Bernt Øksendal

Orcid: 0000-0002-5168-142X

Affiliations:
  • University of Oslo, Department of Mathematics


According to our database1, Bernt Øksendal authored at least 20 papers between 1998 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
Optimal stopping of conditional McKean-Vlasov jump diffusions.
Syst. Control. Lett., 2024

Impulse Control of Conditional McKean-Vlasov Jump Diffusions.
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
Mean-field backward stochastic differential equations and applications.
Syst. Control. Lett., 2022

2019
Singular Control Optimal Stopping of Memory Mean-Field Processes.
SIAM J. Math. Anal., 2019

2018
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps.
J. Optim. Theory Appl., 2018

2015
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations.
J. Optim. Theory Appl., 2015

2014
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection.
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
A Maximum Principle for Infinite Horizon Delay Equations.
SIAM J. Math. Anal., 2013

Maximum principles for jump diffusion processes with infinite horizon.
Autom., 2013

2012
Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes.
SIAM J. Control. Optim., 2012

2011
An anticipative linear filtering equation.
Syst. Control. Lett., 2011

2009
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps.
SIAM J. Control. Optim., 2009

2008
Partial Information Linear Quadratic Control for Jump Diffusions.
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
Optimal time to invest when the price processes are geometric Brownian motions.
Finance Stochastics, 1998


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