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Espen R. Jakobsen


Desember 2002

Professor of Mathematics

 Contact:
  +47-73 59 35 12   (office)
  +47-73 59 35 20   (IMF)
  +47-73 59 35 24   (fax)
  erj at math.ntnu.no  (e-mail)
 Office:
  Room 1148, SB II
  Alfred Getz vei 1
  Gløshaugen
 Address:
   Department of Mathematical Sciences
   NTNU
   NO-7491 Trondheim

Affiliation:
Department of Mathematical Sciences (IMF), the Differential Equations group.

Research:
  • Nonlinear Partial Differential Equations
    (Bellman, Isaacs, and Black-Scholes equations and non-local versions, fractional conservation laws...)
  • Mathematical theory of Viscosity Solutions/Weak Solutions
    (Existence, uniqueness, continuous dependence, regularity, approximation...)
  • Numerical Methods, Convergence, and Error Estimates
    (Finite difference, Semi-Lagrangian, and Galerkin methods ...)
  • Stochastic Control Theory, Mathematical Finance

  • Project:
    Integro-PDEs: Numerical methods, Analysis, and Applications to Finance
    Funded by eVita/ NFR.

    Publications:
    Publications and preprints    -    MathSciNet report

    Prizes:
    The Esso Prize at NTNU (2001), and the Carl-Erik Fröberg Prize (2006).

    Teaching:
    No teaching this semester.
    For Students:
    Master-, diplom- og fordypningsprosjektoppgaver.

     

    NTNU, 7491 Trondheim, tlf. 73 59 50 00. Kontakt oss Ansvarlig redaktør: Informasjonssjef Christian Fossen