2026 Bernt Øksendal: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	55	766	655	4	4	310	26457

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

766

655

310

26457

Research.com Recognitions

2026 - Research.com Mathematics in Norway Leader Award
2025 - Research.com Mathematics in Norway Leader Award
2023 - Research.com Mathematics in Norway Leader Award
2022 - Research.com Mathematics in Norway Leader Award
Member of the Norwegian Academy of Science and Letters Mathematics
Member of the Norwegian Academy of Science and Letters Mathematics
Member of the Norwegian Academy of Science and Letters Mathematics

Overview

Bernt Øksendal is affiliated with the University of Oslo in Norway. Their research focuses on areas intersecting economics, econometrics, finance, and mathematics, with a strong emphasis on stochastic processes and financial applications.

The primary fields of study include:

Economics, Econometrics and Finance
Mathematics

Within these fields, notable subfields of work are:

Finance
Statistical and Nonlinear Physics
Modeling and Simulation
Mathematical Physics
Demography

The main research topics covered include:

Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Advanced Thermodynamics and Statistical Mechanics
Stochastic processes and statistical mechanics
Mathematical Biology Tumor Growth
Insurance, Mortality, Demography, Risk Management
Model Reduction and Neural Networks

Bernt Øksendal has published numerous papers, some recent examples are:

"Mean-field backward stochastic differential equations and applications" (2022), Systems & Control Letters
"The fractional stochastic heat equation driven by time-space white noise" (2023), Fractional Calculus and Applied Analysis
"Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control" (2023), SIAM Journal on Control and Optimization
"Impulse Control of Conditional McKean-Vlasov Jump Diffusions" (2024), Journal of Optimization Theory and Applications
"Deep Learning and Stochastic Mean-Field Control for a Neural Network Model" (2020), SSRN Electronic Journal

Their frequent coauthors include:

Nacira Agram
Frank Proske
Olena Tymoshenko
Rahma Yasmina Moulay Hachemi
Giulia Pucci

Bernt Øksendal has also published extensively in certain venues, including:

arXiv (Cornell University)
SSRN Electronic Journal
Stochastics
Systems & Control Letters
SIAM Journal on Control and Optimization

Recognition includes membership in the Norwegian Academy of Science and Letters in the field of Mathematics.

Best Publications

Stochastic differential equations : an introduction with applications

Bernt Karsten Øksendal

6326
Citations
Stochastic Differential Equations

Bernt Øksendal

5364
Citations
Applied Stochastic Control of Jump Diffusions

Bernt Karsten Øksendal;Agnès Sulem

1865
Citations
Stochastic Calculus for Fractional Brownian Motion and Applications

Francesca Biagini;Yaozhong Hu;Bernt Karsten Øksendal;Tusheng Zhang

1240
Citations
Stochastic partial differential equations

Helge Holden;Bernt Øksendal;Jan Ubøe;Tusheng Zhang

1070
Citations
FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE

Yaozhong Hu;Bernt Øksendal;Bernt Øksendal

757
Citations
Malliavin Calculus for Lévy Processes with Applications to Finance

Giulia Di Nunno;Bernt Karsten Øksendal;Frank Proske

666
Citations
Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach

Helge Holden;Bernt Øksendal;Jan Ubøe;Tusheng Zhang

571
Citations
Spaces of Analytic Functions

Otto B. Bekken;Bernt K. Øksendal;Arne Stray

326
Citations
Optimal Switching in an Economic Activity Under Uncertainty

Kjell Arne Brekke;Bernt Oksendal

284
Citations
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs

Bernt Oksendal;Agnès Sulem

251
Citations
Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

N. C. Framstad;B. Øksendal;A. Sulem

230
Citations
Risk minimizing portfolios and HJBI equations for stochastic differential games

Sure Mataramvura;Bernt Øksendal

221
Citations
Stochastic differential equations (3rd ed.): an introduction with applications

Bernt Oksendal

208
Citations
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

Knut K. Aase;Bernt Øksendal;Nicolas Privault;Jan Ubøe

200
Citations
Some solvable stochastic control problems with delay

Ismail Elsanosi;Bernt Øksendal;Agnès Sulem

188
Citations
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs

Nils Christian Framstad;Bernt Øksendal;Bernt Øksendal;Agnès Sulem

186
Citations
OPTIMAL HARVESTING FROM A POPULATION IN A STOCHASTIC CROWDED ENVIRONMENT

Edward Lungu;Bernt Øksendal

179
Citations
White Noise Analysis for Lévy Processes.

Giulia Di Nunno;Giulia Di Nunno;Bernt Øksendal;Bernt Øksendal;Frank Proske

175
Citations
A maximum principle for optimal control of stochastic systems with delay, with applications to finance

Bernt Øksendal;Agnès Sulem

171
Citations
A mean-field stochastic maximum principle via Malliavin calculus

Thilo Meyer-Brandis;Bernt Øksendal;Xun Yu Zhou

162
Citations

Frequent Co-Authors

Tusheng Zhang University of Manchester

Yaozhong Hu University of Alberta

Helge Holden Norwegian University of Science and Technology

Fred Espen Benth BI Norwegian Business School

Xun Yu Zhou Columbia University

Rodrigo Bañuelos Purdue University West Lafayette

H. Mete Soner Princeton University

Etienne Pardoux Aix-Marseille University

Daniel W. Stroock MIT

Nizar Touzi École Polytechnique

External Links

Wikipedia of Bernt Øksendal Personal website of Bernt Øksendal Google Scholar page

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