Bernt Øksendal

Professor Emeritus - Department of Mathematics

CV

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.
  • 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

View all works in Cristin

Published Nov. 30, 2010 11:20 PM - Last modified Oct. 1, 2018 2:38 PM

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