for p-adic valued symbols and quantization2009In: Rendicoti Del Seminario Matematico, ISSN 0373-1243, Vol. 67, no 2, p. 137-150Article in journal (Refereed)
    Abstract [en]

    The aim of this short review is to attract the attention of the pseudo-differentialcommunity to possibilities in the development of operator calculus for symbols (dependingon p-adic conjugate variables) taking values in fields of p-adic numbers. Essentials of thiscalculus were presented in works of the authors of this paper in order to perform p-adic valuedquantization. Unfortunately, this calculus still has not attracted a great deal of attentionfrom pure mathematicians, although it opens new and interesting domains for the theory ofpseudo-differential operators.

  • 49. Albeverio, S
    et al.
    Khrennikov, Andrei
    Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
    Shelkovich, M
    Nonlinear singular problems of $p$-adic analysis: associative algebras of $p$-adic distributions2005In: Izvestiya. Mathematics, ISSN 1064-5632, E-ISSN 1468-4810, Vol. 69, no 2, p. 221-263Article in journal (Refereed)
  • 50. Albeverio, S
    et al.
    Khrennikov, Andrei
    Linnaeus University, Faculty of Science and Engineering, School of Computer Science, Physics and Mathematics.
    Shelkovich, V
    Theory of p-adic distributions: linear and nonlinear models2010Book (Refereed)
1234567 1 - 50 of 2088
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf