Bernt Oksendal
Bernt Oksendal
Professor at the University of Oslo,adjunct professor at the Norwegian School of Economics
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Zitiert von
Zitiert von
Stochastic differential equations
B Øksendal
Stochastic differential equations, 65-84, 2003
Applied stochastic control of jump diffusions
BK Øksendal, A Sulem
Springer, 2007
Stochastic partial differential equations
H Holden, B Øksendal, J Ubøe, T Zhang
Stochastic partial differential equations, 141-191, 1996
Stochastic calculus for fractional Brownian motion and applications
F Biagini, Y Hu, B Øksendal, T Zhang
Springer Science & Business Media, 2008
Fundamentals of stochastic filtering
A Bain, D Crisan
Springer Science & Business Media, 2008
Fractional white noise calculus and applications to finance
Y Hu, B Øksendal
Infinite dimensional analysis, quantum probability and related topics 6 (01 …, 2003
Malliavin calculus for Lévy processes with applications to finance
G Di Nunno, BK Øksendal, F Proske
Springer, 2009
Optimal switching in an economic activity under uncertainty
KA Brekke, B Øksendal
SIAM Journal on Control and Optimization 32 (4), 1021-1036, 1994
Optimal consumption and portfolio with both fixed and proportional transaction costs
B Oksendal, A Sulem
SIAM Journal on Control and Optimization 40 (6), 1765-1790, 2002
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
NC Framstad, B Øksendal, A Sulem
Journal of optimization theory and applications 121 (1), 77-98, 2004
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
K Aase, B Øksendal, N Privault, J Ubøe
Finance and Stochastics 4 (4), 465-496, 2000
An introduction to Malliavin calculus with applications to economics
B Øksendal
Norwegian School of Economics and Business Administration. Department of …, 1997
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
NC Framstad, B Øksendal, A Sulem
Journal of Mathematical Economics 35 (2), 233-257, 2001
Risk minimizing portfolios and HJBI equations for stochastic differential games
S Mataramvura, B Øksendal
Stochastics An International Journal of Probability and Stochastic Processes …, 2008
Some solvable stochastic control problems with delay
I Elsanosi, B Øksendal, A Sulem
Stochastics: An International Journal of Probability and Stochastic …, 2000
White noise analysis for Lévy processes
G Di Nunno, B Øksendal, F Proske
Journal of Functional Analysis 206 (1), 109-148, 2004
Optimal harvesting from a population in a stochastic crowded environment
EM Lungu, B Øksendal
Mathematical Biosciences 145 (1), 47-75, 1997
A general stochastic calculus approach to insider trading
F Biagini, B Øksendal
Applied Mathematics and Optimization 52 (2), 167-181, 2005
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
FE Benth, G Di Nunno, A Løkka, B Øksendal, F Proske
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003
A mean-field stochastic maximum principle via Malliavin calculus
T Meyer-Brandis, B Øksendal, XY Zhou
Stochastics An International Journal of Probability and Stochastic Processes …, 2012
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