Jan Ubøe

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

Knut K. Aase, Bernt Øksendal, Nicolas Privault et al. · Finance and Stochastics · 2000 · 134 citations

Generalized Function, Clark-haussmann-ocone Theorem, Integrable Probability +6

The burgers equation with a noisy force and the stochastic heat equation

Helge Holden, Tom Lindstrøm, Bernt Øksendal et al. · Communications in Partial Differential Equations · 1994 · 82 citations

Numerical Analysis, Engineering, Noisy Force +10

Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models

Bernt Øksendal, Leif Kristoffer Sandal, Jan Ubøe · Journal of Economic Dynamics and Control · 2013 · 75 citations · Full text

Stochastic Stackelberg Equilibria, Stochastic System, Stochastic Dynamical System +2

Using the Donsker Delta Function to Compute Hedging Strategies

Knut K. Aase, Bernt Øksendal, Jan Ubøe · Potential Analysis · 2001 · 42 citations

Aggregation of Gravity Models for Journeys to Work

Jan Ubøe · Environment and Planning A Economy and Space · 2004 · 39 citations

Route Choice, Economics, Engineering +14