Bernt Karsten Øksendal

Bilde av Bernt Karsten Øksendal
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Telefon +47 22855913
Rom 1021
Brukernavn
Besøksadresse Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postadresse Postboks 1053 Blindern 0316 Oslo

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Publikasjonsliste

Emneord: Matematikk, Stokastisk analyse/Finans - forsikring og risiko

Publikasjoner

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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), s. 205–206. doi: 10.1007/s00245-018-9483-z. Fulltekst i vitenarkiv
  • 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. I Higham, Nicholas J. (Red.), The Princeton Companion to Applied Mathematics. Princeton University Press. ISSN 978-0-691-15039-0. s. 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.

Se alle arbeider i Cristin

Publisert 13. nov. 2010 14:34 - Sist endret 8. mars 2021 14:57

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