Øksendal, Bernt, 1945-
Øksendal, Bernt Karsten, 1945-....
Øksendal, B. K. (Bernt Karsten), 1945-
Oeksendal, Bernt
Øksendal, Bernt K. 1945-
Øksendal, Bernt (Bernt Karsten), 1945-
Bernt Øksendal Norwegian mathematician
Øksendal, Bernt Karsten
Øksendal, Bernt
VIAF ID: 109379398 ( Personal )
Permalink: http://viaf.org/viaf/109379398
Preferred Forms
- 100 0 _ ‡a Bernt Øksendal ‡c Norwegian mathematician
- 100 1 _ ‡a Oeksendal, Bernt
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- 100 1 _ ‡a Øksendal, B. K. ‡q (Bernt Karsten), ‡d 1945-
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- 100 1 _ ‡a Øksendal, Bernt K. ‡d 1945-
- 100 1 _ ‡a Øksendal, Bernt Karsten
- 100 1 _ ‡a Øksendal, Bernt Karsten, ‡d 1945-
- 100 1 _ ‡a Øksendal, Bernt Karsten, ‡d 1945-....
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4xx's: Alternate Name Forms (47)
5xx's: Related Names (20)
- 500 1 _ ‡a Bekken, O. B.
- 500 1 _ ‡a Decreusefond, Laurent
- 500 1 _ ‡a Di Nunno, Giulia
- 500 1 _ ‡a Kobila, T. Ø
- 500 1 _ ‡a Kobila, T. Ø.
- 500 1 _ ‡a Lund, Diderik
- 510 2 _ ‡a Norges Handelshøyskole
- 510 2 _ ‡a Norges Handelshøyskole ‡e Affiliation
- 500 1 _ ‡a Proske, Frank ‡d 1970-
- 500 1 _ ‡a Stray, Arne
- 500 1 _ ‡a Sulem, Agnès
- 510 2 _ ‡a UCLA--Mathematics
- 500 1 _ ‡a Ubøe, Jan ‡d 1959-
- 510 2 _ ‡a Universitetet i Oslo
- 510 2 _ ‡a Universitetet i Oslo ‡e Affiliation
- 500 1 _ ‡a Ustunel, A. S.
- 500 1 _ ‡a Üstünel, A.S.
- 500 1 _ ‡a Üstünel, Ali Süleyman
- 500 1 _ ‡a 谷口, 說男 ‡d 1958-
- 500 1 _ ‡a Ꜳse, Knut
Works
Title | Sources |
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Admissible investment strategies in continuous trading | |
Advanced Mathematical Methods for Finance | |
Applied stochastic control of jump diffusions | |
Brownian motion and sets of harmonic measure zero | |
Chaos expansion of local time of fractional Brownian motions | |
A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations, translations and dilatations | |
Diffusions whose parts are preserved by analytic functions | |
Finely harmonic functions need not be differentiable quasi-everywhere | |
Finely harmonic morphisms, Brownian path preserving functions and conformal martingales | |
Fluid flow in a medium distorted by a quasiconformal map can produce fractal boundaries | |
A general stochastic calculus approach to insider trading | |
Gleason parts separated by smooth curves | |
The high contact principle as a sufficiency condition for optimal stopping | |
Insider trading with partially informed traders | |
An introduction to optimal consumption with partial observation | |
Kakuritsu bibun hoteishiki : Nyumon kara oyo made. | |
Lineær algebra : en framstilling av den elementære teorien beregnet på anvendelsene | |
Lineær algebra : med en innføring i lineær programmering | |
Malliavin calculus for Lévy processes with applications to finance | |
A maximum principle for stochastic control with partial information | |
Minimal variance hedging for insider trading | |
Non-robustness of some impulse control problems with respect to intervention costs | |
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs | |
Optimal harvesting from a population in a stochastic crowded environment | |
Optimal multi-dimensional stochastic harvesting with density-dependent prices | |
Optimal smooth portfolio selection for an insider : by Yaozhong Hu and Bernt Øksendal | |
Optimal stopping with delayed information | |
Partial observation control in an anticipating environment | |
Projection estimates for harmonic measure | |
Removable singularities for Hp and for analytic functions with bounded Dirichlet integral | |
The solution of a minimax problem conntected to the irreducibility of polynomials | |
Some solvable stochastic control problems with delay | |
Spaces of analytic functions / edited by O. B. Bekken, B. K. Øksendal, and A. Stray. - Berlin, 1976. | |
Spaces of analytic functions : seminar held at Kristiansand, Norway, June 9-14, 1975 | |
Stochastic analysis and related topics VII : proceedings of the seventh Silivri workshop | |
A stochastic approach to quasi-everywhere boundary convergence of harmonic functions | |
Stochastic Calculus for Fractional Brownian Motion and Applications | |
Stochastic differential equations : an introduction with applications | |
Stochastic fractional potential theory | |
Stochastic harmonic morphisms : functions mapping the paths of one diffusion into the paths of another | |
Stochastic models and option values applications to resources, environment and investment problems | |
A stochastic proof of an extension of a theorem of rado | |
Stochastic Stackelberg equilibria with applications to time dependent newsvendor models | |
Strategic insider trading equilibrium : a filter theory approach | |
Tall og tallsystem : om tallbegrepets utvikling fram til i dag | |
Two properties of stochastic KPP equations: ergodicity and pathwise property | |
A universal optimal consumption rate for an insider | |
Using random motion to study quasiregular functions | |
Using the Donsker delta function to compute hedging strategies | |
A verification theorem for combined stochastic control and impulse control | |
Viscosity solutions of optimal stopping problems | |
A weighted sobolev inequality and harmonic measure associated to quasiregular functions | |
When is a stochastic integral a time change of a diffusion? | |
White noise analysis for Lévy processes | |
A white noise approach to stochastic Neumann boundary value problems | |
White noise generalizations of the Clark-Ocone theorem with application to mathematical finance | |
White noise of Poisson random measures | |
A Wiener test for integrals of Brownian motion and the existence of smooth curves in nowhere dense sets | |
確率微分方程式 : 入門から応用まで |