Stochastic differential equations B Øksendal, B Øksendal Stochastic Differential Equations: An Introduction with Applications, 65-84, 2003 | 15118* | 2003 |

Stochastic Control of Jump Diffusions*Stochastic control*B Øksendal, A Sulem Applied Stochastic Control of Jump Diffusions, 93-155, 2019 | 2103 | 2019 |

Stochastic calculus for fractional Brownian motion and applications F Biagini, Y Hu, B Øksendal, T Zhang Springer Science & Business Media, 2008 | 1225 | 2008 |

Stochastic partial differential equations H Holden, B Øksendal, J Ubøe, T Zhang, H Holden, B Øksendal, J Ubøe, ... Stochastic Partial Differential Equations: A Modeling, White Noise …, 1996 | 1141 | 1996 |

Fractional white noise calculus and applications to finance Y Hu, B Øksendal Infinite dimensional analysis, quantum probability and related topics 6 (01 …, 2003 | 765 | 2003 |

Malliavin calculus for Lévy processes with applications to finance GD Nunno, B Øksendal, F Proske Springer Berlin Heidelberg, 2008 | 687 | 2008 |

Optimal switching in an economic activity under uncertainty KA Brekke, B Øksendal SIAM Journal on Control and Optimization 32 (4), 1021-1036, 1994 | 286 | 1994 |

Optimal consumption and portfolio with both fixed and proportional transaction costs B Oksendal, A Sulem SIAM Journal on control and optimization 40 (6), 1765-1790, 2002 | 249 | 2002 |

Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance NC Framstad, B Øksendal, A Sulem Journal of optimization theory and applications 121, 77-98, 2004 | 226 | 2004 |

Risk minimizing portfolios and HJBI equations for stochastic differential games S Mataramvura, B Øksendal Stochastics An International Journal of Probability and Stochastic Processes …, 2008 | 215 | 2008 |

An introduction to Malliavin calculus with applications to economics B Øksendal Norwegian School of Economics and Business Administration. Department of …, 1997 | 188 | 1997 |

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance K Aase, B Øksendal, N Privault, J Ubøe Finance and Stochastics 4 (4), 465-496, 2000 | 187 | 2000 |

Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs NC Framstad, B Øksendal, A Sulem Journal of Mathematical Economics 35 (2), 233-257, 2001 | 186 | 2001 |

Some solvable stochastic control problems with delay I Elsanosi, B Øksendal, A Sulem Stochastics: An International Journal of Probability and Stochastic …, 2000 | 185 | 2000 |

Optimal harvesting from a population in a stochastic crowded environment EM Lungu, B Øksendal Mathematical biosciences 145 (1), 47-75, 1997 | 169 | 1997 |

White noise analysis for Lévy processes G Di Nunno, B Øksendal, F Proske Journal of Functional Analysis 206 (1), 109-148, 2004 | 168 | 2004 |

A general stochastic calculus approach to insider trading F Biagini, B Øksendal Applied Mathematics and Optimization 52, 167-181, 2005 | 162 | 2005 |

A maximum principle for optimal control of stochastic systems with delay, with applications to finance. B Øksendal, A Sulem Preprint series. Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 2000 | 158 | 2000 |

A mean-field stochastic maximum principle via Malliavin calculus T Meyer-Brandis, B Øksendal, XY Zhou Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 157 | 2012 |

Explicit representation of the minimal variance portfolio in markets driven by Lévy processes FE Benth, G Di Nunno, A Løkka, B Øksendal, F Proske Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 155 | 2003 |