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Disambiguation of "Øksendal, Bernt"

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A Maximum Principle for Stochastic Control with Partial Information

, and . Stochastic Analysis and Applications, 25 (3): 705--717 (2007)

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Alfred Bernt

Wolf-Dietrich Bernt

Herbert Bernt

Helmut 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)An anticipative linear filtering equation., , and . Syst. Control. Lett., 60 (7): 468-471 (2011)Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps., , and . J. Optimization Theory and Applications, 176 (3): 559-584 (2018)Admissible investment strategies in continuous trading, and . Stochastic Processes and their Applications, 30 (2): 291--301 (December 1988)Stability properties of stochastic partial differential equations, , , and . Stochastic Analysis and Applications, 13 (2): 177--204 (1995)Optimal Control of Stochastic Partial Differential Equations. Stochastic Analysis and Applications, 23 (1): 165--179 (2005)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)