Bernt Øksendal

1.3k total citations
28 papers, 763 citations indexed

About

Bernt Øksendal is a scholar working on Finance, Mathematical Physics and Applied Mathematics. According to data from OpenAlex, Bernt Øksendal has authored 28 papers receiving a total of 763 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 8 papers in Mathematical Physics and 6 papers in Applied Mathematics. Recurrent topics in Bernt Øksendal's work include Stochastic processes and financial applications (15 papers), Financial Risk and Volatility Modeling (6 papers) and Stochastic processes and statistical mechanics (4 papers). Bernt Øksendal is often cited by papers focused on Stochastic processes and financial applications (15 papers), Financial Risk and Volatility Modeling (6 papers) and Stochastic processes and statistical mechanics (4 papers). Bernt Øksendal collaborates with scholars based in Norway, France and United Kingdom. Bernt Øksendal's co-authors include Agnès Sulem, A. M. Davie, Frank Proske, Edward M. Lungu, Jean‐Philippe Chancelier, Tusheng Zhang, Huaizhong Zhao, Francesca Biagini, Kristin Reikvam and Laurent Decreusefond and has published in prestigious journals such as SIAM Journal on Control and Optimization, Acta Mathematica and Pacific Journal of Mathematics.

In The Last Decade

Bernt Øksendal

26 papers receiving 677 citations

Peers

Bernt Øksendal

FINAN

MSOR

DEMOG

Uwe Küchler Germany

Jin Ma United States

Huyên Pham France

Jean Mémin France

Nakahiro Yoshida Japan

Frank Proske Norway

J. L. Menaldi United States

Francesca Biagini Germany

Zengjing Chen China

Uwe Küchler Germany

Bernt Øksendal

633 ×1.2

FINAN

176 ×0.7

200 ×1.2

MSOR

70 ×0.6

DEMOG

70 ×0.8

Citations per year, relative to Bernt Øksendal Bernt Øksendal (= 1×) peers Uwe Küchler

Countries citing papers authored by Bernt Øksendal

Since Specialization

Citations

This map shows the geographic impact of Bernt Øksendal's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bernt Øksendal with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bernt Øksendal more than expected).

Fields of papers citing papers by Bernt Øksendal

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bernt Øksendal. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bernt Øksendal. The network helps show where Bernt Øksendal may publish in the future.

Co-authorship network of co-authors of Bernt Øksendal

This figure shows the co-authorship network connecting the top 25 collaborators of Bernt Øksendal. A scholar is included among the top collaborators of Bernt Øksendal based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bernt Øksendal. Bernt Øksendal is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Øksendal, Bernt, et al.. (2024). Deep learning for quadratic hedging in incomplete jump market. arXiv (Cornell University). 6(3). 463–499. 1 indexed citations

Øksendal, Bernt & Agnès Sulem. (2014). Stochastic control of Itô-Lévy processes with applications to finance. Communications on Stochastic Analysis. 8(1). 6 indexed citations

Øksendal, Bernt, Laurent Decreusefond, & Ali Süleyman Üstünel. (2012). Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop. Medical Entomology and Zoology. 1 indexed citations

Øksendal, Bernt, et al.. (2012). Optimal stopping and stochastic control differential games for jump diffusions. Stochastics. 85(1). 85–97. 2 indexed citations

Corcuera, José Manuel, et al.. (2010). Kyle-Back's model with Lévy noise. Duo Research Archive (University of Oslo). 3 indexed citations

Øksendal, Bernt & Tusheng Zhang. (2007). THE ITÔ-VENTZELL FORMULA AND FORWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY POISSON RANDOM MEASURES. Osaka Journal of Mathematics. 44(1). 207–230. 11 indexed citations

Øksendal, Bernt & Agnès Sulem. (2007). Applied Stochastic Control of Jump Diffusions. CERN Document Server (European Organization for Nuclear Research). 387 indexed citations

Øksendal, Bernt & Agnès Sulem. (2004). Partial observation control in an anticipating environment. Russian Mathematical Surveys. 59(2). 355–375. 10 indexed citations

Øksendal, Bernt, et al.. (2004). Управление с частичным наблюдением в предваряющем окружении. Успехи математических наук. 59(2). 161–184. 1 indexed citations

10.

Øksendal, Bernt, et al.. (2002). Stochastic Partial Differential Equations driven by Lévy Space-Time White Noise. Duo Research Archive (University of Oslo). 39 indexed citations

11.

Øksendal, Bernt & Agnès Sulem. (2002). Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs. SIAM Journal on Control and Optimization. 40(6). 1765–1790. 115 indexed citations

12.

Øksendal, Bernt, et al.. (2001). Optimal consumption and portfolio in a jump diffusion market. Duo Research Archive (University of Oslo). 23 indexed citations

13.

Øksendal, Bernt, et al.. (2001). Two properties of stochastic KPP equations: ergodicity and pathwise property. Nonlinearity. 14(3). 639–662. 16 indexed citations

14.

Chancelier, Jean‐Philippe, Bernt Øksendal, & Agnès Sulem. (2000). Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Duo Research Archive (University of Oslo). 27 indexed citations

15.

Decreusefond, Laurent, Bernt Øksendal, Jon Gjerde, & Ali Süleyman Üstünel. (1998). Stochastic Analysis and Related Topics VI : Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996. Birkhäuser eBooks. 4 indexed citations

16.

Øksendal, Bernt, et al.. (1996). Stochastic analysis and related topics V : the Silivri workshop, 1994. CERN Document Server (European Organization for Nuclear Research).

17.

Øksendal, Bernt. (1993). Stochastic partial differential equations A mathematical connection between macrocosmos and microcosmos. Duo Research Archive (University of Oslo). 2 indexed citations

18.

Øksendal, Bernt. (1983). A stochastic proof of an extension of a theorem of Rado. Proceedings of the Edinburgh Mathematical Society. 26(3). 333–336. 4 indexed citations

19.

Davie, A. M. & Bernt Øksendal. (1982). Analytic capacity and differentiability properties of finely harmonic functions. Acta Mathematica. 149(0). 127–152. 20 indexed citations

20.

Øksendal, Bernt. (1971). $R(X)$ as a Dirichlet Algebra and Representation of Orthogonal Measures by Differentials.. MATHEMATICA SCANDINAVICA. 29. 87–87. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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