Bernt Øksendal

Q: What Schools Are Affiliated With Bernt Øksendal

Bernt Øksendal is affiliated with the following schools: University of Oslo, University of California, Los Angeles

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Bernt Øksendal

Mathematics

#2193

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#3423

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Measure Theory

#444

World Rank

#635

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Mathematics

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According to Wikipedia, Bernt Karsten Øksendal is a Norwegian mathematician. He completed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles in 1971; his thesis was titled Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions and was supervised by Theodore Gamelin. In 1991, he was appointed as a professor at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen, Norway.

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Bernt Øksendal's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Stochastic differential equations : an introduction with applications (1987) (4342)
Stochastic Differential Equations (1985) (3173)
Stochastic Calculus for Fractional Brownian Motion and Applications (2008) (960)
Applied Stochastic Control of Jump Diffusions (2004) (808)
FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (2003) (486)
Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach (1996) (450)
Malliavin Calculus for Lévy Processes with Applications to Finance (2008) (439)
Optimal Switching in an Economic Activity Under Uncertainty (1994) (220)
Spaces of Analytic Functions (1976) (193)
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs (2001) (181)
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance (2000) (161)
Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance (2004) (160)
Stochastic differential equations (3rd ed.): an introduction with applications (1992) (157)
Some Solvable Stochastic Control Problems With Delay (2000) (153)
Optimal harvesting from a population in a stochastic crowded environment. (1997) (152)
A mean-field stochastic maximum principle via Malliavin calculus (2012) (149)
Risk minimizing portfolios and HJBI equations for stochastic differential games (2008) (140)
A maximum principle for optimal control of stochastic systems with delay, with applications to finance. (2000) (137)
A General Stochastic Calculus Approach to Insider Trading (2005) (133)
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs (2001) (124)
White Noise Analysis for Lévy Processes. (2004) (123)
An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion (2004) (120)
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps (2009) (118)
AN INTRODUCTION TO MALLIAVIN CALCULUS WITH APPLICATIONS TO ECONOMICS (1996) (118)
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (2011) (116)
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes (2003) (116)
Optimal stochastic intervention control with application to the exchange rate (1998) (108)
Optimal stochastic intervention control with application to the exchange rate (1998) (108)
Optimal time to invest when the price processes are geometric Brownian motions (1998) (91)
The High Contact Principle as a Sufficiency Condition for Optimal Stopping (1990) (89)
MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES (2005) (89)
The Burgers equation with a noisy force and the stochastic heat equation (1994) (85)
Optimal portfolio for an insider in a market driven by Lévy processes (2006) (80)
A Maximum Principle for Stochastic Control with Partial Information (2007) (77)
Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty (2014) (75)
A stochastic maximum principle for processes driven by fractional Brownian motion (2002) (73)
OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION (2003) (69)
Risk minimization in financial markets modeled by Itô-Lévy processes (2014) (67)
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations (2014) (64)
Stochastic partial differential equations driven by Lévy space-time white noise (2004) (62)
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control (2000) (61)
Stochastic Stackelberg Equilibria with Applications to Time Dependent Newsvendor Models (2011) (57)
A Maximum Principle for Infinite Horizon Delay Equations (2012) (56)
Optimal Control of Stochastic Partial Differential Equations (2005) (55)
Maximum Principle for Stochastic Differential Games with Partial Information (2008) (55)
White Noise of Poisson Random Measures (2004) (53)
Optimal consumption and portfolio in a jump diffusion market (2001) (53)
Optimal Stochastic Impulse Control with Delayed Reaction (2008) (52)
Infinite horizon optimal control of forward-backward stochastic differential equations with delay (2013) (51)
Partial Information Linear Quadratic Control for Jump Diffusions (2008) (47)
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields (2005) (47)
RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (2009) (46)
Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes (2012) (45)
WICK MULTIPLICATION AND ITO-SKOROHOD STOCHASTIC DIFFERENTIAL EQUATIONS (1991) (43)
Fractional Brownian Motion in Finance (2003) (43)
Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations (2001) (42)
Using the Donsker Delta Function to Compute Hedging Strategies (1998) (42)
THE STOCHASTIC WICK-TYPE BURGERS EQUATION (1995) (41)
Stochastic Control Problems where Small Intervention Costs Have Big Effects (1999) (39)
WHITE NOISE. AN INFINITE DIMENSIONAL CALCULUS (1995) (39)
Analytic capacity and differentiability properties of finely harmonic functions (1982) (38)
Optimal harvesting from interacting populations in a stochastic environment (2001) (38)
Portfolio optimization under model uncertainty and BSDE games (2011) (37)
Maximum principles for jump diffusion processes with infinite horizon (2012) (37)
CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (2002) (36)
MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (2006) (36)
General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations (2005) (35)
THE STOCHASTIC VOLTERRA EQUATION (1993) (35)
A Verificiation Theorem for Combined Stochastic Control and Impulse Control (1998) (35)
The pressure equation for fluid flow in a stochastic medium (1994) (34)
A game theoretic approach to martingale measures in incomplete markets (2006) (34)
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (2014) (33)
THE WICK PRODUCT (1992) (33)
Brownian motion and sets of harmonic measure zero. (1981) (33)
OPTIMAL STOPPING WITH DELAYED INFORMATION (2005) (33)
Weighted Local Time for Fractional Brownian Motion and Applications to Finance (2005) (32)
Stochastic boundary value problems: a white noise functional approach (1993) (30)
A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER (2006) (29)
Advanced mathematical methods for finance (2011) (29)
THE ITÔ-VENTZELL FORMULA AND FORWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY POISSON RANDOM MEASURES (2007) (28)
A maximum principle for stochastic differential games with g-expectations and partial information (2012) (28)
Null Sets for Measures Orthogonal to R(X) (1972) (27)
Two Properties of Stochastic KPP Equations: Ergodicity and Pathwise Property (2001) (26)
STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER WHITE NOISE OF LÉVY PROCESSES (2008) (26)
Singular mean-field control games with applications to optimal harvesting and investment problems (2014) (26)
Strategic insider trading equilibrium: a filter theory approach (2010) (26)
Optimal portfolio, partial information and Malliavin calculus (2009) (25)
Partial observation control in an anticipating environment (2004) (25)
MINIMAL VARIANCE HEDGING FOR FRACTIONAL BROWNIAN MOTION (2003) (25)
Stochastic Control of Memory Mean-Field Processes (2017) (25)
Wick Approximation of Quasilinear Stochastic Differential Equations (1996) (25)
Asymptotic properties of the solutions to stochastic KPP equations (2000) (23)
New approach to optimal control of stochastic Volterra integral equations (2017) (23)
Discrete wick calculus and stochastic functional equations (1992) (23)
Optimal Smooth Portfolio Selection for an Insider (2007) (23)
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (2014) (23)
Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise (2011) (22)
Linear Volterra backward stochastic integral equations (2019) (22)
A Donsker Delta Functional Approach to Optimal Insider Control and Applications to Finance (2015) (22)
A short proof of the F. and M. Riesz theorem (1971) (21)
Stochastic partial differential equations driven by multiparameter fractional white noise (1999) (20)
Backward stochastic differential equations with respect to general filtrations and applications to insider finance (2012) (20)
Optimal control with partial information for stochastic Volterra equations (2010) (20)
Exit times for elliptic diffusions and BMO (1987) (20)
Insider trading equilibrium in a market with memory (2012) (20)
Stochastic harmonic morphisms: functions mapping the paths of one diffusion into the paths of another (1983) (20)
STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING POSITIVE NOISE (1990) (20)
Peak interpolation sets for some algebras of analytic functions. (1972) (19)
Small Ball Asymptotics for the Stochastic Wave Equation ∗ (2003) (19)
Stochastic Partial Differential Equations Driven by Lévy Processes (2010) (18)
Projection estimates for harmonic measure (1983) (17)
Optimal control of forward-backward stochastic Volterra equations (2016) (17)
When is a stochastic integral a time change of a diffusion? (1990) (17)
Admissible investment strategies in continuous trading (1988) (17)
Anticipative stochastic control for Levy processes with application to insider trading (2005) (17)
Singular mean-field control games (2017) (16)
A stochastic maximum principle via Malliavin calculus (2009) (15)
A Functional Calculus for Pairs of Commuting Contractions (1974) (15)
A Sufficient Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance 1 (2005) (15)
Partially informed noise traders (2012) (15)
Forward-backward SDE games and stochastic control under model uncertainty (2011) (15)
Optimal insider control and semimartingale decompositions under enlargement of filtration (2015) (15)
DISCRETE WICK PRODUCTS (1993) (14)
Optimal multi-dimensional stochastic harvesting with density-dependent prices (2014) (14)
The effect of climate variations on the dynamics of pasture–livestock interactions under cooperative and noncooperative management (2007) (14)
Optimal portfolio in a fractional Black & Scholes market (1999) (13)
A stochastic HJB equation for optimal control of forward-backward SDEs (2013) (13)
Singular stochastic control and optimal stopping with partial information of jump diffusions (2010) (13)
STABILITY PROPERTIES OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (1995) (13)
Stochastic Partial Differential Equations and Applications to Hydrodynamics (1994) (13)
The Donsker Delta Function, a Representation Formula for Functionals of a Levy Process and Application to Hedging in Incomplete Markets (2004) (13)
A general maximum principle for anticipative stochastic control and applications to insider trading (2011) (13)
Optimal control with delayed information flow of systems driven by G-Brownian motion (2014) (12)
AN EQUATION MODELLING TRANSPORT OF A SUBSTANCE IN A STOCHASTIC MEDIUM (1995) (12)
NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (2002) (12)
Kyle-Back's model with Lévy noise (2010) (12)
Forward integrals and an Itô formula for fractional Brownian motion (2008) (12)
A white noise approach to insider trading (2015) (12)
Optimal control of predictive mean-field equations and applications to finance (2015) (12)
Forward integrals and an Itô formula for fractional Brownian motion (2008) (12)
A representation theorem and a sensitivity result for functionals of jump diffusions (2007) (12)
The value of information in stochastic control and finance (2005) (11)
Robust Stochastic Control and Equivalent Martingale Measures (2011) (11)
When is a stochastic integral a time change of a diffusion (1987) (11)
Singular recursive utility (2015) (11)
An Anticipative Linear Filtering Equation (2010) (11)
STOCHASTIC MODELLING OF FLUID FLOW IN POROUS MEDIA (1991) (10)
Model uncertainty stochastic mean-field control (2016) (10)
Singular control of SPDEs and backward SPDEs with reflection (2011) (10)
Optimal stopping and stochastic control differential games for jump diffusions (2013) (10)
Rational approximation on the union of sets (1971) (9)
Singular Control Optimal Stopping of Memory Mean-Field Processes (2018) (9)
Mean-field backward stochastic differential equations and applications (2018) (9)
A STOCHASTIC APPROACH TO MOVING BOUNDARY PROBLEMS (1990) (9)
THE HIGH CONTACT PRINCIPLE IN OPTIMAL STOPPING AND STOCHASTIC WAVES (1990) (9)
A Malliavin calculus approach to general stochastic differential games with partial information (2013) (9)
Stochastic control of Itô-Lévy processes with applications to finance (2014) (8)
On Backward Stochastic Partial Differential Equations. (2001) (8)
Stochastic differential games with inside information (2015) (8)
Fluid flow in a medium distorted by a quasiconformal map can produce fractal boundaries (1996) (8)
A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations translations and dilatations (1982) (8)
Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs (2011) (8)
A Maximum Principle Approach to Risk Indifference Pricing with Partial Information (2008) (7)
Stochastic partial differential equations A mathematical connection between macrocosmos and microcosmos (1993) (7)
Dirichlet forms, quasiregular functions and Brownian motion (1988) (7)
A stochastic oscillator with time-dependent damping (1997) (7)
THE GENERAL LINEAR STOCHASTIC VOLTERRA EQUATION WITH ANTICIPATING COEFFICIENTS (1995) (7)
An introduction to optimal consumption with partial observation (2001) (7)
A Hida–Malliavin white noise calculus approach to optimal control (2017) (7)
Dynamic Robust Duality in Utility Maximization (2013) (6)
Stochastic Processes, Infinitesimal Generators and Function Theory (1985) (6)
Singular control of SPDEs with space-mean dynamics (2019) (6)
Market Viability and Martingale Measures under Partial Information (2013) (6)
A stochastic proof of an extension of a theorem of Rado (1983) (5)
Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô (2007) (5)
A White Noise Approach to Stochastic Differential Equations Driven by Wiener and Poisson Processes (1998) (5)
Some mathematical models for population growth in a stochastic environment (1994) (5)
A Stochastic Approach to Quasi-Everywhere Boundary Convergence of Harmonic Functions (1987) (5)
Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance (2005) (5)
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information (2014) (5)
$R(X)$ as a Dirichlet Algebra and Representation of Orthogonal Measures by Differentials. (1971) (5)
Removable singularities for $H^p$ and for analytic functions with bounded Dirichlet integral. (1987) (5)
Stochastic differential games with controls - discussion of a specific example (1998) (4)
An anticipative stochastic calculus approach to pricing in markets driven by Lévy processes (2010) (4)
Strategic Insider Trading Equilibrium: A Forward Integration Approach (2007) (4)
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps (2018) (4)
Finely harmonic morphisms, Brownian path preserving functions and conformal martingales (1984) (4)
UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES (2011) (4)
Stochastic Analysis and Related Topics VI : Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 (1998) (4)
A stochastic characterization of harmonic morphisms (1990) (4)
A stochastic control approach to robust duality in utility maximization (2013) (4)
Mean-field stochastic control with elephant memory in finite and infinite time horizon (2018) (4)
The Cauchy problem for the wave equation with Lévy noise initial data (2006) (4)
A useful summary (2008) (4)
Stochastic Control Problems where Small Intervention Costs have Dramatic Effects (1997) (3)
Introduction to White Noise, Hida-Malliavin Calculus and Applications (2019) (3)
Correction to: Stochastic Control of Memory Mean-Field Processes (2018) (3)
A financial market with singular drift and no arbitrage (2019) (3)
Stochastic control of mean-field SPDEs with jumps (2017) (3)
Optimal Stopping with Advanced Information Flow: Selected Examples (2008) (3)
Stochastic Integrals and the ITO Formula (1989) (3)
Stochastic Fokker-Planck PIDE for conditional McKean-Vlasov jump diffusions and applications to optimal control (2021) (3)
A comparison theorem for backward SPDEs with jumps (2014) (3)
A white noise approach to optimal insider control of systems with delay (2016) (3)
A Wiener test for integrals of brownian motion and the existence of smooth curves in nowhere dense sets (1980) (2)
Stochastic Control of Jump Diffusions (2007) (2)
Insider Trading with Partially Informed Traders (2011) (2)
Shorter Notes: A Short Proof of the F. and M. Riesz Theorem (1971) (2)
Singular Control for Jump Diffusions (2019) (2)
SPDEs with Space-Mean Dynamics (2018) (2)
A MOVING BOUNDARY PROBLEM IN A STOCHASTIC MEDIUM (1999) (2)
Stochastic fractional potential theory. (2001) (2)
Finely harmonic functions with finite Dirichlet integral with respect to the Green measure (1985) (2)
Applications to Boundary Value Problems (1989) (2)
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations (2015) (2)
Spaces of analytic functions : seminar held at Kristiansand, Norway, June 9-14, 1975 (1976) (2)
Gleason parts separated by smooth curves (1976) (2)
The Filtering Problem (1989) (2)
Wick products of complex valued random variables (1996) (1)
Stochastic analysis and related topics VII : proceedings of the Seventh Silivri workshop (2001) (1)
Ito Processes and the Ito Formula (1995) (1)
A fine topology criterion for vanishing mean Oscillation (1990) (1)
THE STOCHASTIC MAXIMUM PRINCIPLE - A BRIEF SURVEY AND AN APPLICATION (1995) (1)
Erratum to: A Donsker Delta Functional Approach to Optimal Insider Control and Applications to Finance (2015) (1)
Optimal insider control of systems with delay (2016) (1)
Fokker-Planck PIDE for McKean-Vlasov diffusions with jumps and applications to HJB equations and mean-field games (2021) (1)
Strategic Insider Trading in Continuous Time: A New Approach (2019) (1)
Some Mathematical Preliminaries (1989) (1)
Deep Learning and Stochastic Mean-Field Control for a Neural Network Model (2020) (1)
Approximating Impulse Control by Iterated Optimal Stopping (2019) (1)
Stochastic Partial Differential Equations Driven by Brownian White Noise (2010) (1)
Applications to stochastic ordinary differential equations (2010) (1)
Fractional Wick Itô Skorohod (fWIS) integrals for fBm of Hurst index H >1/2 (2008) (1)
Stochastic optimal control and applications (2008) (1)
The Donsker Delta Function and Applications (2009) (1)
Intrinsic properties of the fractional Brownian motion (2008) (1)
The Ito Formula and the Martingale Representation Theorem (2003) (1)
A WEIGHTED SOBOLEV INEQUALITY AND HARMONIC MEASURE ASSOCIATED TO QUASIREGULAR FUNCTIONS (1988) (1)
Strategic Insider Trading Equilibrium With a Non-Fiduciary Market Maker (2019) (1)
Optimal insider control of stochastic partial differential equations (2016) (1)
A continuous auction model with insiders and random time of information release (2014) (1)
Stochastic Analysis and Applications (2000) (1)
The time-fractional stochastic heat equation driven by time-space white noise (2022) (1)
Linear Volterra backward stochastic differential equations (2017) (1)
Singular Control of Stochastic Volterra Integral Equations (2022) (1)
White Noise, the Wick Product, and Stochastic Integration (2009) (1)
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps (2018) (0)
Risk minimization in financial markets modeled by Itô-Lévy processes (2014) (0)
Diffusions: Basic Properties (1992) (0)
Continuous martingales and brownian motion (1993) (0)
The Donsker Delta Function of a Lévy Process and Applications (2009) (0)
Stochastic analysis and related topics : proceedings of the fourth Oslo-Silivri Workshop on Stochastic Analysis, Oslo, July 1992 (1993) (0)
A Short Introduction to Lévy Processes (2009) (0)
The Forward Integral (2009) (0)
Local time for fractional Brownian motion (2008) (0)
USING RANDOM MOTION TO STUDY QUASIREGULAR FUNCTIONS (1988) (0)
Dynamic Robust Duality in Utility Maximization (2016) (0)
S ep 2 01 5 Dynamic robust duality in utility maximization (2015) (0)
Stochastic Calculus with Jump Diffusions (2007) (0)
Forward-backward stochastic differential games and optimal portfolio under model uncertainty (2012) (0)
Financial Markets Modeled by Jump Diffusions (2019) (0)
Stochastic Calculus with Lévy Processes (2019) (0)
A White Noise Approach to Stochastic Neumann Boundary-Value Problems (2000) (0)
WickItô Skorohod (WIS) integrals for fractional Brownian motion (2008) (0)
Mathematics and Finance: The Black-Scholes Option Pricing Formula and Beyond (2010) (0)
Stochastic Analysis: papers from the International Conference on Stochastic Analysis and Applications, October 12–17, 2009. Hammamet, Tunisia (2012) (0)
Combined Optimal Stopping and Stochastic Control of Jump Diffusions (2019) (0)
Market Viability and Martingale Measures under Partial Information (2014) (0)
The Value of Information in Stochastic Control and Finance (2005) (0)
Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow (2022) (0)
1 6 M ar 2 01 7 Singular recursive utility (0)
A stochastic Fatou theorem for quasiregular functions. (1989) (0)
Insider trading equilibrium in a market with memory (2012) (0)
2 Three motivating examples 2 . 1 Optimal (2017) (0)
Optimal insider control of stochastic partial differential equations (2016) (0)
Applications to Stochastic Control: Partial and Inside Information (2009) (0)
A short introduction to mathematical finance (1998) (0)
Optimal Control of Random Jump Fields and Partial Information Control (2007) (0)
New Results - Stochastic control - Application in finance and assurance (2006) (0)
2 Background in white noise theory and Hida-Malliavin calculus (2015) (0)
The Hida—Malliavin Derivative on the Space Ω = S′(ℝ) (2009) (0)
Solutions of Selected Exercises (2019) (0)
The Malliavin Derivative (2009) (0)
Lévy White Noise and Stochastic Distributions (2009) (0)
The Wiener—Itô Chaos Expansion (2009) (0)
A stochastic model for slow-drift motions of offshore structures (1995) (0)
Wiener and divergence-type integrals for fractional Brownian motion (2008) (0)
Correction to: Stochastic Control of Memory Mean-Field Processes (2018) (0)
Optimal Smooth Portfolio Selection for An Insider Yaozhong Hu (2004) (0)
Erratum to: A Donsker Delta Functional Approach to Optimal Insider Control and Applications to Finance (2015) (0)
Scientific Foundations - Contrôle stochastique (2002) (0)
Stochastic analysis: papers from the International Conference on Stochastic Analysis and Applications, October 19–23, 2015. Hammamet,Tunisia (2017) (0)
Integral Representations and the Clark—Ocone formula (2009) (0)
Optimal Control of Stochastic Partial Differential Equations and Partial (Noisy) Observation Control (2019) (0)
The Forward Integral and Applications (2009) (0)
QUASIREGULAR FUNCTIONS AND BROWNIAN MOTION (1985) (0)
Stochastic Control of Memory Mean-Field Processes (2017) (0)
A Moving Boundary Value Problem in a Stochastic Medium (1997) (0)
Combined Stochastic Control and Impulse Control of Jump Diffusions (2019) (0)
The Skorohod Integral (2009) (0)
A Mathematical Journey (2017) (0)
A general continuous auction system in presence of insiders (2011) (0)
2 White noise theory for Brownian motion (2019) (0)
Absolute Continuity of Probability Laws (2009) (0)
A MAXIMUM PRINCIPLE FOR INFINITE HORIZON (2012) (0)
Viable insider markets (2018) (0)
Applications of stochastic analysis (2015) (0)
Stochastic Differential Games (2019) (0)
Optimal stopping, randomized stopping and singular control with general information flow (2018) (0)
Regularity of Solutions of SDEs Driven by Lévy Processes (2009) (0)
Application to Mathematical Finance (2003) (0)
A financial market with delay driven by reflected Brownian motion (2019) (0)
Singular optimal control of stochastic Volterra integral equations (2019) (0)
Deep Learning for Solving Initial Path Optimization of Mean-Field Systems With Memory (2022) (0)
Space-time stochastic calculus and white noise (2022) (0)
Impulse control of conditional McKean-Vlasov jump diffusions (2023) (0)
A new approach to optimal stopping for Hunt processes (2019) (0)
Stochastic analysis and related topics V : the Silivri workshop, 1994 (1996) (0)
Preface to the special issue on Stochastic Analysis (2009) (0)
Optimal stopping of conditional McKean-Vlasov jump diffusions (2022) (0)
Weighted sobolev inequalities and harmonic measure ssociated with quasiregular functions (1990) (0)
The Donsker delta function and local time for McKean-Vlasov processes and applications (2023) (0)
Fokker-Planck PIDE for McKean-Vlasov jump diffusions and applications to HJB equations and optimal control (2021) (0)
What is the right price of a European option in an incomplete market (2020) (0)
Application to Optimal Stopping (2003) (0)
Pathwise integrals for fractional Brownian motion (2008) (0)
Deep Learning for Quadratic Hedging in Incomplete Jump Market (2023) (0)
Stochastic Control of Jump (2019) (0)
Applications to Partial Differential Equations (1985) (0)
SPDEs with space interactions and application to population modelling (2018) (0)
Stochastic partial differential equations driven by fractional Brownian fields (2008) (0)
The fractional stochastic heat equation driven by time-space white noise (2023) (0)
2 Some basic definitions and results 2 . 1 Lévy processes (2008) (0)
Malliavin Derivative via Chaos Expansion (2009) (0)
The solution of a minimax problem connected to the irreducibility of polynominals. (1978) (0)
A. Viscosity solutions (2019) (0)
Harmonic Morphisms and Ray Processes (1988) (0)
In nite horizon optimal control of forward-backward stochastic di ¤ erential equations with delay (2013) (0)
Stochastic differential games , delayed information , Itô-Lévy processes , Stackelberg equilibria , newsvendor models (2011) (0)
Optimal Stopping of Jump Diffusions (2019) (0)
Partially informed noise traders (2012) (0)
Other Topics in Diffusion Theory (1989) (0)
Strategic insider trading equilibrium: a filter theory approach (2011) (0)
A Donsker Delta Functional Approach to Optimal Insider Control and Applications to Finance (2015) (0)
A FATOU THEOREM FOR QUASIREGULAR FUNCTIONS (1987) (0)
Impulse Control of Jump Diffusions (2019) (0)
Optimal multi-dimensional stochastic harvesting with density-dependent prices (2015) (0)
Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty (2012) (0)
Inverse Powers of White Noise (1993) (0)
Backward Stochastic Differential Equations and Risk Measures (2019) (0)
Application to Stochastic Control (1989) (0)
List of Publications (2017) (0)

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