Concepedia

Bernt �ksendal

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Statistics

Publications

3

Citations

46

H-Index

3

Active since

1990

Affiliations

University of Oslo(Current)

Bernt �ksendal is an author at University of Oslo specializing in stochastic calculus, stochastic differential equations, and engineering.

Top concepts

Publications per year

1990–2005

3

Publications

3

When is a stochastic integral a time change of a diffusion?

Bernt �ksendal · Journal of Theoretical Probability · 1990 · 19 citations

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Discrete wick calculus and stochastic functional equations

Helge Holden, Tom Lindstr⊘m, Bernt �ksendal et al. · Potential Analysis · 1992 · 17 citations

, , +5

Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

Nils Christian Framstad, Bernt �ksendal, Agnès Sulem · Journal of Optimization Theory and Applications · 2005 · 10 citations

, , +7

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