Bernt Øksendal
Professor Emeritus
-
Department of Mathematics

Norwegian version of this page
Email
oksendal@math.uio.no
Phone
+47 22855913
Room
1021
Username
Visiting address
Moltke Moes vei 35
Niels Henrik Abels hus
0851 OSLO
Postal address
Postboks 1053 Blindern
0316 Oslo
Publications
- Agram, Nacira; Bachouch, Achref; Øksendal, Bernt & Proske, Frank Norbert (2019). Singular control and optimal stopping of memory mean-field processes. SIAM Journal on Mathematical Analysis. ISSN 0036-1410. 51(1), s 450- 468 . doi: 10.1137/18M1174787
- Agram, Nacira; Hilbert, Astrid & Øksendal, Bernt (2019). Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields. ISSN 2156-8472. . doi: 10.3934/mcrf.2020004 Full text in Research Archive.
- Agram, Nacira & Øksendal, Bernt (2019). Mean-field stochastic control with elephant memory in infinite time horizon. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 91(7), s 1041- 1066 . doi: 10.1080/17442508.2019.1635600 Full text in Research Archive.
- Agram, Nacira & Øksendal, Bernt (2019). Model uncertainty stochastic mean-field control. Stochastic Analysis and Applications. ISSN 0736-2994. 37(1), s 36- 56 . doi: 10.1080/07362994.2018.1499036 Full text in Research Archive.
- Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2019). New approach to optimal control of stochastic Volterra integral equations. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 91(6), s 873- 894 . doi: 10.1080/17442508.2018.1557186 Full text in Research Archive.
- Draouil, Olfa & Øksendal, Bernt (2019). A white noise approach to optimal insider control of systems with delay. Journal of Mathematical Analysis and Applications. ISSN 0022-247X. 476(1), s 101- 119 . doi: 10.1016/j.jmaa.2019.02.065 Full text in Research Archive.
- Draouil, Olfa & Øksendal, Bernt (2019). Viable insider markets. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 91(7), s 959- 973 . doi: 10.1080/17442508.2019.1612895 Full text in Research Archive.
- Agram, Nacira; Haadem, Sven; Øksendal, Bernt & Proske, Frank Norbert (2018). Optimal stopping, randomized stopping and singular control with partial information flow. arXiv.org. ISSN 2331-8422.
- Agram, Nacira; Hilbert, Astrid & Øksendal, Bernt (2018). SPDEs with Space-Mean Dynamics. arXiv.org. ISSN 2331-8422. . doi: 10.3934/mcrf.2020004
- Agram, Nacira; Hu, Yaozhong & Øksendal, Bernt (2018). Mean-field backward stochastic differential equations and applications. arXiv.org. ISSN 2331-8422.
- Agram, Nacira & Øksendal, Bernt (2018). A Hida-Malliavin white noise calculus approach to optimal control. Infinite Dimensional Analysis Quantum Probability and Related Topics. ISSN 0219-0257. 21(3), s 1850014-1- 1850014-21 . doi: 10.1142/S0219025718500145 Full text in Research Archive.
- Agram, Nacira & Øksendal, Bernt (2018). Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon. arXiv.org. ISSN 2331-8422. . doi: 10.1080/17442508.2019.1635600
- Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2018). Optimal control of forward-backward stochastic Volterra equations, In Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume. European Mathematical Society Publishing House. ISBN 978-3-03719-186-6. Artikkel 3. s 3 - 36
- Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt & Paczka, Krzysztof Jaroslaw (2018). Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk. ISSN 2095-9672. 3 . doi: 10.1186/s41546-018-0033-z
- Draouil, Olfa & Øksendal, Bernt (2018). Optimal insider control of stochastic partial differential equations. Stochastics and Dynamics. ISSN 0219-4937. 18(1) . doi: 10.1142/S0219493718500144 Full text in Research Archive.
- Dumitrescu, Roxana; Øksendal, Bernt & Sulem, Agnès (2018). Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps. Journal of Optimization Theory and Applications. ISSN 0022-3239. 176(3), s 559- 584 . doi: 10.1007/s10957-018-1243-3
- Dumitrescu, Roxana; Øksendal, Bernt & Sulem, Agnès (2018). Stochastic control of general mean-field SPDEs with jumps. Journal of Optimization Theory and Applications. ISSN 0022-3239. 176(3), s 559- 584 . doi: 10.1007/s10957-018-1243-3 Full text in Research Archive.
- Hu, Yaozhong & Øksendal, Bernt (2018). Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications. ISSN 0304-4149. 129(2), s 626- 633 . doi: 10.1016/j.spa.2018.03.016 Full text in Research Archive.
- 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 Full text in Research Archive.
- Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2017). New approach to optimal control of stochastic Volterra integral equations. arXiv.org. ISSN 2331-8422. s 1- 22 . doi: 10.1080/17442508.2018.1557186
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive. Show summary
- Agram, Nacira & Øksendal, Bernt (2016). Model Uncertainty Stochastic Mean-Field Control. arXiv.org. ISSN 2331-8422. . doi: 10.1080/07362994.2018.1499036
- Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2016). Optimal control of forward-backward stochastic Volterra equations. arXiv.org. ISSN 2331-8422. . doi: 10.4171/186-1/1
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- Øksendal, Bernt & Sulem, Agnès (2016). Optimal control of predictive mean-field equations and applications in finance, In Fred Espen Benth & Giulia Di Nunno (ed.), Stochastics of Environmental and Financial Economics. Springer Science+Business Media B.V.. ISBN 978-3-319-23424-3. Part II: Applications.
- Øksendal, Bernt & Sulem, Agnès (2016). Optimal control of predictive mean-field equations and applications to finance. Springer Proceedings in Mathematics & Statistics. ISSN 2194-1017. 138, s 301- 320 . doi: 10.1007/978-3-319-23425-0_12 Full text in Research Archive. Show summary
- 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 Show summary
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2016). A stochastic HJBI 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. In Honour of Ole E. Barndorff-Nielsen on his 80th Birthday.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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. Part IV: Areas of Applied Mathematics.
- 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 Full text in Research Archive.
- Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2015). A comparison theorem for backward SPDEs with jumps, In Zhen-Qing Chen (ed.), Festscrift Masatoshi Fukushima. World Scientific. ISBN 978-9814596527. In Honor of Masatoshi Fukushima's Sanju.
- 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 Full text in Research Archive.
- 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) Full text in Research Archive.
- 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. . doi: 10.1007/s11009-014-9397-4 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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. . doi: 10.1016/j.cam.2013.04.048 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 Full text in Research Archive. Show summary
- 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. . doi: 10.1007/s00245-016-9329-5 Full text in Research Archive.
- 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. . doi: 10.1007/978-3-319-25826-3_20 Full text in Research Archive.
- 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 Full text in Research Archive. Show summary
- 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 Full text in Research Archive. Show summary
- 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 Full text in Research Archive.
- 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) . doi: 10.1016/j.automatica.2013.04.011 Full text in Research Archive.
- 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 . doi: 10.1007/s11579-012-0065-6
- 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 Full text in Research Archive.
- 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 Full text in Research Archive.
- 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 . doi: 10.31390/cosa.6.4.13 Full text in Research Archive.
- 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) . doi: 10.2139/ssrn.1959836 Full text in Research Archive.
- 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
- Øksendal, Bernt (2020). A financial market with singular drift and no arbitrage.
- Øksendal, Bernt (2020). A financial market with singular drift and no arbitrage.
- Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading Equilibrium with a non-fiduciary market maker. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 2. Show summary
- Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading in Continuous Time: A New Approach. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 3. Show summary
- Øksendal, Bernt (2019). A financial market with a local time drift term and delay.
- Øksendal, Bernt (2019). A financial market with a local time drift term and delay.
- Øksendal, Bernt (2019). Introduction to Stochastic Control Theory for Jump Diffusions.
- Øksendal, Bernt (2019). Introduction to Stochastic Control Theory for Jump Diffusions.
- Øksendal, Bernt (2019). Introduction to Stochastic Control of Jump Diffusions, with Applications to Mathematical Finance.
- Øksendal, Bernt (2019). Introduction to Stochastic Control of Jump Diffusions, with Applications to Mathematical Finance.
- Øksendal, Bernt (2019). Introduction to White Noise Theory and Applications.
- Øksendal, Bernt (2019). Introduction to White Noise Theory and Applications.
- Agram, Nacira & Øksendal, Bernt (2018). Correction to: Stochastic Control of Memory Mean-Field Processes. Applied Mathematics and Optimization. ISSN 0095-4616. 79(1), s 205- 206 . doi: 10.1007/s00245-018-9483-z Full text in Research Archive.
- Øksendal, Bernt (2018). An Introduction to Stochastic Control, with Applications to Mathematical Finance.
- Øksendal, Bernt (2018). Introduction to Stochastic Control and applications.
- Øksendal, Bernt (2018). Introduction to Stochastic Control with Applications.
- Øksendal, Bernt (2018). Introduction to optimal stochastic control with inside information.
- Øksendal, Bernt (2018). Introduction to stochastic control with jump diffusions and applications to finance.
- Øksendal, Bernt (2018). Model uncertainty stochastic mean-field control.
- Øksendal, Bernt (2018). New approach to optimal control of stochastic Volterra equations.
- Øksendal, Bernt (2018). Optimal control of mean-field stochastic differential equations.
- Øksendal, Bernt (2018). Optimal control of stochastic Volterra equations.
- Øksendal, Bernt (2018). SPDEs with space - mean dynamics.
- Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
- Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
- 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. Show summary
- 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. Full text in Research Archive.
Published Nov. 30, 2010 11:20 PM
- Last modified Oct. 1, 2018 2:38 PM