Applied Stochastic Control of Jump Diffusions

by Øksendal, Bernt, Sulem, Agnès
Published 2019

Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach

by Holden, Helge, Øksendal, Bernt, Ubøe, Jan, Zhang, Tusheng
Published 2010

Malliavin Calculus for Lévy Processes with Applications to Finance

by Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank
Published 2009

Applied Stochastic Control of Jump Diffusions

by Øksendal, Bernt, Sulem, Agnès
Published 2007

Applied Stochastic Control of Jump Diffusions

by Øksendal, Bernt, Sulem, Agnès
Published 2005

Stochastic Differential Equations : An Introduction with Applications

by Øksendal, Bernt
Published 2003