Thomas Önskog

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All published works

Action	Title	Year	Authors
+	Management strategies for run-of-river hydropower plants -an optimal switching approach	2020	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	Management strategies for run-of-river hydropower plants -an optimal switching approach	2020	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2018	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	Stochastic and partial differential equations on non-smooth time-dependent domains	2018	Niklas L. P. Lundström Thomas Önskog
+	Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2017	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+	Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching	2017	Niklas L. P. Lundström Marcus Olofsson Thomas Önskog
+ PDF Chat	An accurate treatment of diffuse reflection boundary conditions for a stochastic particle Fokker–Planck algorithm with large time steps	2015	Thomas Önskog Jun Zhang
+	Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains	2015	Kaj Nyström Thomas Önskog
+	Stochastic and partial differential equations on non-smooth time-dependent domains	2015	Niklas L. P. Lundström Thomas Önskog
+	Stochastic and partial differential equations on non-smooth time-dependent domains	2015	Niklas L. P. Lundström Thomas Önskog
+ PDF Chat	Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary	2013	Thomas Önskog
+	The Skorohod oblique reflection problem in time-dependent domains	2010	Kaj Nyström Thomas Önskog
+ PDF Chat	Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains	2010	Kaj Nyström Thomas Önskog
+ PDF Chat	On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains	2009	Kaj Nyström Thomas Önskog
+	and Weak Approximation of Stochastic Dierential Equations in Time-dependent Domains	2009	Thomas Önskog
+	Invariant Pseudodistances and Pseudometrics in Complex Analysis in Several Variables	2003	Thomas Önskog

Common Coauthors

Coauthor	Papers Together
Niklas L. P. Lundström	8
Marcus Olofsson	5
Kaj Nyström	3
Kaj Nyström	1
Jun Zhang	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations	1992	Cristina Costantini	5
+	The Skorohod oblique reflection problem in time-dependent domains	2010	Kaj Nyström Thomas Önskog	4
+	The Skorokhod problem in a time-dependent interval	2008	Krzysztof Burdzy Weining Kang Kavita Ramanan	4
+	Stochastic differential equations with reflecting boundary conditions	1984	Pierre‐Louis Lions Alain‐Sol Sznitman	4
+	On lipschitz continuity of the solution mapping to the skorokhod problem, with applications	1991	Paul Dupuis Hitoshi Ishii	4
+	Nonlinear oblique derivative problems for singular degenerate parabolic equations on a general domain	2004	Hitoshi Ishii Moto-Hiko Sato	3
+	Markov Processes: Characterization and Convergence.	1987	Andris Abakuks S. N. Ethier Thomas G. Kurtz	3
+	Stochastic differential equations with reflecting boundary condition in convex regions	1979	Hiroshi Tanaka	3
+ PDF Chat	Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes	2009	Imran H. Biswas Espen R. Jakobsen Kenneth H. Karlsen	2
+ PDF Chat	Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type	2013	Niklas L. P. Lundström Kaj Nyström Marcus Olofsson	2
+ PDF Chat	Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem	2012	Saïd Hamadène Marie-Amélie Morlais	2
+	L 2 Solvability and Representation by Caloric Layer Potentials in Time- Varying Domains	1996	Steven Hofmann John L. Lewis	2
+ PDF Chat	On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains	2009	Kaj Nyström Thomas Önskog	2
+ PDF Chat	Reflected Brownian Motion on an Orthant	1981	J. Michael Harrison Martin I. Reiman	2
+ PDF Chat	Finite-Horizon Optimal Multiple Switching with Signed Switching Costs	2016	Randall Martyr	2
+	On time dependent domains for the degenerate $$p$$ p -parabolic equation: Carleson estimate and Hölder continuity	2015	Benny Avelin	2
+	2D Navier–Stokes Equations in a Time Dependent Domain with Neumann Type Boundary Conditions	2008	Ján Filo Anna Zaušková	2
+ PDF Chat	A Finite Horizon Optimal Multiple Switching Problem	2009	Boualem Djehiche Saïd Hamadène Alexandre Popier	2
+ PDF Chat	Multi-dimensional BSDE with oblique reflection and optimal switching	2009	Ying Hu Shanjian Tang	2
+	On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary	1988	Paavo Salminen	2
+ PDF Chat	Viscosity solutions for a system of PDEs and optimal switching	2016	Brahim El Asri Imade Fakhouri	2
+	Viscosity solutions of fully nonlinear second order parabolic equations with $L^1$ dependence in time and Neumann boundary conditions	2008	Mariane Bourgoing	2
+ PDF Chat	The heat equation and reflected Brownian motion in time-dependent domains	2004	Krzysztof Burdzy Zhen-Qing Chen John Sylvester	2
+ PDF Chat	The heat equation and reflected Brownian motion in time-dependent domains.	2003	Krzysztof Burdzy Zhen-Qing Chen John Sylvester	2
+	User’s guide to viscosity solutions of second order partial differential equations	1992	Michael G. Crandall Hitoshi Ishii Pierre-Louis Lions	2
+	Second Order Parabolic Differential Equations	1996	Gary M. Lieberman	2
+	Two-Dimensional Euler Equations in a Time Dependent Domain	2000	Cheng He Ling Hsiao	2
+	Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations	2005	Kyoung-Sook Moon Anders Szepessy Raúl Tempone Georgios E. Zouraris	2
+	Perron’s method for Hamilton-Jacobi equations	1987	Hitoshi Ishii	2
+ PDF Chat	The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach	2009	Brahim El Asri Saïd Hamadène	2
+ PDF Chat	SDEs with Oblique Reflection on Nonsmooth Domains	1993	Paul Dupuis Hitoshi Ishii	2
+	Fully Non-linear Neumann Type Boundary Conditions for Second-Order Elliptic and Parabolic Equations	1993	Guy Barles	2
+ PDF Chat	Boundary regularity for degenerate and singular parabolic equations	2014	Anders Björn Jana Björn Ugo Gianazza Mikko Parviainen	2
+	Adaptive Monte Carlo Algorithms for Stopped Diffusion	2005	Anna Dzougoutov Kyoung-Sook Moon Erik von Schwerin Anders Szepessy Raúl Tempone	2
+	Lagrangian stochastic models with specular boundary condition	2014	Mireille Bossy Jean-François Jabir	1
+	An efficient particle Fokker–Planck algorithm for rarefied gas flows	2014	Hossein Gorji Patrick Jenny	1
+	A review on stochastic differential equations for applications in hydrology	1987	Byron A. Bodo Mary E. Thompson T. E. Unny	1
+ PDF Chat	A Note on Reflecting Brownian Motions	2002	Florin Soucaliuc Wendelin Werner	1
+ PDF Chat	Convex duality and the Skorokhod Problem. II	1999	Paul Dupuis Kavita Ramanan	1
+	Regulations dÉterminates et stochastiques dans le premier “orthant” de R<sup>N</sup>	1991	Alain Bernard Ahmed El Kharroubi	1
+	None	1998	Paul Dupuis Kavita Ramanan	1
+ PDF Chat	Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations	2007	Guy Barles Espen R. Jakobsen	1
+	Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem	1989	H. Meté Soner Steven E. Shreve	1
+ PDF Chat	Reflected Diffusion Processes with Jumps	1985	José‐Luis Menaldi Maurice Robin	1
+ PDF Chat	Weak Approximation of Obliquely Reflected Diffusions on Time-dependent Domains	2010	Kaj Nyström Thomas Önskog	1
+	Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness	2014	Niklas L. P. Lundström Kaj Nyström Marcus Olofsson	1
+	The method of layer potentials for the heat equation in time-varying domains	1995	John L. Lewis M. A. Murray	1
+	Fundamentals of complex analysis for mathematics, science, and engineering	1976	Edward B. Saff Arthur David Snider	1
+	On the stability of the linear Skorohod problem in an orthant	2002	Ahmed El Kharroubi Abdelghani Ben Tahar Abdelhak Yaacoubi	1
+ PDF Chat	SDEs with oblique reflections on nonsmooth domains	2008	Paul Dupuis Hitoshi Ishii	1