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Viser treff 1-50 av 501 << Forrige 1 2 3 4 5 6 7 8 9 10 11    Neste >>

2019
1 Aase, Knut Kristian; Øksendal, Bernt.
Strategic Insider Trading Equilibrium with a non-fiduciary market maker. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2019 45 s. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper(2)
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2 Aase, Knut Kristian; Øksendal, Bernt.
Strategic Insider Trading in Continuous Time: A New Approach. Bergen: Norges Handelshøyskole. Institutt for foretaksøkonomi 2019 29 s. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper(3)
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3 Agram, Nacira; Bachouch, Achref; Øksendal, Bernt; Proske, Frank Norbert.
Singular control and optimal stopping of memory mean-field processes. SIAM Journal on Mathematical Analysis 2019 ;Volum 51.(1) s. 450-468
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4 Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt.
Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields 2019
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5 Agram, Nacira; Øksendal, Bernt.
Mean-field stochastic control with elephant memory in infinite time horizon. Stochastics: An International Journal of Probability and Stochastic Processes 2019
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6 Agram, Nacira; Øksendal, Bernt.
Model uncertainty stochastic mean-field control. Stochastic Analysis and Applications 2019 ;Volum 37.(1) s. 36-56
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7 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
New approach to optimal control of stochastic Volterra integral equations. Stochastics: An International Journal of Probability and Stochastic Processes 2019
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8 Draouil, Olfa; Øksendal, Bernt.
A white noise approach to optimal insider control of systems with delay. Journal of Mathematical Analysis and Applications 2019 ;Volum 476.(1) s. 101-119
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9 Draouil, Olfa; Øksendal, Bernt.
Viable insider markets. Stochastics: An International Journal of Probability and Stochastic Processes 2019
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2018
10 Agram, Nacira; Haadem, Sven; Øksendal, Bernt; Proske, Frank Norbert.
Optimal stopping, randomized stopping and singular control with partial information flow. arXiv.org 2018
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11 Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt.
SPDEs with Space-Mean Dynamics. arXiv.org 2018
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12 Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt.
Mean-field backward stochastic differential equations and applications. arXiv.org 2018
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13 Agram, Nacira; Øksendal, Bernt.
A Hida-Malliavin white noise calculus approach to optimal control. Infinite Dimensional Analysis Quantum Probability and Related Topics 2018 ;Volum 21.(3) s. 1850014-1-1850014-21
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14 Agram, Nacira; Øksendal, Bernt.
Correction to: Stochastic Control of Memory Mean-Field Processes. Applied Mathematics and Optimization 2018 ;Volum 79.(1) s. 205-206
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15 Agram, Nacira; Øksendal, Bernt.
Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon. arXiv.org 2018
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16 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
Optimal control of forward-backward stochastic Volterra equations. I: Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume. European Mathematical Society Publishing House 2018 ISBN 978-3-03719-186-6. s. 3-36
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17 Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof Jaroslaw.
Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk 2018
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18 Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof Jaroslaw.
Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk 2018
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19 Draouil, Olfa; Øksendal, Bernt.
Optimal insider control of stochastic partial differential equations. Stochastics and Dynamics 2018 ;Volum 18.(1)
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20 Dumitrescu, Roxana; Øksendal, Bernt; Sulem, Agnès.
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps. Journal of Optimization Theory and Applications 2018 ;Volum 176.(3) s. 559-584
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21 Hu, Yaozhong; Øksendal, Bernt.
Linear Volterra backward stochastic integral equations. Stochastic Processes and their Applications 2018 ;Volum 129.(2) s. 626-633
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22 Øksendal, Bernt.
An Introduction to Stochastic Control, with Applications to Mathematical Finance. Norwegian-Ukrainian Winter School 2018; 2018-01-22 - 2018-01-26
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23 Øksendal, Bernt.
Introduction to optimal stochastic control with inside information. Gjesteforelesninger; 2018-05-07 - 2018-05-11
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24 Øksendal, Bernt.
Introduction to Stochastic Control and applications. RGSMA Workshop; 2018-11-16 - 2018-11-17
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25 Øksendal, Bernt.
Introduction to Stochastic Control with Applications. Workshop on Stochastic Control; 2018-05-07 - 2018-05-11
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26 Øksendal, Bernt.
Introduction to stochastic control with jump diffusions and applications to finance. Norway-Ukraine Winter School on Stochastic Analysis; 2018-01-22 - 2018-01-26
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27 Øksendal, Bernt.
Model uncertainty stochastic mean-field control. Financial and Economic Applications; 2018-06-11 - 2018-06-15
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28 Øksendal, Bernt.
New approach to optimal control of stochastic Volterra equations. Control of non-linear self-organising systems; 2018-09-10 - 2018-09-13
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29 Øksendal, Bernt.
Optimal control of mean-field stochastic differential equations. Workshop on Applications of Stochastic Analysis in Finance; 2018-06-11 - 2018-06-15
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30 Øksendal, Bernt.
Optimal control of stochastic Volterra equations. Conference on Optimal Control of Complex systems; 2018-09-10 - 2018-09-13
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31 Øksendal, Bernt.
SPDEs with space - mean dynamics. SAMSA Conference 2018; 2018-11-19 - 2018-11-22
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32 Øksendal, Bernt; Biagini, Francesca; Meyer-Brandis, Thilo; Paczka, Krzysztof Jaroslaw.
Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk 2018
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33 Øksendal, Bernt; Sulem, Agnès; Dumitrescu, Roxana.
Stochastic control of general mean-field SPDEs with jumps. Journal of Optimization Theory and Applications 2018 ;Volum 176.(3) s. 559-584
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2017
34 Agram, Nacira; Øksendal, Bernt.
Stochastic control of memory mean-field processes. Applied Mathematics and Optimization 2017 s. 1-24
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35 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
New approach to optimal control of stochastic Volterra integral equations. arXiv.org 2017 s. 1-22
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36 Dahl, Kristina Rognlien; Øksendal, Bernt.
Singular recursive utility. Stochastics: An International Journal of Probability and Stochastic Processes 2017 ;Volum 89.(6-7) s. 994-1014
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37 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnes Biacobroda.
Singular mean-field control games. Stochastic Analysis and Applications 2017 ;Volum 35.(5) s. 823-851
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38 Øksendal, Bernt.
Optimal control of mean-field systems with memory. Hammamet Conference on Stochastic Analysis; 2017-10-23 - 2017-10-27
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39 Øksendal, Bernt.
Optimal control of mean-field systems with memory. SAMSA 2017 Conference; 2017-11-20 - 2017-11-23
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40 Øksendal, Bernt; Røse, Elin Engen.
A white noise approach to insider trading. I: Let Us Use White Noise. World Scientific 2017 ISBN 978-981-3220-93-5. s. 191-204
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2016
41 Agram, Nacira; Øksendal, Bernt.
Model Uncertainty Stochastic Mean-Field Control. arXiv.org 2016
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42 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
Optimal control of forward-backward stochastic Volterra equations. arXiv.org 2016
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43 Alvarez, Luis H.; Lungu, Edward; Øksendal, Bernt.
Optimal multi-dimensional stochastic harvesting with density-dependent prices. Afrika Matematika 2016 ;Volum 27.(3) s. 427-442
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44 Dahl, Kristina Rognlien; Mohammed, Salah-Eldin; Øksendal, Bernt; Røse, Elin Engen.
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Journal of Functional Analysis 2016 ;Volum 271.(2) s. 289-329
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45 Draouil, Olfa; Øksendal, Bernt.
Optimal insider control and semimartingale decompositions under enlargement of filtration. Stochastic Analysis and Applications 2016 ;Volum 34.(6) s. 1045-1056
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46 Draouil, Olfa; Øksendal, Bernt.
Stochastic differential games with inside information. Infinite Dimensional Analysis Quantum Probability and Related Topics 2016 ;Volum 19.(3)
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47 Øksendal, Bernt; Sulem, Agnès.
Dynamic robust duality in utility maximization. Applied Mathematics and Optimization 2016 s. 1-31
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48 Øksendal, Bernt; Sulem, Agnès.
Optimal control of predictive mean-field equations and applications in finance. I: Stochastics of Environmental and Financial Economics. Springer Science+Business Media B.V. 2016 ISBN 978-3-319-23424-3.
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49 Øksendal, Bernt; Sulem, Agnès.
Optimal control of predictive mean-field equations and applications to finance. Springer Proceedings in Mathematics & statistics 2016 ;Volum 138. s. 301-320
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50 Øksendal, Bernt; Sulem, Agnes Biacobroda; Zhang, Tusheng.
A stochastic HJB equation for optimal control of forward-backward SDEs. I: The Fascination of Probability, Statistics and their Applications. In honour of Ole E. Barndorff-Nielsen. Springer Science+Business Media B.V. 2016 ISBN 978-3-319-25824-9. s. 435-446
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