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ORCIDBernt Øksendal
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- affiliation: University of Oslo, Department of Mathematics
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2020 – today
- 2025
[j21]Nacira Agram, Bernt Øksendal, Frank Proske, Olena Tymoshenko:
Optimal Control of SPDEs Driven by Time-Space Brownian Motion. SIAM J. Control. Optim. 63(1): 546-570 (2025)- 2024
- [j20]Nacira Agram, Giulia Pucci, Bernt Øksendal:
Impulse Control of Conditional McKean-Vlasov Jump Diffusions. J. Optim. Theory Appl. 200(3): 1100-1130 (2024) - [j19]Nacira Agram, Bernt Øksendal:
Optimal stopping of conditional McKean-Vlasov jump diffusions. Syst. Control. Lett. 188: 105815 (2024) - 2023
- [j18]Nacira Agram, Bernt Øksendal
:
Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control. SIAM J. Control. Optim. 61(3): 1472-1493 (2023) - 2022
- [j17]Nacira Agram, Yaozhong Hu, Bernt Øksendal:
Mean-field backward stochastic differential equations and applications. Syst. Control. Lett. 162: 105196 (2022)
2010 – 2019
- 2019
- [j16]Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske:
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51(1): 450-468 (2019) - 2018
- [j15]Roxana Dumitrescu, Bernt Øksendal, Agnès Sulem:
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps. J. Optim. Theory Appl. 176(3): 559-584 (2018) - 2015
- [j14]Nacira Agram, Bernt Øksendal:
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. J. Optim. Theory Appl. 167(3): 1070-1094 (2015) - 2014
- [j13]Bernt Øksendal, Leif Sandal, Jan Ubøe:
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. J. Appl. Probab. 51(A): 213-226 (2014) - [j12]Nacira Agram, Bernt Øksendal:
Infinite horizon optimal control of forward-backward stochastic differential equations with delay. J. Comput. Appl. Math. 259: 336-349 (2014) - [j11]Bernt Øksendal, Agnès Sulem:
Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty. J. Optim. Theory Appl. 161(1): 22-55 (2014) - [j10]Bernt Øksendal, Agnès Sulem, Tusheng Zhang:
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection. Math. Oper. Res. 39(2): 464-486 (2014) - 2013
- [j9]Sven Haadem, Bernt Øksendal, Frank Proske:
Maximum principles for jump diffusion processes with infinite horizon. Autom. 49(7): 2267-2275 (2013) - [j8]Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske:
A Maximum Principle for Infinite Horizon Delay Equations. SIAM J. Math. Anal. 45(4): 2499-2522 (2013) - 2012
- [j7]Bernt Øksendal, Agnès Sulem:
Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes. SIAM J. Control. Optim. 50(4): 2254-2287 (2012) - 2011
- [j6]Knut K. Aase, Terje Bjuland, Bernt Øksendal:
An anticipative linear filtering equation. Syst. Control. Lett. 60(7): 468-471 (2011)
2000 – 2009
- 2009
- [j5]Bernt Øksendal, Agnès Sulem:
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps. SIAM J. Control. Optim. 48(5): 2945-2976 (2009) - 2008
- [j4]Yaozhong Hu, Bernt Øksendal:
Partial Information Linear Quadratic Control for Jump Diffusions. SIAM J. Control. Optim. 47(4): 1744-1761 (2008) - 2002
- [j3]Bernt Øksendal, Agnès Sulem:
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs. SIAM J. Control. Optim. 40(6): 1765-1790 (2002) - 2000
- [j2]Knut K. Aase, Bernt Øksendal, Nicolas Privault, Jan Ubøe:
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance. Finance Stochastics 4(4): 465-496 (2000)
1990 – 1999
- 1998
- [j1]Yaozhong Hu, Bernt Øksendal:
Optimal time to invest when the price processes are geometric Brownian motions. Finance Stochastics 2(3): 295-310 (1998)
Coauthor Index
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