Bernt Karsten Øksendal

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Phone +47 22855913
Room 1021
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo

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List of Publications

 

Tags: Mathematics, Stochastic analysis and finance and insurance and risk, Global South

Publications

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  • Øksendal, Bernt (2020). A financial market with singular drift and no arbitrage.
  • Øksendal, Bernt (2020). A financial market with singular drift and no arbitrage.
  • Øksendal, Bernt (2019). Introduction to White Noise Theory and Applications.
  • 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). A financial market with a local time drift term and delay.
  • Øksendal, Bernt (2019). Introduction to White Noise Theory and Applications.
  • Øksendal, Bernt (2019). Introduction to Stochastic Control Theory for Jump Diffusions.
  • Øksendal, Bernt (2019). A financial market with a local time drift term and delay.
  • Øksendal, Bernt (2019). Introduction to Stochastic Control of Jump Diffusions, with Applications to Mathematical Finance.
  • Øksendal, Bernt (2018). SPDEs with space - mean dynamics.
  • Øksendal, Bernt (2018). Introduction to Stochastic Control and applications.
  • Øksendal, Bernt (2018). Optimal control of stochastic Volterra equations.
  • Øksendal, Bernt (2018). Optimal control of mean-field stochastic differential equations.
  • Øksendal, Bernt (2018). Introduction to Stochastic Control with Applications.
  • Øksendal, Bernt (2018). An Introduction to Stochastic Control, with Applications to Mathematical Finance.
  • Øksendal, Bernt (2018). New approach to optimal control of stochastic Volterra equations.
  • Øksendal, Bernt (2018). Model uncertainty stochastic mean-field control.
  • 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.
  • Agram, Nacira & Øksendal, Bernt (2018). Correction to: Stochastic Control of Memory Mean-Field Processes. Applied Mathematics and Optimization. ISSN 0095-4616. 79(1), p. 205–206. doi: 10.1007/s00245-018-9483-z. Full text in Research Archive
  • Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
  • Øksendal, Bernt (2017). Optimal control of mean-field systems with memory.
  • Øksendal, Bernt & Sulem, Agnès (2015). Applications of stochastic analysis. In Higham, Nicholas J. (Eds.), The Princeton Companion to Applied Mathematics. Princeton University Press. ISSN 978-0-691-15039-0. p. 319–327.
  • Dahl, Kristina Rognlien & Øksendal, Bernt (2015). Singular recursive utility.
  • 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.
  • Dahl, Kristina Rognlien; Øksendal, Bernt; Røse, Elin Engen & Mohammed, Salah-Eldin (2014). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives.
  • Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading in Continuous Time: A New Approach. Norges Handelshøyskole. Institutt for foretaksøkonomi. ISSN 1500-4066.
  • Aase, Knut Kristian & Øksendal, Bernt (2019). Strategic Insider Trading Equilibrium with a non-fiduciary market maker. Norges Handelshøyskole. Institutt for foretaksøkonomi. ISSN 1500-4066.

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Published Nov. 30, 2010 11:20 PM - Last modified Mar. 8, 2021 2:57 PM

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