Bernt Øksendal

Finance · 1987–2014

A researcher in the Science corpus: 30 papers; trusts 31 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

Whom Bernt Øksendal trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yasushi Ishikawa
  2. Mingxin Xu
  3. Sure Mataramvura
  4. Hans Föllmer
  5. Marco Frittelli
  6. Giulia di Nunno
  7. Espen Robstad Jakobsen
  8. Arne Løkka
  9. Fred Espen Benth
  10. Alexander Schied

Who trusts Bernt Øksendal overall

  1. Simo Särkkä
  2. Dongbin Xiu
  3. Christopher S. Jones
  4. Stéphane Villeneuve
  5. Xuerong Mao
  6. Fred Espen Benth
  7. B. Larssen
  8. Xiang Ma
  9. Paul Vernaza
  10. Giulia di Nunno

Papers from Bernt Øksendal's perspective

Ordered by how strongly the researchers Bernt Øksendal trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Financial Modelling with Jump Processes
  2. Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
  3. Martingale Representation of Functionals of Lévy Processes
  4. Robust utility maximization in a stochastic factor model
  5. A Stochastic Control Approach to a Robust Utility Maximization Problem
  6. A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations
  7. Stochastic calculus with respect to continuous finite quadratic variation processes
  8. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
  9. Optimal Portfolio in a Multiple-Priors Model
  10. Stochastic Integration and Differential Equations. Second Edition.

Their papers