Bernt Øksendal
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Modeling and Simulation top 0.1%
Papers in
- Finance 138
- Stochastic processes and financial applications 135
- Financial Risk and Volatility Modeling 29
- Financial Markets and Investment Strategies 21
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- Economic theories and models 34
- Complex Systems and Time Series Analysis 20
- Co-authors
- Saul Jacka (1 shared paper)Agnès Sulem (35 shared papers)Yaozhong Hu (18 shared papers)Tusheng Zhang (29 shared papers)Jan Ubøe (24 shared papers)Francesca Biagini (7 shared papers)Giulia Di Nunno (14 shared papers)Helge Holden (16 shared papers)
- Journals
- Stochastics (7 papers)Infinite Dimensional Analysis Quantum Probability and Related Topics (7 papers)SIAM Journal on Control and Optimization (6 papers)Journal of Optimization Theory and Applications (6 papers)Stochastic Processes and their Applications (5 papers)
- Partner nations
- NorwayFranceUnited States
In The Last Decade
Bernt Øksendal
183 papers receiving 12.9k citations
Bernt Øksendal's Hit Papers
Peers
Comparison fields: 5 of 166
- Finance 7.1k
- Modeling and Simulation 1.5k
- Mathematical Physics 1.5k
- Applied Mathematics 1.4k
- Statistics, Probability and Uncertainty 936
Countries citing papers authored by Bernt Øksendal
This map shows the geographic impact of Bernt Øksendal's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bernt Øksendal with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bernt Øksendal more than expected).
Fields of papers citing papers by Bernt Øksendal
This network shows the impact of papers produced by Bernt Øksendal. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bernt Øksendal. The network helps show where Bernt Øksendal may publish in the future.
Co-authors
The 25 scholars most cited alongside Bernt Øksendal, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 200 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Stochastic Differential Equations: An Introduction with Applications. Hit paper breakdown → | 1987 | 2810 |
| 2 | Stochastic Differential Equations Hit paper breakdown → | 2003 | 1925 |
| 3 | Stochastic Differential Equations Hit paper breakdown → | 2003 | 1403 |
| 4 | Stochastic Calculus for Fractional Brownian Motion and Applications Hit paper breakdown → | 2008 | 688 |
| 5 | Applied Stochastic Control of Jump Diffusions Hit paper breakdown → | 2005 | 683 |
| 6 | Stochastic Differential Equations Hit paper breakdown → | 1998 | 513 |
| 7 | 2003 | 324 | |
| 8 | 1996 | 287 | |
| 9 | 1997 | 276 | |
| 10 | 1995 | 261 | |
| 11 | 2008 | 245 | |
| 12 | 1985 | 141 | |
| 13 | 1994 | 138 | |
| 14 | 1997 | 121 | |
| 15 | 2004 | 118 | |
| 16 | Stochastic differential equations (3rd ed.): an introduction with applications | 1992 | 117 |
| 17 | 2009 | 116 | |
| 18 | 2008 | 115 | |
| 19 | 2000 | 113 | |
| 20 | 1992 | 112 |
About Bernt Øksendal
Bernt Øksendal is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Demography and Mathematical Physics, having authored 200 papers that have together received 13.9k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (135 papers), Economic theories and models (34 papers), Insurance, Mortality, Demography, Risk Management (29 papers), Financial Risk and Volatility Modeling (29 papers), Risk and Portfolio Optimization (24 papers), Financial Markets and Investment Strategies (21 papers), Complex Systems and Time Series Analysis (20 papers) and Advanced Mathematical Modeling in Engineering (17 papers). The work is most often cited by research in Finance (7.1k citations), Modeling and Simulation (1.5k citations), Mathematical Physics (1.5k citations), Applied Mathematics (1.4k citations) and Statistics, Probability and Uncertainty (936 citations). Bernt Øksendal has collaborated with scholars based in Norway, France and United States. Frequent co-authors include Saul Jacka, Agnès Sulem, Yaozhong Hu, Tusheng Zhang, Jan Ubøe, Francesca Biagini, Giulia Di Nunno, Helge Holden, Frank Proske and Kjell Arne Brekke. Their work appears in journals such as Stochastics, Infinite Dimensional Analysis Quantum Probability and Related Topics, SIAM Journal on Control and Optimization, Journal of Optimization Theory and Applications and Stochastic Processes and their Applications.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.