Bernt Øksendal
Professor emeritus
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Matematisk institutt

Publikasjoner
- Agram, Nacira; Øksendal, Bernt & Hu, Yaozhong (2018). Mean-field backward stochastic differential equations and applications. arXiv.org. ISSN 2331-8422.
- Draouil, Olfa & Øksendal, Bernt (2018). Optimal insider control of stochastic partial differential equations. Stochastics and Dynamics. ISSN 0219-4937. 18(3) . doi: 10.1142/S0219493718500144 Fulltekst i vitenarkiv.
- Agram, Nacira & Øksendal, Bernt (2017). A Hida-Malliavin white noise calculus approach to optimal control. arXiv.org. ISSN 2331-8422.
- Agram, Nacira & Øksendal, Bernt (2017). Stochastic control of memory mean-field processes. Applied mathematics and optimization. ISSN 0095-4616. s 1- 24 . doi: 10.1007/s00245-017-9425-1 Fulltekst i vitenarkiv.
- Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2017). New approach to optimal control of stochastic Volterra integral equations. arXiv.org. ISSN 2331-8422.
- Dahl, Kristina Rognlien & Øksendal, Bernt (2017). Singular recursive utility. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 89(6-7), s 994- 1014 . doi: 10.1080/17442508.2017.1303067 Fulltekst i vitenarkiv.
- Hu, Yaozhong; Øksendal, Bernt & Sulem, Agnes Biacobroda (2017). Singular mean-field control games. Stochastic Analysis and Applications. ISSN 0736-2994. 35(5), s 823- 851 . doi: 10.1080/07362994.2017.1325745 Fulltekst i vitenarkiv.
- Øksendal, Bernt & Røse, Elin Engen (2017). A white noise approach to insider trading, In Takeyuki Hida & Ludwig Streit (ed.), Let Us Use White Noise. World Scientific. ISBN 978-981-3220-93-5. Kapittel 6. s 191 - 204 Fulltekst i vitenarkiv. Vis sammendrag
- Agram, Nacira & Øksendal, Bernt (2016). Model Uncertainty Stochastic Mean-Field Control. arXiv.org. ISSN 2331-8422.
- Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2016). Optimal control of forward-backward stochastic Volterra equations. arXiv.org. ISSN 2331-8422.
- Alvarez, Luis H.; Lungu, Edward & Øksendal, Bernt (2016). Optimal multi-dimensional stochastic harvesting with density-dependent prices. Afrika Matematika. ISSN 1012-9405. 27(3), s 427- 442 . doi: 10.1007/s13370-015-0357-0 Fulltekst i vitenarkiv.
- Dahl, Kristina Rognlien; Mohammed, Salah-Eldin; Øksendal, Bernt & Røse, Elin Engen (2016). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Journal of Functional Analysis. ISSN 0022-1236. 271(2), s 289- 329 . doi: 10.1016/j.jfa.2016.04.031 Fulltekst i vitenarkiv.
- Draouil, Olfa & Øksendal, Bernt (2016). Optimal insider control and semimartingale decompositions under enlargement of filtration. Stochastic Analysis and Applications. ISSN 0736-2994. 34(6), s 1045- 1056 . doi: 10.1080/07362994.2016.1200989 Fulltekst i vitenarkiv.
- Draouil, Olfa & Øksendal, Bernt (2016). Stochastic differential games with inside information. Infinite Dimensional Analysis Quantum Probability and Related Topics. ISSN 0219-0257. 19(3) . doi: 10.1142/S0219025716500168 Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2016). Dynamic robust duality in utility maximization. Applied mathematics and optimization. ISSN 0095-4616. s 1- 31 . doi: 10.1007/s00245-016-9329-5 Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2016). Optimal control of predictive mean-field equations and applications to finance. Springer Proceedings in Mathematics & statistics. ISSN 2194-1009. 138, s 301- 320 . doi: 10.1007/978-3-319-23425-0_12 Fulltekst i vitenarkiv. Vis sammendrag
- Øksendal, Bernt; Sulem, Agnes Biacobroda & Zhang, Tusheng (2016). A stochastic HJB equation for optimal control of forward-backward SDEs, In Mark Podolskij; Robert Stelzer; Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen. Springer Science+Business Media B.V.. ISBN 978-3-319-25824-9. Kapittel 20. s 435 - 446 Vis sammendrag
- Agram, Nacira & Øksendal, Bernt (2015). Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. Journal of Optimization Theory and Applications. ISSN 0022-3239. 167(3), s 1070- 1094 . doi: 10.1007/s10957-015-0753-5 Fulltekst i vitenarkiv.
- Draouil, Olfa & Øksendal, Bernt (2015). A Donsker delta functional approach to optimal insider control and applications to finance. Communications in Mathematics and Statistics. ISSN 2194-6701. 3(3), s 365- 421 . doi: 10.1007/s40304-015-0065-y Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnes Biacobroda (2015). Risk minimization in financial markets modeled by Itô-Lévy processes. Afrika Matematika. ISSN 1012-9405. 26(5-6), s 939- 979 . doi: 10.1007/s13370-014-0248-9 Fulltekst i vitenarkiv.
- Agram, Nacira & Øksendal, Bernt (2014). Infinite horizon optimal control of forward-backward stochastic differential equations with delay. Journal of Computational and Applied Mathematics. ISSN 0377-0427. 259, s 336- 349 . doi: 10.1016/j.cam.2013.04.048 Fulltekst i vitenarkiv.
- Corcuera, Jose Manuel; Di Nunno, Giulia; Farkas, Gergely & Øksendal, Bernt (2014). A continuous auction model with insiders and random time of information release. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. (3) Fulltekst i vitenarkiv.
- Fontana, Claudio; Øksendal, Bernt & Sulem, Agnes Biacobroda (2014). Market Viability and Martingale Measures under Partial Information. Methodology and Computing in Applied Probability. ISSN 1387-5841. Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sandal, Leif Kristoffer & Ubøe, Jan (2014). Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. Journal of Applied Probability. ISSN 0021-9002. 51A, s 213- 226 . doi: 10.1239/jap/1417528477 Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2014). Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty. Journal of Optimization Theory and Applications. ISSN 0022-3239. 161(1), s 22- 55 . doi: 10.1007/s10957-012-0166-7 Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnes Biacobroda (2014). Stochastic control of Itô-Lévy processes with applications to finance. Communications on Stochastic Analysis. ISSN 0973-9599. 8(1), s 1- 15 Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Mathematics of Operations Research. ISSN 0364-765X. 39(2), s 464- 486 . doi: 10.1287/moor.2013.0602 Fulltekst i vitenarkiv.
- Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2013). A maximum principle for infinite horizon delay equatations. SIAM Journal on Mathematical Analysis. ISSN 0036-1410. 45(4), s 2499- 2522 . doi: 10.1137/120882809 Fulltekst i vitenarkiv.
- Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2013). A maximum principle for infinite horizon delay equations. SIAM Journal on Mathematical Analysis. ISSN 0036-1410. 45, s 2499- 2522 . doi: 10.1137/120882809
- Agram, Nacira & Øksendal, Bernt (2013). Infinite horizon optimal control of forward-backward stochastic differential equations with delay. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. Fulltekst i vitenarkiv.
- Baghery, Fouzia; Haadem, Sven; Øksendal, Bernt & Turpin, Isabella (2013). Optimal stopping and stochastic control differential games for jump diffusions. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 85(1), s 85- 97 . doi: 10.1080/17442508.2011.652116 Fulltekst i vitenarkiv.
- Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2013). Maximum principles for jump diffusion processes with infinite horizon. Automatica. ISSN 0005-1098. 49(7), s 2267- 2275 . doi: 10.1016/j.automatica.2013.04.011 Fulltekst i vitenarkiv.
- Siegmund-Schultze, Reinhard & Øksendal, Bernt (2013). Johannes Lohne (1908-1993), den glemte norske nyoppdager av Thomas Harriot og frontkjemper for den tyske okkupasjonsmakten under 2. verdenskrig. Normat. ISSN 0801-3500. 61(1), s 18- 32
- Øksendal, Bernt; Sandal, Leif Kristoffer & Ubøe, Jan (2013). Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models. Journal of Economic Dynamics and Control. ISSN 0165-1889. 37(7), s 1284- 1299 . doi: 10.1016/j.jedc.2013.02.010 Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2013). A stochastic control approach to robust duality in utility maximization. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2013). A stochastic HJB equation for optimal control of forward-backward SDEs. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. Fulltekst i vitenarkiv.
- Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2012). Partially informed noise traders. Mathematics and Financial Economics. ISSN 1862-9679. 6(2), s 93- 104 . doi: 10.1007/s11579-012-0075-4 Fulltekst i vitenarkiv. Vis sammendrag
- Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2012). Strategic insider trading equilibrium: A filter theory approach. Afrika Matematika. ISSN 1012-9405. 23(2), s 145- 162 . doi: 10.1007/s13370-011-0026-x Fulltekst i vitenarkiv. Vis sammendrag
- Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2012). A MAXIMUM PRINCIPLE FOR INFINITE HORIZON DELAY EQUATIONS. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. 4 Fulltekst i vitenarkiv.
- Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2012). Maximum principles for jump diffusion processes with infinite horizon. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. April(3) Fulltekst i vitenarkiv.
- Meyer-Brandis, Thilo; Hu, Yaozhong; Øksendal, Bernt & Biagini, Francesca (2012). Insider trading equilibrium in a market with memory. Mathematics and Financial Economics. ISSN 1862-9679. 6, s 229- 247
- Meyer-Brandis, Thilo; Øksendal, Bernt & Zhou, Xunyu (2012). A mean-field stochastic maximum principle via Malliavin calculus. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 84(5-6), s 643- 666 . doi: 10.1080/17442508.2011.651619
- Øksendal, Bernt & Sulem, Agnes (2012). Singular stochastic control and optimal stopping with partial information of itô-lévy processes. SIAM Journal of Control and Optimization. ISSN 0363-0129. 50(4), s 2254- 2287 . doi: 10.1137/100793931 Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2012). Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs, In Tusheng Zhang & Xunyu Zhou (ed.), Stochastic Analysis and Applications to Finance. World Scientific. ISBN 978-981-4383-57-8. Artikkel.
- Øksendal, Bernt & Ta, An Thi Kieu (2012). A maximum principle for stochastic differential games with g-expectations and partial information. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 84(2-3), s 137- 155 . doi: 10.1080/17442508.2010.532875 Fulltekst i vitenarkiv.
- Øksendal, Bernt & Zhang, Tusheng (2012). Backward stochastic differential equations with respect to general filtrations and applications to insider finance. Communications on Stochastic Analysis. ISSN 0973-9599. 6(4), s 703- 722 Fulltekst i vitenarkiv.
- Aase, Knut Kristian; Bjuland, Terje & Øksendal, Bernt (2011). An anticipative linear filtering equation. Systems & control letters (Print). ISSN 0167-6911. 60(7), s 468- 471 . doi: 10.1016/j.sysconle.2011.04.001
- Aase, Knut Kristian; Bjuland, Terje & Øksendal, Bernt (2011). Insider trading with partially informed traders. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. (16) Fulltekst i vitenarkiv.
- Baghery, Fouzia; Haadem, Sven; Turpin, Isabella & Øksendal, Bernt (2011). Optimal stopping and stochastic control differential games for jump diffusions. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. . doi: 10.1080/17442508.2011.652116
- Di Nunno, Giulia; Pamen, Olivier Menoukeu; Øksendal, Bernt & Proske, Frank Norbert (2011). A general maximum principle for anticipative stochastic control and applications to insider trading, In Giulia Di Nunno & Bernt Øksendal (ed.), Advanced Mathematical Methods for Finance. Springer. ISBN 978-3-642-18411-6. Chapter. s 181 - 221
- Di Nunno, Giulia; Øksendal, Bernt; Menoukeu Pamen, Olivier & Proske, Frank Norbert (2011). Uniqueness of Decompositions of Skorohod-Semimartingales. Infinite Dimensional Analysis Quantum Probability and Related Topics. ISSN 0219-0257. 14(1), s 15- 24 . doi: 10.1142/S0219025711004274
- Federico, Salvatore & Øksendal, Bernt (2011). Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Potential Analysis. ISSN 0926-2601. 34(2), s 181- 198 . doi: 10.1007/s11118-010-9187-8
- Øksendal, Bernt; Aase, Knut & Bjuland, Terje (2011). Strategic insider trading equilibrium: A filter theory approach. Afrika Matematika. ISSN 1012-9405. 23(2), s 145- 162 . doi: 10.1007/s13370-011-0026-x Vis sammendrag
- Øksendal, Bernt; Sandal, Leif Kristoffer & Ubøe, Jan (2011). Stochastic Stackelberg equilibria with applications to time dependent newsvendor models. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2011). Portfolio optimization under model uncertainty and BSDE games. Quantitative finance (Print). ISSN 1469-7688. 11(11), s 1665- 1674 . doi: 10.1080/14697688.2011.615219
- Øksendal, Bernt & Sulem, Agnès (2011). Robust stochastic control and equivalent martingale measures, In Arturo Kohatsu-Higa; Nicolas Privault & Shuenn-Jyi Sheu (ed.), Stochastic Analysis with Financial Applications Hong Kong 2009. Springer. ISBN 978-3-0348-0096-9. part 1 - Bidrag til Vol.65 i serien "Progress in Probability". s 179 - 189
- Øksendal, Bernt; Sulem, Agnes & Zhang, Tusheng (2011). OPTIMAL CONTROL OF STOCHASTIC DELAY EQUATIONS AND TIME-ADVANCED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS. Advances in Applied Probability. ISSN 0001-8678. 43(2), s 572- 596
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2011). Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Prepint Series - Pure Mathematics. ISSN 0806-2439.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2011). Singular control of SPDEs and backward SPDEs with reflection. Prepint Series - Pure Mathematics. ISSN 0806-2439.
- Corcuera, José Manuel; Di Nunno, Giulia; Farkas, Gergely & Øksendal, Bernt (2010). Kyle-Back's model with Lévy noise. Prepint Series - Pure Mathematics. ISSN 0806-2439. 26
- Øksendal, Bernt & Sulem, Agnès (2010). An anticipative stochastic calculus approach to pricing in markets driven by Lévy processes. Communications on Stochastic Analysis. ISSN 0973-9599. 4(2), s 179- 199
- Øksendal, Bernt & Sulem, Agnès (2010). Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Preprint series (Universitetet i Oslo. Matematisk institutt). ISSN 0806-2439. (9)
- Øksendal, Bernt & Zhang, Tusheng (2010). Optimal control with partial information for stochastic Volterra equations. International Journal of Stochastic Analysis. ISSN 2090-3332. 2010 . doi: 10.1155/2010/329185 Fulltekst i vitenarkiv.
- Di Nunno, Giulia & Øksendal, Bernt (2009). Optimal portfolio, partial information and Malliavin calculus. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 81(3-4), s 303- 322 . doi: 10.1080/17442500902917979
- Di Nunno, Giulia; Øksendal, Bernt; Pamen, Olivier Menoukeu & Proske, Frank Norbert (2009). A general maximum principle for anticipative stochastic control and applications to insider trading. Prepint Series - Pure Mathematics. ISSN 0806-2439. (21)
- Di Nunno, Giulia; Øksendal, Bernt; Pamen, Olivier Menoukeu & Proske, Frank Norbert (2009). Uniqueness of Decompositions of Skorohod-Semimartingales. Prepint Series - Pure Mathematics. ISSN 0806-2439. (10)
- Di Nunno, Giulia; Øksendal, Bernt; Pamen, Olivier Menoukeu & Proske, Frank Norbert (2009). Uniqueness of Decompositions of Skorohod-Semimartingales. Prepint Series - Pure Mathematics. ISSN 0806-2439. (10)
- Øksendal, Bernt & Sulem, Agnès (2009). MAXIMUM PRINCIPLES FOR OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS. SIAM Journal of Control and Optimization. ISSN 0363-0129. 48(5), s 2945- 2976 Vis sammendrag
- Øksendal, Bernt & Sulem, Agnès (2009). Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. SIAM Journal of Control and Optimization. ISSN 0363-0129. 48(5), s 2945- 2976 . doi: 10.1137/080739781
- Øksendal, Bernt & Sulem, Agnès (2009). RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS. Mathematical Finance. ISSN 0960-1627. 19(4), s 619- 637
- Ta, An Thi Kieu & Øksendal, Bernt (2008). Maximum Principle for Stochastic Differential Games with Partial Information. Journal of Optimization Theory and Applications. ISSN 0022-3239. 139(3), s 463- 483 . doi: 10.1007/s10957-008-9398-y
- Di Nunno, Giulia & Øksendal, Bernt (ed.) (2011). Advanced Mathematical Methods for Finance. Springer. ISBN 978-3-642-18411-6. 536 s.
- Di Nunno, Giulia & Øksendal, Bernt (ed.) (2011). Advanced Mathematical Methods for Finance. Springer. ISBN 978-3-642-18411-6. 536 s.
- Holden, Helge; Øksendal, Bernt; Ubøe, Jan & Zhang, Tusheng (2010). Stochastic Partial Differential Equations. A Modeling, White Noise Functional Approach. Springer Science+Business Media B.V.. ISBN 978-0-387-89487-4. 305 s.
- Holden, Helge; Øksendal, Bernt; Ubøe, Jan & Zhang, Tusheng (2009). Stochastic Partial Differential Equations. Springer. ISBN 978-0-387-89487-4. 305 s.
- Di Nunno, Giulia; Øksendal, Bernt & Proske, Frank (2009). Malliavin Calculus for Lévy Processes with Applications to Finance. Springer. ISBN 9783540785712. 418 s. Vis sammendrag
- Di Nunno, Giulia; Øksendal, Bernt & Proske, Frank Norbert (2009). Malliavin Calculus for Lévy Processes and Applications to Finance. Springer. ISBN 978-3-540-78571-2. 413 s.
- Dahl, Kristina Rognlien & Øksendal, Bernt (2015). Singular recursive utility.
- Øksendal, Bernt & Sulem, Agnès (2015). Applications of stochastic analysis, In Nicholas J. Higham (ed.), The Princeton Companion to Applied Mathematics. Princeton University Press. ISBN 978-0-691-15039-0. IV.14. s 319 - 327
- Dahl, Kristina Rognlien; Øksendal, Bernt; Røse, Elin Engen & Mohammed, Salah-Eldin (2014). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). A comparison theorem for backward SPDEs with jumps.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2014). A comparison theorem for backward SPDEs with jumps.
- Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2011). Insider trading with partially informed traders. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 21. Vis sammendrag
- Biagini, Francesca; Meyer-Brandis, Thilo; Hu, Yaozhong & Øksendal, Bernt (2011). Insider trading equilibrium in a market with memory. Preprint series (Universitetet i Oslo. Matematisk institutt). 2011/7. Fulltekst i vitenarkiv.
- Øksendal, Bernt (2011). Mathematics and Finance: The Black-Scholes Option Pricing Formula and Beyond. Preprint series: Pure mathematics. 11. Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sandal, Leif Kristoffer & Ubøe, Jan (2011). Stochastic Stackelberg equilibria with applications to time dependent newsvendor models. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 9. Vis sammendrag
- Øksendal, Bernt & Sulem, Agnès (2011). Forward-backward SDE games and stochastic control under model uncertainty. Preprint series (Universitetet i Oslo. Matematisk institutt). August 2011. Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2011). Portfolio optimization under model uncertainty and BSDE games. Preprint series: Pure mathematics. 1. Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2011). Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Preprint series (Universitetet i Oslo. Matematisk institutt). 7. Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2011). Singular control of SPDEs and backward SPDEs with reflection. Preprint series (Universitetet i Oslo. Matematisk institutt). 8. Fulltekst i vitenarkiv.
- Aase, Knut K.; Bjuland, Terje & Øksendal, Bernt (2010). An anticipative linear filtering equation. Vis sammendrag
- Aase, Knut K.; Bjuland, Terje & Øksendal, Bernt (2010). Strategic Insider Trading Equilibrium: A Filter Theory Approach. Vis sammendrag
- Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2010). An anticipative linear filtering equation. Preprint series: Pure mathematics. 13. Fulltekst i vitenarkiv.
- Aase, Knut; Bjuland, Terje & Øksendal, Bernt (2010). Strategic Insider Trading Equilibrium: A Filter Theory Approach. Preprint series: Pure mathematics. 14. Fulltekst i vitenarkiv.
- Ta, An Thi Kieu & Øksendal, Bernt (2010). A Maximum Principle for Stochastic Differential Games with g–expectations and partial information. Preprint series: Pure mathematics. 4. Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2010). Robust stochastic control and equivalent martingale measures. Preprint series: Pure mathematics. 8. Fulltekst i vitenarkiv.
- Øksendal, Bernt & Sulem, Agnès (2010). Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Preprint series: Pure mathematics. 9. Fulltekst i vitenarkiv.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2010). Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Preprint series: Pure mathematics. 16. Fulltekst i vitenarkiv.
- Øksendal, Bernt (2009). Optimal control of PDEs and forward-backward SDEs, with applications to risk minimization.
- Øksendal, Bernt (2009). The Black-Scholes option pricing formula and beyond. Matilde, Dansk Matematisk Forening. 37, s 9- 14
Publisert 13. nov. 2010 14:34
- Sist endret 3. aug. 2017 10:00