Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Bernt Øksendal

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2010English

Stochastic Stackelberg Equilibria With Applications to Time-Dependent Newsvendor Models

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2013English

Forward–Backward Stochastic Differential Games and Stochastic Control Under Model Uncertainty

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2012English

Stochastic Analysis: Papers From the International Conference on Stochastic Analysis and Applications, October 19–23, 2015. Hammamet,Tunisia

Stochastics
ModelingStatisticsProbabilitySimulation
2017English

Singular Mean-Field Control Games

Stochastic Analysis and Applications
UncertaintyApplied MathematicsStatisticsProbability
2017English

Optimal Multi-Dimensional Stochastic Harvesting With Density-Dependent Prices

Afrika Matematika
Mathematics
2015English

Optimal Partial Information Control of SPDEs With Delay and Time-Advanced Backward SPDEs

Interdisciplinary Mathematical Sciences
MathematicsApplied Mathematics
2012English

Stochastic Partial Differential Equations Driven by Multi-Parameter White Noise of Lévy Processes

Quarterly of Applied Mathematics
Applied Mathematics
2008English

Weighted Local Time for Fractional Brownian Motion and Applications to Finance

Stochastic Analysis and Applications
UncertaintyApplied MathematicsStatisticsProbability
2005English

A Stochastic Proof of an Extension of a Theorem of Rado

Proceedings of the Edinburgh Mathematical Society
Mathematics
1983English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy