Concepedia

Bernt Øksendal

BØ

13

Publications

558

Citations

13

H-Index

1972

Active since

Affiliations

University of Oslo(Current)

Norwegian School of Economics

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

Top concepts

EngineeringStochastic AnalysisStochastic CalculusFinanceEconomicsProbabilityAsset PricingSystems EngineeringStochastic ProcessesMathematical Programming

Publications per year

1972–2014

13

Publications

13

Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs

Bernt Øksendal, Agnès Sulem · SIAM Journal on Control and Optimization · 2002 · 184 citations · Full text

Mathematical Programming, Engineering, Portfolio Management +23

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 citations · Full text

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) · 2000 · 48 citations · Full text

Stochastic Hybrid System, Impulse Control, Stochastic System +5

Peak interpolation sets for some algebras of analytic functions

A. M. Davie, Bernt Øksendal · Pacific Journal of Mathematics · 1972 · 43 citations · Full text

Real Algebraic Geometry, Complex Function Theory, Interpolation Space +1

Optimal Harvesting from Interacting Populations in a Stochastic Environment

Edward M. Lungu, Bernt Øksendal · Bernoulli · 2001 · 33 citations

Mathematical Programming, Economics, Engineering +12

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