Jan Ubøe

 

E-mail:

Jan.Uboe@nhh.no

Telephone:

+47 55 95 99 78

Fax:

+47 55 95 96 50

Title:

Professor, dr. scient., University of Oslo 1987

Nationality:

Norwegian


Teaching areas:
  • Mathematics

  • Statistics

  • Insurance Mathematics


Research areas:
  • Stochastic Modeling


Selected publications:
  • Employment, transport infrastructure and rural depopulation: a new spatial equilibrium model, to appear in Environment and Planning A (with David MacArthur and Inge Thorsen).

  • Stackelberg equilibria in a continuous time vertical contracting model with uncertain demand and  delayed  information, Journal of Applied Probability, 2014, 51A (Special - Celebrating 50 Years of the Applied Probability Trust) (with Øksendal, Bernt, and Sandal, Leif K.).

  • Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models, Journal of Economic Dynamics and Control, 2013, 37(7), 1284-1299 (with Bernt Øksendal and Leif K. Sandal).

  • A maximum entropy approach to the newsvendor problem with partial information, European Journal of Operational Research, 2013, 228(1), 190-200 (with Jonas Andersson, Kurt Jörnsten, Sigrid Lise Nonås and Leif K. Sandal).

  • Mixed contracts for the newsvendor problem with real options and discrete demand, OMEGA, 2013, 41(5), 809-819 (with Kurt Jörnsten, Sigrid Lise Nonås and Leif K. Sandal).

  • The impact of monetary costs on commuting flows, Papers in Regional Science, 2013, 92(1), 69-86 (with David McArthurGisle Kleppe and Inge Thorsen).

  • Some aspects of random utility, extreme value theory and multinomial logit models, Stochastics: An International Journal of Probability and Stochastic Processes 2012, 84(2-3), 425-435 (with Jonas Andersson).

  • Transfer of risk in the newsvendor model with discrete demand, OMEGA, 2012, 40(3), 404-414 (with Kurt Jörnsten, Sigrid Lise Nonås and Leif K. Sandal).

  • Labour market effects in assessing the costs and benefits of road pricing, Transportation Research A, 2012, 46(2), 310-321 (with David McArthur and Inge Thorsen).

  • The spatial transferability of parameters in a gravity model of commuting flows, Journal of Transport Geography, 2011, 19(4), 596-605 (with Gisle KleppeDavid McArthur and Inge Thorsen).

  • Patient allocations in general practice in case of patients' preferences for gender of doctor and their unavailability, BMC Research Notes 2011, 4:112 (with Jostein Lillestøl, Yngve Rønsen, and Per Hjortdahl).

  • Uncovering Preferences from Patient List Data using Benefit Efficient Models, Journal of Biomedical Science and Engineering, 2010, 3(8), 799-806 (with Jostein Lillestøl).

  • A Micro-simulation Approach to Modelling Spatial Unemployment Disparities, Growth and Change, 2010, 41(3), 374-402 (with David McArthur and Inge Thorsen).

  • Quantification of preferences in markets, Journal of Mathematical Economics, 2010, 46(4), 453-466 (with Kurt Jörnsten).

  • An empirically based implementation and evaluation of a hierarchical model for commuting flows, Geographical Analysis, 2010, 42(3), 267-287 (with Jens Petter Gitlesen, Gisle Kleppe and Inge Thorsen).

  • Modeling Freight Markets for Coal, Maritime Economics and Logistics, 2009, 11(3), 289-301 (with Jonas AnderssonKurt Jörnsten and Siri Pettersen Strandenes).

  • Strategic pricing of commodities, Applied Mathematical Finance, 2009, 16(5), 385-399 (with Kurt Jörnsten).

  • Laboratory testing of spurious spatial structure in trip distribution models, Spatial Economic Analysis, 2008, 3(3), 361-372 (with Jens Petter Gitlesen and Inge Thorsen).

  • Benefit efficient statistical distributions on patient lists, Journal of Health Economics, 2007, 26(4), 800-820 (with Jostein Lillestøl).

  • Some Aspects on the Intraregional Spatial Distribution of Local Sector Activities, Annals of Regional Science, 2006, 40(3), 559-582 (with Arnstein Gjestland and Inge Thorsen).

  • Wage payoffs and distance deterrence in the journey to work, Transportation Research: Part B, 2004, 38(9), 853-867 (with Paul Glenn and Inge Thorsen).

  • Aggregation of Gravity Models for Journeys to Work, Environment and Planning A, 2004, 36(4), 715-729.

  • Replication/Prediction Problems in the Journey to Work, Environment and Planning A, 2004, 36(2), 347-364 (with Kurt Jörnsten and Inge Thorsen).

  • Modelling residential location choice in an area with spatial barriers, Annals of Regional Science, 2002, 36(4), 613-644 (with Inge Thorsen).

  • Non-Robustness of some Impulse Control Problems with Respect to Intervention Costs, Stochastic Analysis & Applications, 2002, 20(5), 999-1026 (with Bernt Øksendal and Tusheng Zhang).

  • Using the Donsker Delta function to compute hedging strategies, Potential Analysis, 2001, 14(4), 351-374 (with Knut K. Aase and Bernt Øksendal).

  • Measurements of ordinary and stochastic differential equations, Stochastic Processes and their Applications, 2000, 89(2), 315-331.

  • White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance, Finance & Stochastics, 2000, 4(4), 465-496 (with Knut K. Aase, Bernt Øksendal and Nicolas Privault).

  • Measurement methods related to differential equations, M. Grosser, G. Hörmann, M. Kunzinger and M. Oberguggenberger (editors): Non-linear Theory of Generalized Functions, Chapmann & Hall, 1999, 335-344.

  • A network approach to commuting, Journal of Regional Science, 1999, 39(1), 73-101 (with Geir Nævdal and Inge Thorsen).

  • Modeling Spatial Structures through Equilibrium States for Transition Matrices, Journal of Regional Science, 1996, 36(2), 171-196 (with Geir Nævdal and Inge Thorsen).

  • A stability property of the stochastic heat equation, Stochastic Processes and their Applications, 1995, 60, 247-260 (with Tusheng Zhang).

  • Wick products of complex valued random variables, H. Körezlioglu, Bernt Øksendal and A. S. Ustunel (editors): Stochastic Analysis and Related Topics, Vol. V, Birkhäuser, 1995, 135-155 (with Fred E. Benth, Bernt Øksendal and Tusheng Zhang).

  • The stochastic Wick-type Burgers equation, A. Etheridge (editor): Stochastic Partial Differential Equations, London Mathematical Society, 1995, 141-161 (with Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • An equation modelling transport of a substance in a stochastic medium, E. Bolthansen, M. Dozzi and F. Russo (editors): Seminar on Stochastic Analysis, Random Fields and Applications, Birkhäuser, 1995, 123-134 (with Jon Gjerde, Helge Holden, Bernt Øksendal and Tusheng Zhang).

  • Gaussian tail estimates for Dirichlet processes, Stochastics and Stochastic Reports, 1995, 52(3), 295-302 (with Tusheng Zhang).

  • The pressure equation for fluid flow in a stochastic medium, Potential Analysis, 1995, 4, 655-674 (with Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • Complex valued, multiparameter stochastic integrals, Journal of Theoretical Probability, 1995, 8(3), 601-624.

  • Stability properties of stochastic partial differential equations, Stochastic Analysis and Applications, 1995, 13(2), 177-204 (with Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • The Burgers equation with a noisy force and the stochastic heat equation, Communications of Partial Differential Equations 1994, 19, 119-141 (with Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • Inverse powers of white noise, M. G. Cranston and M. A. Pinsky (editors): Stochastic Analysis, Proceedings of Symposia in Pure Mathematics, AMS, 1994, 439-456 (with Yaozhong Hu, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • A comparison experiment for Wick multiplication and ordinary multiplication, Tom Lindstrøm, Bernt Øksendal and A. S. Ustunel (editors): Stochastic Analysis and Related Topics, Gordon & Breach, 1993, 149-159 (with Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • Discrete Wick Products, Tom Lindstrøm, Bernt Øksendal and A. S. Ustunel (editors): Stochastic Analysis and Related Topics, Gordon & Breach, 1993, 123-148 (with Helge Holden, Tom Lindstrøm and Bernt Øksendal).

  • The Wick product, H.Niemi et al. (editors): Frontiers in Pure and Applied Probability, TVP Publishers, Moskow, 1993, 29-67 (with Håkon Gjessing, Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • Stochastic boundary value problems. A white noise functional approach, Probability Theory and Related Fields 1993, 95(3), 391-419 (with Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang).

  • Discrete Wick calculus and stochastic functional equations, Potential Analysis, 1992, 1(3), 291-306 (with Helge Holden, Tom Lindstrøm and Bernt Øksendal).

  • Riemann integration on complex brownian paths, Stochastic Analysis and Applications, 1992, 10(3), 351-361.

  • Wick multiplication and Ito-Skorohod stochastic differential equations, S. Albeverio et. al. (editors): Ideas and Methods in Mathematical Analysis, Stochastics and Applications, Cambridge Univ. Press, 1991/1992, 1, 183-207  (with Tom Lindstrøm and Bernt Øksendal).

  • Stochastic differential equations involving positive noise, M. Barlow and N. Bingham (editors): Stochastic Analysis. Cambridge Univ. Press, 1991/1992, 261-303 (with Tom Lindstrøm and Bernt Øksendal).

  • Stochastic modelling of fluid flow in porous media, S. Chen, J. Yong (editors): Control Theory, Stochastic Analysis and Applications, World Scientific, 1991, 156-172 (with Tom Lindstrøm and Bernt Øksendal).

  • Integral operators on interpolation sets in Cn, Complex Variables: Theory and Application, 1991, 17(1-2), 105-109.

  • Conformal martingales and analytic functions, Math. Scand., 1987, 60, 292-309.


Books:

  • Statistikk for økonomifag (Norwegian), Gyldendal, Oslo, 2004 (with Kjell Jørgensen).

  • Matematiske Metoder II (Norwegian), NKI, Oslo, 2000 (with Arne Stray).

  • Matematiske Metoder I (Norwegian), NKI, Oslo, 1999 (with Arne Stray).

  • Diskret Matematikk og Lineær Algebra (Norwegian), NKI, Oslo, 1997 (with Arne Stray).

  • Stochastic Partial Differential Equations - A Modeling, White Noise Functional Approach, Birkhäuser, Boston, 1996 (with Helge Holden, Bernt Øksendal and Tusheng Zhang).


 

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