Bernt Øksendal - Concepedia

Author

Bernt Øksendal

Also Known As

B Øksendal, B. Øksendal, BERNT ØKSENDAL, Bernt Oksendal, Bernt Øksendal, Fred Espen Benth, Giulia Di Nunno, Oksendal, Bernt, {\O}ksendal, Bernt, Bernt Øksendal

Publications

1.3K

Citations

H-Index

Concepts

All Affiliations

University of Oslo Norwegian School of Economics

BØ

About

Bernt Øksendal is an author at University of Oslo specializing in engineering, stochastic analysis, and stochastic calculus.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	6	6	296
2	Economics	3	3	244
3	Finance	3	3	229
4	Business	2	2	45
5	Management	1	1	184

Bernt Øksendal

Publications

558

Citations

H-Index

Page 1

	Year	Citations
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs Bernt Øksendal, Agnès Sulem SIAM Journal on Control and Optimization Mathematical ProgrammingEngineeringPortfolio ManagementPortfolio ChoiceFinancial Mathematics	2002	184
Stochastic Partial Differential Equations driven by Lévy Space-Time White Noise Arne Løkka, Bernt Øksendal, Frank Proske Duo Research Archive (University of Oslo)	2002	60
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control Jean‐Philippe Chancelier, Bernt Øksendal, Agnès Sulem Duo Research Archive (University of Oslo) Stochastic Hybrid SystemImpulse ControlStochastic SystemMathematical Control TheoryProcess Control	2000	48
Peak interpolation sets for some algebras of analytic functions A. M. Davie, Bernt Øksendal Pacific Journal of Mathematics Real Algebraic GeometryComplex Function TheoryInterpolation SpacePeak Interpolation Sets	1972	43
Optimal Harvesting from Interacting Populations in a Stochastic Environment Edward M. Lungu, Bernt Øksendal Bernoulli Mathematical ProgrammingEconomicsEngineeringStochastic OptimizationStochastic Processes	2001	33
Optimal consumption and portfolio in a jump diffusion market Nils Christian Framstad, Bernt Øksendal, Agnès Sulem Duo Research Archive (University of Oslo)	2001	33
Analytic capacity and differentiability properties of finely harmonic functions A. M. Davie, Bernt Øksendal Acta Mathematica Function TheoryAnalytic CapacityHarmonic SpaceFunctional Analysis	1982	31
A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER Bernt Øksendal Mathematical Finance EngineeringDiscounting ExponentStochastic AnalysisFinancial MathematicsStochastic Simulation	2006	27
Two properties of stochastic KPP equations: ergodicity and pathwise property Bernt Øksendal, Gjermund Våge, Huaizhong Zhao Nonlinearity	2001	25
MINIMAL VARIANCE HEDGING FOR FRACTIONAL BROWNIAN MOTION Francesca Biagini, Bernt Øksendal Methods and Applications of Analysis	2003	22

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