A Maximum Principle for Infinite Horizon Delay Equations
Agram, N., Haadem, S., Øksendal, B., Proske, F.
Published in SIAM journal on mathematical analysis (01.01.2013)
Published in SIAM journal on mathematical analysis (01.01.2013)
Get full text
Journal Article
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives
Dahl, K., Mohammed, S.-E.A., Øksendal, B., Røse, E.E.
Published in Journal of functional analysis (15.07.2016)
Published in Journal of functional analysis (15.07.2016)
Get full text
Journal Article
Maximum Principle for Stochastic Differential Games with Partial Information
An, T. T. K., Øksendal, B.
Published in Journal of optimization theory and applications (01.12.2008)
Published in Journal of optimization theory and applications (01.12.2008)
Get full text
Journal Article
The pressure equation for fluid flow in a stochastic medium
Holden, H., Lindstrøm, T., Øksendal, B., Ubøe, J., Zhang, T. -S.
Published in Potential analysis (01.12.1995)
Published in Potential analysis (01.12.1995)
Get full text
Journal Article
White noise analysis for Lévy processes
Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank
Published in Journal of functional analysis (10.01.2004)
Published in Journal of functional analysis (10.01.2004)
Get full text
Journal Article
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr, Øksendal, Bernt, Sulem, Agnès
Published in Journal of mathematical economics (01.04.2001)
Published in Journal of mathematical economics (01.04.2001)
Get full text
Journal Article