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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 1: Festschrift for Bernt Øksendal
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Memoir

A Mathematical Journey

References

  • K. Aase, B. Øksendal, N. Privault, and J. Ubøe, White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance, Finance Stoch. 4 (2000), pp. 465–496.
  • K. Aase, B. Øksendal, and J. Ubøe, Using the Donsker delta function to compute hedging strategies, Potential Anal. 14 (2001), pp. 351–374.
  • F. Biagini, Y. Hu and B. Øksendal, Stochastic Calculus for Fractional Brownian Motion and Applications, Springer, New York, 2008.
  • G. Di Nunno, B. Øksendal, and F. Proske, Malliavin Calculus for Lévy Processes with Applications to Finance, Springer Universitext, Berlin, 2009.
  • J. Heinonen, and O. Martio, F-harmonic measure and Øksendal’s theorem for quasiconformal mappings, Indiana Univ. Math. J. 36 (1987), pp. 659–683.
  • H. Holden, B. Øksendal, J. Ubøe, and T. Zhang, Stochastic Partial Differential Equations, 1st ed., Birkhauser, New York, 1996. Second edition Springer 2010.
  • B. Øksendal, A short proof of the F. and M. Riesz theorem, Proc. Amer. Math. Soc. 30 (1971), p. 204.
  • B. Øksendal, Brownian motion and sets of harmonic measure zero, Pac. J. Math. 95 (1981), pp. 179–192.
  • B. Øksendal, Stochastic Differential Equations, 1st ed., Springer Universitext, Berlin, 1985. Sixth, corrected edition 2013.
  • B. Øksendal and A. Sulem, Applied Stochastic Control of Jump Diffusions, 1st ed., Springer, Berlin, 2003. Second Edition 2007.
  • W. Rudin, Function Theory in the Unit Ball of ℂn, Springer, New York, 2008.

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