( en | de | ru )

 

Disambiguation of "Øksendal, Bernt"

Author of the publication

copydeleteadd this publication to your clipboard
A stochastic oscillator with time-dependent damping

, and . Stochastic Processes and their Applications, 68 (1): 113--131 (May 30, 1997)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Helmut Bernt

Alfred Bernt

Herbert Bernt

Wolf-Dietrich Bernt

Ulrich Berntien

 

Other publications of authors with the same name

A Maximum Principle for Stochastic Control with Partial Information, and . Stochastic Analysis and Applications, 25 (3): 705--717 (2007)White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance., , , and . Finance and Stochastics, 4 (4): 465-496 (2000)Admissible investment strategies in continuous trading, and . Stochastic Processes and their Applications, 30 (2): 291--301 (December 1988)Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps., , and . J. Optimization Theory and Applications, 176 (3): 559-584 (2018)An anticipative linear filtering equation., , and . Syst. Control. Lett., 60 (7): 468-471 (2011)Optimal Control of Stochastic Partial Differential Equations. Stochastic Analysis and Applications, 23 (1): 165--179 (2005)Stability properties of stochastic partial differential equations, , , and . Stochastic Analysis and Applications, 13 (2): 177--204 (1995)A stochastic maximum principle for processes driven by fractional Brownian motion, , , and . Stochastic Processes and their Applications, 100 (1-2): 233--253 (00 2002)A stochastic oscillator with time-dependent damping, and . Stochastic Processes and their Applications, 68 (1): 113--131 (May 30, 1997)NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS, , and . Stochastic Analysis and Applications, 20 (5): 999--1026 (2002)