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

  • Agram, Nacira & Øksendal, Bernt (2020). A financial market with singular drift and no arbitrage. Mathematics and Financial Economics. ISSN 1862-9679. doi: 10.1007/s11579-020-00284-9. Fulltekst i vitenarkiv
  • 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. Fulltekst i vitenarkiv
  • 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. Fulltekst i vitenarkiv
  • 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. Fulltekst i vitenarkiv
  • 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. Fulltekst i vitenarkiv
  • 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. Fulltekst i vitenarkiv
  • 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 & 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. Fulltekst i vitenarkiv
  • 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. Fulltekst i vitenarkiv
  • 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 (PUQR). ISSN 2095-9672. 3. doi: 10.1186/s41546-018-0033-z.
  • 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 & 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, Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume. European Mathematical Society (EMS) Publishing House. ISSN 978-3-03719-186-6. s. 3–36.
  • 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. Fulltekst i vitenarkiv
  • 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. Fulltekst i vitenarkiv
  • 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.
  • Agram, Nacira; Hu, Yaozhong & Øksendal, Bernt (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(1). doi: 10.1142/S0219493718500144. 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. s. 1–22. doi: 10.1080/17442508.2018.1557186.
  • 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
  • Øksendal, Bernt & Røse, Elin Engen (2017). A white noise approach to insider trading. I Hida, Takeyuki & Streit, Ludwig (Red.), Let Us Use White Noise. World Scientific. ISSN 978-981-3220-93-5. s. 191–204. doi: 10.1142/9789813220942_0006. Fulltekst i vitenarkiv
  • 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 & Sulem, Agnès (2016). Optimal control of predictive mean-field equations and applications in finance. I Benth, Fred Espen & Di Nunno, Giulia (Red.), Stochastics of Environmental and Financial Economics. Springer Science+Business Media B.V.. ISSN 978-3-319-23424-3. doi: 10.1007/978-3-319-23425-0_12.
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2016). A stochastic HJBI equation for optimal control of forward-backward SDEs. I Podolskij, Mark; Stelzer, Robert; Thorbjørnsen, Steen & Veraart, Almut E. D. (Red.), The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen. Springer Science+Business Media B.V.. ISSN 978-3-319-25824-9.
  • 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.
  • Agram, Nacira & Øksendal, Bernt (2016). Model Uncertainty Stochastic Mean-Field Control. arXiv.org. ISSN 2331-8422. doi: 10.1080/07362994.2018.1499036.
  • Øksendal, Bernt; Sulem, Agnes Biacobroda & Zhang, Tusheng (2016). A stochastic HJB equation for optimal control of forward-backward SDEs. I Podolskij, Mark; Stelzer, Robert; Thorbjørnsen, Steen & Veraart, Almut E. D. (Red.), The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen. Springer Science+Business Media B.V.. ISSN 978-3-319-25824-9. s. 435–446. doi: 10.1007/978-3-319-25826-3_20.
  • 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
  • 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
  • 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 2194-1017. 138, s. 301–320. doi: 10.1007/978-3-319-23425-0_12. Fulltekst i vitenarkiv
  • 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
  • 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.
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2015). A comparison theorem for backward SPDEs with jumps. I Chen, Zhen-Qing (Red.), Festscrift Masatoshi Fukushima. World Scientific. ISSN 978-9814596527. doi: 10.1142/9789814596534_0023.
  • 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
  • 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
  • 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
  • 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
  • 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. 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; 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
  • 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. 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
  • 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
  • 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.
  • 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.
  • 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. 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
  • 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
  • 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
  • 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. 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
  • 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. 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. doi: 10.31390/cosa.6.4.13. Fulltekst i vitenarkiv
  • 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
  • Øksendal, Bernt; Sulem, Agnès & Zhang, Tusheng (2012). Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. I Zhang, Tusheng & Zhou, Xunyu (Red.), Stochastic Analysis and Applications to Finance. World Scientific. ISSN 978-981-4383-57-8.
  • 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
  • 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. Fulltekst i vitenarkiv
  • 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). doi: 10.1016/j.automatica.2013.04.011. Fulltekst i vitenarkiv
  • 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
  • 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 & Sulem, Agnès (2011). Robust stochastic control and equivalent martingale measures. I Kohatsu-Higa, Arturo; Privault, Nicolas & Sheu, Shuenn-Jyi (Red.), Stochastic Analysis with Financial Applications Hong Kong 2009. Springer. ISSN 978-3-0348-0096-9. s. 179–189. doi: 10.1007/978-3-0348-0097-6_12.
  • 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; 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.

Se alle arbeider i Cristin

  • 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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