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researcher

B. Øksendal

34 papers hereh-index 5119.3k citations324 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author11
  • last author19

Across the 34 of 34 papers where every author was matched, so the position is known.

fields
  • math.OC27
  • math.PR3
  • q-fin.PM2
  • q-fin.MF1
  • q-fin.PR1
same name
  • B. Øksendal — 5 papers, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20042023
most citedStochastic partial differential equations driven by Levy space-time white noise

24 citations · 65 across the 23 of their papers we have counts for

collaborators
Showing 2013 · math.OCShow all

1 paper · 2 filters

math.OC2013

Infinite horizon optimal control of forward-backward stochastic differential equations with delay

Nacira Agram, Bernt Øksendal

We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum p…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.