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Non-robustness of some impulse control problems with respect to intervention costs 
Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1998)
OPTIMAL HARVESTING FROM A POPULATION IN A STOCHASTIC CROWDED ENVIRONMENT 
Lungu, Edward; Øksendal, Bernt (Research report / Forskningsrapport, 1996)
Stochastic partial differential equations driven by multiparameter fractional white noise 
Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng (Research report / Forskningsrapport, 1999)
A Moving Boundary Value Problem in a Stochastic Medium 
Øksendal, Bernt; Våge, Gjermund (Research report / Forskningsrapport, 1997)
Stochastic control problems where small intervention costs have big effects 
Øksendal, Bernt (Research report / Forskningsrapport, 1998)
OPTIMAL STOCHASTIC INTERVENTION CONTROL WITH APPLICATION TO THE EXCHANGE RATE 
Mundaca, Gabriela; Øksendal, Bernt (Research report / Forskningsrapport, 1997)
Optimal consumption and portfolio with both fixed and proportional transaction costs 
Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 1999)
A STOCHASTIC APPROACH TO MOVING BOUNDARY PROBLEMS 
Øksendal, Bernt (Research report / Forskningsrapport, 1990)
THE STOCHASTIC WICK-TYPE BURGERS EQUATION 
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1995)
The High Contact Principle as a Sufficiency Condition for Optimal Stopping 
Brekke, Kjell Arne; Øksendal, Bernt (Research report / Forskningsrapport, 1990)
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Forskningsrapport (47)
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Øksendal, Bernt (47)
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