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Now showing items 11-20 of 47

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Optimal consumption and portfolio with both fixed and proportional transaction costs 
Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 1999)
Stochastic boundary value problems. A white noise functional approach. 
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1991)
Optimal portfolio in a fractional Black & Scholes market 
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès (Research report / Forskningsrapport, 1999)
Stochastic differential games with controls - discussion of a specific example 
Øksendal, Bernt; Reikvam, Kristin (Research report / Forskningsrapport, 1998)
Asymptotic Properties of the Solutions to Stochastic KPP Equations 
Øksendal, Bernt; Våge, Gjermund; Zhao, Huaizhong (Research report / Forskningsrapport, 1998)
Stochastic partial differential equations A mathematical connection between macrocosmos and microcosmos 
Øksendal, Bernt (Research report / Forskningsrapport, 1993)
DISCRETE WICK PRODUCTS 
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan (Research report / Forskningsrapport, 1993)
THE WICK PRODUCT 
Gjessing, Håkon; Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1992)
A WHITE NOISE APPROACH TO STOCHASTIC NEUMANN BOUNDARY VALUE PROBLEMS 
Holden, Helge; Øksendal, Bernt (Research report / Forskningsrapport, 1999)
STABILITY PROPERTIES OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS 
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1993)
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Date Issued1999 (10)1998 (6)1997 (3)1996 (2)1995 (6)1994 (5)1993 (5)1992 (4)1991 (3)1990 (3)Document TypeForskningsrapport (47)Author
Øksendal, Bernt (47)
Ubøe, Jan (16)Zhang, Tusheng (14)Lindstrøm, Tom (12)Holden, Helge (10)... View More
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