Bernt Øksendal

1. Malliavin calculus and optimal control of stochastic Volterra equations
   2014/06/02 by Nacira Agram, Bernt Øksendal, Agram, Nacira +1 · 3 citations
   Economics, Econometrics and Finance · #60H07 #60H20 #93E20 #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
2. Infinite horizon optimal control of forward-backward stochastic\n differential equations with delay
   2013/02/07 by Nacira Agram, Bernt Øksendal, Agram, Nacira +1 · 2 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Economic theories and models #Climate Change Policy and Economics
3. Optimal stopping of conditional McKean-Vlasov jump diffusions
   2022/07/28 by Nacira Agram, Agram, Nacira, Bernt Øksendal +1 · 2 citations
   Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
4. Mean-field backward stochastic differential equations and applications
   2018/01/10 by Nacira Agram, Yaozhong Hu, Agram, Nacira +3 · 1 citation
   Economics, Econometrics and Finance · Social Sciences · Decision Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Probability and Risk Models