Ubøe, Jan

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:
Present:	Stochastic modeling

Selected publications:	Uncovering Preferences from Patient List Data using Benefit Efficient Models, forthcoming in Journal of Biomedical Science and Engineering (with Jostein Lillestøl). The spatial transferability of parameters in a gravity model of commuting flows, forthcoming in Journal of Transport Geography (with Gisle Kleppe, David McArthur and Inge Thorsen). A Micro-simulation Approach to Modelling Spatial Unemployment Disparities, forthcoming in Growth and Change (with David McArthur and Inge Thorsen). Quantification of preferences in markets, forthcoming in Journal of Mathematical Economics (with Kurt Jörnsten). Modeling Freight Markets for Coal, Maritime Economics and Logistics, Vol. 11, No. 3, 2009, pp. 289-301 (with Jonas Andersson, Kurt Jörnsten and Siri Pettersen Strandenes). Strategic pricing of commodities, Applied Mathematical Finance Vol. 16, No. 5, 2009, pp. 385-399 (with Kurt Jörnsten). An empirically based implementation and evaluation of a hierarchical model for commuting flows, forthcoming in Geographical Analysis (with Jens Petter Gitlesen, Gisle Kleppe and Inge Thorsen). Laboratory testing of spurious spatial structure in trip distribution models, Spatial Economic Analysis, Vol. 3, No. 3, 2008, pp. 361-372 (with Jens Petter Gitlesen and Inge Thorsen). Benefit efficient statistical distributions on patient lists, Journal of Health Economics, Vol. 26, No. 4, 2007, pp. 800-820 (with Jostein Lillestøl). Some Aspects on the Intraregional Spatial Distribution of Local Sector Activities, Annals of Regional Science, Vol. 40, No. 3, 2006, pp. 559-582 (with Arnstein Gjestland and Inge Thorsen). Wage payoffs and distance deterrence in the journey to work, Transportation Research: Part B, Vol. 38, No. 9, 2004, pp. 853-867 (with Paul Glenn and Inge Thorsen). Aggregation of Gravity Models for Journeys to Work, Environment and Planning A, Vol. 36, No. 4, 2004, pp. 715-729. Replication/Prediction Problems in the Journey to Work, Environment and Planning A, Vol. 36, No. 2, 2004, pp. 347-364 (with Kurt Jörnsten and Inge Thorsen). Modelling residential location choice in an area with spatial barriers, Annals of Regional Science, Vol. 36, No. 4, 2002, pp. 613-644 (with Inge Thorsen). Non-Robustness of some Impulse Control Problems with Respect to Intervention Costs, Stochastic Analysis & Applications, Vol. 20, No. 5, 2002, pp. 999-1026 (with Bernt Øksendal and Tusheng Zhang). Using the Donsker Delta function to compute hedging strategies, Potential Analysis, Vol. 14, nr 4, 2001, 351–374 (with Knut K. Aase and Bernt Øksendal). Measurements of ordinary and stochastic differential equations, Stochastic Processes and their Applications, Vol. 89, No.2, 2000, 315-331. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance, Finance & Stochastics, Vol. 4, No. 4, 2000, 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, 335-344, 1999. A network approach to commuting, Journal of Regional Science, Vol. 39, No.1, 1999, 73-101 (with Geir Nævdal and Inge Thorsen). Modeling Spatial Structures through Equilibrium States for Transition Matrices, Journal of Regional Science, Vol. 36, No.2, 171-196, 1996 (with Geir Nævdal and Inge Thorsen). A stability property of the stochastic heat equation, Stochastic Processes and their Applications, 60, 247-260, 1995 (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, 135-155, 1995 (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, 141-161, 1995 (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, 123-134, 1995 (with Jon Gjerde, Helge Holden, Bernt Øksendal and Tusheng Zhang). Gaussian tail estimates for Dirichlet processes, Stochastics and Stochastic Reports, Vol.52, 295-302, 1995 (with Tusheng Zhang). The pressure equation for fluid flow in a stochastic medium, Potential Analysis, 4, 655-674, 1995 (with Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang). Complex valued, multiparameter stochastic integrals, Journal of Theoretical Probability, Vol.8, No.3, 1995, 601-624. Stability properties of stochastic partial differential equations, Stochastic Analysis and Applications, 13(2), 177-204, 1995 (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 19, 119-141, 1994 (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, 439-456, 1994 (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, 149-159, 1993 (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, 123-148, 1993 (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, 29-67, 1993 (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 95, 391-419, 1993 (with Helge Holden, Tom Lindstrøm, Bernt Øksendal and Tusheng Zhang). Discrete Wick calculus and stochastic functional equations, Potential Analysis, 1, 291-306, 1992 (with Helge Holden, Tom Lindstrøm and Bernt Øksendal). Riemann integration on complex brownian paths, Stochastic Analysis and Applications, 10(3), 351-361, 1992. 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, Vol.1, 183-207, 1991/ 1992 (with Tom Lindstrøm and Bernt Øksendal). Stochastic differential equations involving positive noise, M. Barlow and N. Bingham (editors): Stochastic Analysis. Cambridge Univ. Press, 261-303, 1991/1992 (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, 156-172, 1991 (with Tom Lindstrøm and Bernt Øksendal). Integral operators on interpolation sets in Cⁿ, Complex Variables: Theory and Application 17, No.1-2, 105-109, 1991. Conformal martingales and analytic functions, Math. Scand. 60, 1987, 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).