D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Mathematics D-index 53 Citations 24,642 212 World Ranking 453 National Ranking 3

Research.com Recognitions

Awards & Achievements

Member of the Norwegian Academy of Science and Letters Mathematics

Overview

What is he best known for?

The fields of study he is best known for:

  • Mathematical analysis
  • Algebra
  • Statistics

Bernt Øksendal mostly deals with Stochastic differential equation, Stochastic control, Mathematical analysis, Malliavin calculus and Mathematical optimization. His study in Stochastic differential equation is interdisciplinary in nature, drawing from both Stochastic partial differential equation, Differential equation and Fractional Brownian motion. The Stochastic control study combines topics in areas such as Financial economics, Mathematical finance, Rendleman–Bartter model and Interest rate parity.

His work on Stochastic calculus as part of general Mathematical analysis study is frequently connected to Quantum stochastic calculus and Martingale representation theorem, therefore bridging the gap between diverse disciplines of science and establishing a new relationship between them. His research investigates the connection with Malliavin calculus and areas like Wick product which intersect with concerns in Lévy process and Probability measure. Bernt Øksendal interconnects Weight function, Simple and Brownian motion in the investigation of issues within Mathematical optimization.

His most cited work include:

  • Stochastic differential equations : an introduction with applications (3607 citations)
  • Stochastic Differential Equations (2921 citations)
  • Applied Stochastic Control of Jump Diffusions (755 citations)

What are the main themes of his work throughout his whole career to date?

Bernt Øksendal mainly focuses on Stochastic differential equation, Applied mathematics, Mathematical analysis, Stochastic control and Mathematical optimization. He combines subjects such as Stochastic partial differential equation, Differential equation and Type with his study of Stochastic differential equation. His biological study deals with issues like Brownian motion, which deal with fields such as Stochastic process.

His Mathematical analysis research integrates issues from Fractional Brownian motion and Pure mathematics. As a part of the same scientific family, he mostly works in the field of Stochastic control, focusing on Malliavin calculus and, on occasion, Stochastic calculus. Bernt Øksendal has researched Lévy process in several fields, including Mathematical economics and White noise.

He most often published in these fields:

  • Stochastic differential equation (32.44%)
  • Applied mathematics (28.15%)
  • Mathematical analysis (25.74%)

What were the highlights of his more recent work (between 2013-2021)?

  • Optimal control (23.06%)
  • Maximum principle (24.66%)
  • Applied mathematics (28.15%)

In recent papers he was focusing on the following fields of study:

Bernt Øksendal mostly deals with Optimal control, Maximum principle, Applied mathematics, Stochastic differential equation and Stochastic control. The various areas that Bernt Øksendal examines in his Optimal control study include Volterra integral equation, Markov process, Malliavin calculus and Brownian motion. His Maximum principle study integrates concerns from other disciplines, such as Mathematical economics, Control theory, White noise and Combinatorics.

His work deals with themes such as Singular control, Type, Stochastic partial differential equation, Class and Uniqueness, which intersect with Applied mathematics. Much of his study explores Stochastic differential equation relationship to Time horizon. His Stochastic control research is multidisciplinary, incorporating elements of Discrete mathematics, Martingale, State, Semimartingale and Hamiltonian.

Between 2013 and 2021, his most popular works were:

  • Forward---Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty (49 citations)
  • Malliavin Calculus and Optimal Control of Stochastic Volterra Equations (39 citations)
  • Infinite horizon optimal control of forward-backward stochastic differential equations with delay (30 citations)

In his most recent research, the most cited papers focused on:

  • Mathematical analysis
  • Algebra
  • Geometry

Optimal control, Mathematical optimization, Stochastic differential equation, Applied mathematics and Maximum principle are his primary areas of study. Many of his research projects under Mathematical optimization are closely connected to Multi dimensional with Multi dimensional, tying the diverse disciplines of science together. The study incorporates disciplines such as Cash flow, Stochastic control, Lévy process and Mathematical physics in addition to Stochastic differential equation.

His Stochastic control study integrates concerns from other disciplines, such as Discrete mathematics, Martingale, Stochastic modelling, Stochastic partial differential equation and Martingale pricing. Bernt Øksendal has researched Applied mathematics in several fields, including Brownian motion, Uniqueness, Limit, Sequence and Dividend policy. His Maximum principle research is multidisciplinary, incorporating perspectives in Mathematical economics and Malliavin derivative, Malliavin calculus.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Stochastic differential equations : an introduction with applications

Bernt Karsten Øksendal.
Journal of the American Statistical Association (1987)

6408 Citations

Stochastic Differential Equations

Bernt Øksendal.
The Mathematical Gazette (1985)

5054 Citations

Applied Stochastic Control of Jump Diffusions

Bernt Karsten Øksendal;Agnès Sulem.
(2004)

1676 Citations

Stochastic Partial Differential Equations

Helge Holden;Bernt Øksendal;Jan Ubøe;Tusheng Zhang.
(2010)

1035 Citations

Stochastic Calculus for Fractional Brownian Motion and Applications

Francesca Biagini;Yaozhong Hu;Bernt Karsten Øksendal;Tusheng Zhang.
(2010)

913 Citations

FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

Yaozhong Hu;Bernt Øksendal;Bernt Øksendal.
Infinite Dimensional Analysis, Quantum Probability and Related Topics (2003)

650 Citations

Malliavin Calculus for Lévy Processes with Applications to Finance

Giulia Di Nunno;Bernt Karsten Øksendal;Frank Proske.
(2008)

574 Citations

Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach

Helge Holden;Bernt Øksendal;Jan Ubøe;Tusheng Zhang.
(2012)

529 Citations

Spaces of Analytic Functions

Otto B. Bekken;Bernt K. Øksendal;Arne Stray.
(1976)

307 Citations

Optimal Switching in an Economic Activity Under Uncertainty

Kjell Arne Brekke;Bernt Oksendal.
Siam Journal on Control and Optimization (1994)

261 Citations

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