Member of the Norwegian Academy of Science and Letters Mathematics
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.
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.
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.
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.
Stochastic differential equations : an introduction with applications
Bernt Karsten Øksendal.
Journal of the American Statistical Association (1987)
Stochastic Differential Equations
The Mathematical Gazette (1985)
Applied Stochastic Control of Jump Diffusions
Bernt Karsten Øksendal;Agnès Sulem.
Stochastic Partial Differential Equations
Helge Holden;Bernt Øksendal;Jan Ubøe;Tusheng Zhang.
Stochastic Calculus for Fractional Brownian Motion and Applications
Francesca Biagini;Yaozhong Hu;Bernt Karsten Øksendal;Tusheng Zhang.
FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
Yaozhong Hu;Bernt Øksendal;Bernt Øksendal.
Infinite Dimensional Analysis, Quantum Probability and Related Topics (2003)
Malliavin Calculus for Lévy Processes with Applications to Finance
Giulia Di Nunno;Bernt Karsten Øksendal;Frank Proske.
Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
Helge Holden;Bernt Øksendal;Jan Ubøe;Tusheng Zhang.
Spaces of Analytic Functions
Otto B. Bekken;Bernt K. Øksendal;Arne Stray.
Optimal Switching in an Economic Activity Under Uncertainty
Kjell Arne Brekke;Bernt Oksendal.
Siam Journal on Control and Optimization (1994)
If you think any of the details on this page are incorrect, let us know.
We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below: