Bernt Øksendal

Prof. Bernt Øksendal

Department of Math, University Oslo, N-0316 Oslo, Norway

Research Focus & Metrics

Academic Career Length

32Years (1995-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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28 July 2005 in Applied Mathematics & Optimization
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Journal Article
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FBFrancesca Biagini
Francesca Biagini
Bernt ØksendalBernt Øksendal
Bernt Øksendal

16 May 2015 in Journal of Optimization Theory and Applications
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Journal Article
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NANacira Agram
Nacira Agram
Bernt ØksendalBernt Øksendal
Bernt Øksendal

1 December 1997 in Journal of the American Statistical Association
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Journal Article
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ASA. Schottl
A. Schottl
HHHelge Holden
Helge Holden
Bernt ØksendalBernt Øksendal
Bernt Øksendal
JUJan Uboe
Jan Uboe
TZTuscheng Zhang
Tuscheng Zhang

1 August 2000 in Finance and Stochastics
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Journal Article
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KAKnut Kristian Aase
Knut Kristian Aase
Bernt ØksendalBernt Øksendal
Bernt Øksendal
NPNicolas Privault
Nicolas Privault
JUJan Ubøe
Jan Ubøe

1 September 2012 in Journal of Optimization Theory and Applications
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Bernt ØksendalBernt Øksendal
Bernt Øksendal
ASAgnès Sulem
Agnès Sulem

1 June 2011 in Advances in Applied Probability
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Bernt ØksendalBernt Øksendal
Bernt Øksendal
ASAgnès Sulem
Agnès Sulem
TZTusheng Zhang
Tusheng Zhang
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. We establish sufficient and necessary stochastic maximum principles for an optimal control of such systems. The associated adjoint processes are shown to satisfy a (time-)advanced backward stochastic differential equation (ABSDE). Several results on existence and uniqueness of such ABSDEs are shown. The results are illustrated by an application to optimal consumption from a cash flow with delay.