The following pages link to Bernt Øksendal (Q185099):
Displayed 50 items.
- (Q163437) (redirect page) (← links)
- Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
- Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- An anticipative linear filtering equation (Q553370) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- White noise of Poisson random measures (Q702015) (← links)
- Applied stochastic control of jump diffusions. (Q703133) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
- Analytic capacity and differentiability properties of finely harmonic functions (Q786275) (← links)
- Projection estimates for harmonic measure (Q792504) (← links)
- Finely harmonic morphisms, Brownian path preserving functions and conformal martingales (Q792709) (← links)
- Distortion of the boundary under conformal mapping (Q793180) (← links)
- On the primarity of \(H^{\infty}\)-spaces (Q801258) (← links)
- Erratum to: ``A Donsker delta functional approach to optimal insider control and applications to finance'' (Q902288) (← links)
- When is a stochastic integral a time change of a diffusion? (Q912482) (← links)
- Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
- A maximum principle approach to risk indifference pricing with partial information (Q1009400) (← links)
- Maximum principle for stochastic differential games with partial information (Q1014037) (← links)
- Optimal stochastic impulse control with delayed reaction (Q1021256) (← links)
- Stochastic partial differential equations. A modeling, white noise functional approach (Q1034325) (← links)
- Stochastic differential equations. An introduction with applications (Q1059928) (← links)
- (Q1060317) (redirect page) (← links)
- Decomposition of approximable functions (Q1060318) (← links)
- On the snow flake domain (Q1063138) (← links)
- A non-removable set for analytic functions satisfying a Zygmund condition (Q1064433) (← links)
- On conformal mapping and linear measure (Q1083581) (← links)
- A stochastic approach to quasi-everywhere boundary convergence of harmonic functions (Q1098176) (← links)
- Dirichlet forms, quasiregular functions and Brownian motion (Q1100307) (← links)
- Finely holomorphic functions and finely harmonic morphisms (Q1104454) (← links)
- Positive analytic capacity but zero Buffon needle probability (Q1107661) (← links)
- A stochastic characterization of harmonic morphisms (Q1107895) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Hausdorff dimension of harmonic measures in the plane (Q1117345) (← links)
- A stochastic Fatou theorem for quasiregular functions (Q1119774) (← links)
- Approximation by harmonic functions of closed subsets of Riemann surfaces (Q1119775) (← links)
- Harmonic measures supported on curves (Q1123286) (← links)
- A Wiener test for integrals of Brownian motion and the existence of smooth curves in nowhere dense sets (Q1138303) (← links)
- A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations, translations and dilatations (Q1166840) (← links)
- Brownian motion and sets of harmonic measure zero (Q1168449) (← links)
- Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another (Q1171332) (← links)
- Discrete Wick calculus and stochastic functional equations (Q1202914) (← links)
- A real variable method for the Cauchy transform, and analytic capacity (Q1210709) (← links)
- Gleason parts separated by smooth curves (Q1225815) (← links)
- Two nonisomorphic K-automorphisms all of whose powers beyond one are isomorphic (Q1239287) (← links)
- Optimal stochastic intervention control with application to the exchange rate (Q1300406) (← links)
- Stochastic boundary value problems: A white noise functional approach (Q1326315) (← links)
- (Q1366961) (redirect page) (← links)