Concepedia

Bernt Øksendal

BØ

Statistics

Publications

88

Citations

9.7K

H-Index

42

Active since

1981

Affiliations

University of Oslo(Current)

Norwegian School of Economics

Institut national de recherche en sciences et technologies du numérique

University of Kansas

University of Manchester

Bernt Øksendal is an author at University of Oslo specializing in stochastic processes, stochastic differential equations, and engineering.

Publications per year

1981–2022

88

Publications

88

Stochastic Differential Equations: An Introduction with Applications.

Saul Jacka, Bernt Øksendal · Journal of the American Statistical Association · 1987 · 4.1K citations

Engineering, Finance, Mathematics +17

FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

Yaozhong Hu, Bernt Øksendal · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2003 · 473 citations · Full text

Engineering, Economics, Finance +17

Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach.

Alfred Schöttl, Helge Holden, Bernt Øksendal · Journal of the American Statistical Association · 1997 · 374 citations

Engineering, Mathematics, Differential Equations +15

Optimal Switching in an Economic Activity under Uncertainty

Kjell Arne Brekke, Bernt Øksendal · SIAM Journal on Control and Optimization · 1994 · 203 citations · Full text

Engineering, Economics, Industrial Engineering +15

Risk minimizing portfolios and HJBI equations for stochastic differential games

Sure Mataramvura, Bernt Øksendal · Stochastics · 2008 · 170 citations · Full text

Social Sciences, Economics, Finance +17

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