Bernt Øksendal
Orcid: 0000-0002-5168-142XAffiliations:
- University of Oslo, Department of Mathematics
According to our database1,
Bernt Øksendal
authored at least 20 papers
between 1998 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
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Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
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on zbmath.org
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on orcid.org
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on id.loc.gov
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on d-nb.info
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on mn.uio.no
On csauthors.net:
Bibliography
2024
Syst. Control. Lett., 2024
J. Optim. Theory Appl., 2024
2023
Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control.
SIAM J. Control. Optim., June, 2023
2022
Syst. Control. Lett., 2022
2019
SIAM J. Math. Anal., 2019
2018
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps.
J. Optim. Theory Appl., 2018
2015
J. Optim. Theory Appl., 2015
2014
Math. Oper. Res., 2014
Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty.
J. Optim. Theory Appl., 2014
Infinite horizon optimal control of forward-backward stochastic differential equations with delay.
J. Comput. Appl. Math., 2014
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information.
J. Appl. Probab., 2014
2013
2012
Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes.
SIAM J. Control. Optim., 2012
2011
2009
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps.
SIAM J. Control. Optim., 2009
2008
SIAM J. Control. Optim., 2008
2002
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs.
SIAM J. Control. Optim., 2002
2000
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.
Finance Stochastics, 2000
1998
Finance Stochastics, 1998