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Viser treff 1-50 av 518 << Forrige 1 2 3 4 5 6 7 8 9 10 11    Neste >>
2024
1.  Agram, Nacira; Pucci, Giulia; Øksendal, Bernt Karsten.
Impulse Control of Conditional McKean–Vlasov Jump Diffusions. Journal of Optimization Theory and Applications 2024 s. -
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2023
2.  Agram, Nacira; Øksendal, Bernt Karsten.
Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control. SIAM Journal of Control and Optimization 2023 ;Volum 61.(3) s. 1472-1493
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3.  Agram, Nacira; Øksendal, Bernt Karsten.
The Donsker delta function and local time for McKean–Vlasov processes and applications. Stochastics: An International Journal of Probability and Stochastic Processes 2023 s. -
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4.  Agram, Nacira; Øksendal, Bernt Karsten; Proske, Frank Norbert; Tymoshenko, Olena.
Optimal control of SPDEs driven by time-space Brownian motion. arXiv.org 2023
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5.  Makhlouf, K.; Agram, Nacira; Hilbert, A.; Øksendal, Bernt Karsten.
SPDEs with space interactions and application to population modelling. ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV) 2023 ;Volum 29. s. -
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6.  Moulay Hachemi, Rahma Yasmina; Øksendal, Bernt Karsten.
The fractional stochastic heat equation driven by time-space white noise. Fractional Calculus and Applied Analysis 2023 ;Volum 26.(2) s. 513-532
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7.  Øksendal, Bernt Karsten.
Space-time stochastic calculus and white noise. I: Mathematics Going Forward - Collected Mathematical Brushstrokes. Springer 2023 ISBN 978-3-031-12243-9. s. 629-649
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2022
8.  Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt Karsten.
Mean-field backward stochastic differential equations and applications. Systems & control letters (Print) 2022 ;Volum 162.
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9.  Agram, Nacira; Labed, Saloua; Øksendal, Bernt Karsten; Yakhlef, Samia.
Singular Control of Stochastic Volterra Integral Equations. Acta Mathematica Scientia 2022 ;Volum 42.(3) s. 1003-1017
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2021
10.  Agram, Nacira; Haadem, Sven; Øksendal, Bernt Karsten; Proske, Frank Norbert.
Optimal stopping, randomized stopping and singular control with general information flow. Theory of Probability and its Applications 2021 ;Volum 66.(4) s. 760-773
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2020
11.  Agram, Nacira; Øksendal, Bernt.
A financial market with singular drift and no arbitrage. Mathematics and Financial Economics 2020 s. -
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12.  Øksendal, Bernt.
A financial market with singular drift and no arbitrage. XXI Workshop on Quantitative Finance; 2020-01-29 - 2020-01-31
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2019
13.  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)
NHH UiO Untitled
 
14.  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)
NHH UiO Untitled
 
15.  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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16.  Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt.
Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields 2019
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17.  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 ;Volum 91.(7) s. 1041-1066
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18.  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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19.  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 ;Volum 91.(6) s. 873-894
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20.  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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21.  Draouil, Olfa; Øksendal, Bernt.
Viable insider markets. Stochastics: An International Journal of Probability and Stochastic Processes 2019 ;Volum 91.(7) s. 959-973
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22.  Øksendal, Bernt.
A financial market with a local time drift term and delay. Konferanse; 2019-10-28 - 2019-10-31
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23.  Øksendal, Bernt.
A financial market with a local time drift term and delay. Hammamet Conference on Stochastic Analysis and Applications; 2019-10-28 - 2019-10-31
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24.  Øksendal, Bernt.
Introduction to Stochastic Control of Jump Diffusions, with Applications to Mathematical Finance. Stochastic Control, BSDEs and Applications; 2019-11-26 - 2019-11-28
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25.  Øksendal, Bernt.
Introduction to Stochastic Control of Jump Diffusions, with Applications to Mathematical Finance. Workshop on Stochastic Control, BSDEs and Applications; 2019-11-26 - 2019-11-29
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26.  Øksendal, Bernt.
Introduction to Stochastic Control Theory for Jump Diffusions. Sarajevo Winter School on Stochastic Analysis; 2019-01-28 - 2019-02-01
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27.  Øksendal, Bernt.
Introduction to Stochastic Control Theory for Jump Diffusions. Winter School; 2019-01-28 - 2019-02-01
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28.  Øksendal, Bernt.
Introduction to White Noise Theory and Applications. Workshop on White Noise Theory; 2019-04-23 - 2019-04-26
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29.  Øksendal, Bernt.
Introduction to White Noise Theory and Applications. LNU Spring School on Stochastic Analysis; 2019-04-23 - 2019-04-26
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2018
30.  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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31.  Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt.
SPDEs with Space-Mean Dynamics. arXiv.org 2018
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32.  Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt.
Mean-field backward stochastic differential equations and applications. arXiv.org 2018
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33.  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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34.  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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35.  Agram, Nacira; Øksendal, Bernt.
Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon. arXiv.org 2018
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36.  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 (EMS) Publishing House 2018 ISBN 978-3-03719-186-6. s. 3-36
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37.  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 (PUQR) 2018 ;Volum 3. s. -
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38.  Draouil, Olfa; Øksendal, Bernt.
Optimal insider control of stochastic partial differential equations. Stochastics and Dynamics 2018 ;Volum 18.(1)
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39.  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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40.  Dumitrescu, Roxana; Øksendal, Bernt; Sulem, Agnès.
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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41.  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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42.  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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43.  Øksendal, Bernt.
Introduction to optimal stochastic control with inside information. Gjesteforelesninger; 2018-05-07 - 2018-05-11
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44.  Øksendal, Bernt.
Introduction to Stochastic Control and applications. RGSMA Workshop; 2018-11-16 - 2018-11-17
UiO Untitled
 
45.  Øksendal, Bernt.
Introduction to Stochastic Control with Applications. Workshop on Stochastic Control; 2018-05-07 - 2018-05-11
UiO Untitled
 
46.  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
UiO Untitled
 
47.  Øksendal, Bernt.
Model uncertainty stochastic mean-field control. Financial and Economic Applications; 2018-06-11 - 2018-06-15
UiO Untitled
 
48.  Øksendal, Bernt.
New approach to optimal control of stochastic Volterra equations. Control of non-linear self-organising systems; 2018-09-10 - 2018-09-13
UiO Untitled
 
49.  Øksendal, Bernt.
Optimal control of mean-field stochastic differential equations. Workshop on Applications of Stochastic Analysis in Finance; 2018-06-11 - 2018-06-15
UiO Untitled
 
50.  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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