Bernt Karsten Øksendal

Title Professor
Academic Institution University of Oslo
Academic department Department of Mathematics
Country Norway
Contact Information

CAS Publications

  • Agram, N., and Øksendal, B. 2015. "Malliavin calculus and optimal control of stochastic Volterra equations". Journal of Optimization Theory and Applications, 167 (3): 1070-1094.

  • Agram, N. and Øksendal, B. 2015. "Malliavin calculus and optimal control of stochastic Volterra equations.", Journal of Optimization Theory and Applications, 167(3)1070-1094.

  • Draouil, O. and Øksendal, B. 2015. "A Donsker delta functional approach to optimal insider control and applications to finance", Communications in Mathematics and Statistics, 3:365-421.

  • Draouil, O. and Øksendal, B. 2015. "A Donsker delta functional approach to optimal insider control and applications to finance", Communications in Mathematics and Statistics.

  • Øksendal, B., and Røse, E. 2015. "A white noise approach to insider trading", in T. Hida and L. Streit (eds.), Applications of White Noise Analysis, Singapore: World Scientific, 

  • Øksendal, B., Sulem, A. 2015. "Optimal control of prefictive mean-field equations and applications to finance", in F. E. Benth, G. Di Nunno (eds.) Stochastics of Environmental and Financial Economics, Heidelberg: Springer Verlag. 

CAS Project

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