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## Ubøe, Jan

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 Author ID: uboe.jan Published as: Ubøe, Jan; Ubøe, J.
 Documents Indexed: 36 Publications since 1987, including 3 Books
all top 5

#### Co-Authors

 9 single-authored 20 Øksendal, Bernt Karsten 15 Zhang, Tusheng S. 12 Lindstrøm, Tom L. 11 Holden, Helge 4 Jörnsten, Kurt O. 4 Sandal, Leif Kristoffer 3 Andersson, Jonas 1 Aase, Knut Kristian 1 Benth, Fred Espen 1 Gjerde, Jon 1 Gjessing, Håkon K. 1 Hu, Yaozhong 1 Lillestol, Jostein 1 Nonås, Sigrid Lise 1 Privault, Nicolas
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#### Serials

 3 Stochastic Analysis and Applications 2 European Journal of Operational Research 2 Stochastic Processes and their Applications 2 Potential Analysis 1 The Mathematical Intelligencer 1 Journal of Applied Probability 1 Journal of Mathematical Economics 1 Mathematica Scandinavica 1 Complex Variables. Theory and Application 1 Probability Theory and Related Fields 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Communications in Partial Differential Equations 1 Stochastics and Stochastics Reports 1 Applied Mathematical Finance 1 Finance and Stochastics 1 Stochastics 1 Universitext 1 Probability and its Applications 1 Springer Texts in Business and Economics
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#### Fields

 29 Probability theory and stochastic processes (60-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Partial differential equations (35-XX) 4 Statistics (62-XX) 4 Operations research, mathematical programming (90-XX) 3 Functional analysis (46-XX) 3 Fluid mechanics (76-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Systems theory; control (93-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Quantum theory (81-XX)

#### Citations contained in zbMATH Open

27 Publications have been cited 354 times in 300 Documents Cited by Year
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
1996
Stochastic partial differential equations. A modeling, white noise functional approach. 2nd ed. Zbl 1198.60005
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
2010
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance. Zbl 0963.60065
Aase, Knut; Øksendal, Bernt; Privault, Nicolas; Ubøe, Jan
2000
The Burgers equation with a noisy force and the stochastic heat equation. Zbl 0804.35158
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
1994
A maximum entropy approach to the newsvendor problem with partial information. Zbl 1332.90323
Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif; Ubøe, Jan
2013
Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models. Zbl 1402.90010
Øksendal, Bernt; Sandal, Leif; Ubøe, Jan
2013
Wick multiplication and Ito-Skorohod stochastic differential equations. Zbl 0760.60057
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1992
Conformal martingales and analytic functions. Zbl 0634.60042
Ubøe, Jan
1987
The pressure equation for fluid flow in a stochastic medium. Zbl 0834.60068
Holden, H.; Lindstrøm, T.; Øksendal, B.; Ubøe, J.; Zhang, T.-S.
1995
Stochastic differential equations involving positive noise. Zbl 0783.60055
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1991
Stochastic boundary value problems: A white noise functional approach. Zbl 0792.60055
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tu-Sheng
1993
The Wick product. Zbl 0820.60048
Gjessing, H.; Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
1993
Discrete Wick calculus and stochastic functional equations. Zbl 0776.60067
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1992
Stability properties of stochastic partial differential equations. Zbl 0829.60053
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
1995
The stochastic Wick-type Burgers equation. Zbl 0823.60050
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
1995
Nonrobustness of some impulse control problems with respect to intervention costs. Zbl 1012.93066
Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
2002
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. Zbl 1337.60156
Øksendal, Bernt; Sandal, Leif; Ubøe, Jan
2014
A stability property of the stochastic heat equation. Zbl 0847.60042
Ubøe, Jan; Zhang, Tusheng
1995
Discrete Wick products. Zbl 0829.60006
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1993
Complex valued multiparameter stochastic integrals. Zbl 0837.60049
Ubøe, Jan
1995
A heroic proof. Zbl 1332.26008
Ubøe, Jan
2015
Riemann integration on complex Brownian paths. Zbl 0758.60050
Ubøe, Jan
1992
Some aspects of random utility, extreme value theory and multinomial logit models. Zbl 1251.91030
2012
Statistical testing of bounded rationality with applications to the newsvendor model. Zbl 1394.90129
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Lillestøl, Jostein; Sandal, Leif
2017
A comparison experiment for Wick multiplication and ordinary multiplication. Zbl 0824.60103
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
1993
Gaussian tail estimates for Dirichlet processes. Zbl 0864.60063
Ubøe, Jan; Zhang, Tusheng
1995
Quantification of preferences in markets. Zbl 1232.91154
Jörnsten, Kurt; Ubøe, Jan
2010
Statistical testing of bounded rationality with applications to the newsvendor model. Zbl 1394.90129
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Lillestøl, Jostein; Sandal, Leif
2017
A heroic proof. Zbl 1332.26008
Ubøe, Jan
2015
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. Zbl 1337.60156
Øksendal, Bernt; Sandal, Leif; Ubøe, Jan
2014
A maximum entropy approach to the newsvendor problem with partial information. Zbl 1332.90323
Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif; Ubøe, Jan
2013
Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models. Zbl 1402.90010
Øksendal, Bernt; Sandal, Leif; Ubøe, Jan
2013
Some aspects of random utility, extreme value theory and multinomial logit models. Zbl 1251.91030
2012
Stochastic partial differential equations. A modeling, white noise functional approach. 2nd ed. Zbl 1198.60005
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
2010
Quantification of preferences in markets. Zbl 1232.91154
Jörnsten, Kurt; Ubøe, Jan
2010
Nonrobustness of some impulse control problems with respect to intervention costs. Zbl 1012.93066
Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
2002
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance. Zbl 0963.60065
Aase, Knut; Øksendal, Bernt; Privault, Nicolas; Ubøe, Jan
2000
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
1996
The pressure equation for fluid flow in a stochastic medium. Zbl 0834.60068
Holden, H.; Lindstrøm, T.; Øksendal, B.; Ubøe, J.; Zhang, T.-S.
1995
Stability properties of stochastic partial differential equations. Zbl 0829.60053
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
1995
The stochastic Wick-type Burgers equation. Zbl 0823.60050
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
1995
A stability property of the stochastic heat equation. Zbl 0847.60042
Ubøe, Jan; Zhang, Tusheng
1995
Complex valued multiparameter stochastic integrals. Zbl 0837.60049
Ubøe, Jan
1995
Gaussian tail estimates for Dirichlet processes. Zbl 0864.60063
Ubøe, Jan; Zhang, Tusheng
1995
The Burgers equation with a noisy force and the stochastic heat equation. Zbl 0804.35158
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
1994
Stochastic boundary value problems: A white noise functional approach. Zbl 0792.60055
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tu-Sheng
1993
The Wick product. Zbl 0820.60048
Gjessing, H.; Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
1993
Discrete Wick products. Zbl 0829.60006
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1993
A comparison experiment for Wick multiplication and ordinary multiplication. Zbl 0824.60103
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
1993
Wick multiplication and Ito-Skorohod stochastic differential equations. Zbl 0760.60057
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1992
Discrete Wick calculus and stochastic functional equations. Zbl 0776.60067
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1992
Riemann integration on complex Brownian paths. Zbl 0758.60050
Ubøe, Jan
1992
Stochastic differential equations involving positive noise. Zbl 0783.60055
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan
1991
Conformal martingales and analytic functions. Zbl 0634.60042
Ubøe, Jan
1987
all top 5

#### Cited by 412 Authors

 31 Øksendal, Bernt Karsten 12 Xie, Yingchao 11 Ubøe, Jan 9 Lanconelli, Alberto 7 Alpay, Daniel Aron 7 Zhang, Tusheng S. 6 Chen, Bin 6 Ji, Un Cig 6 Leonenko, Nikolai N. 6 Levajković, Tijana 6 Melnikova, Irina V. 6 Rozovskii, Boris L. 6 Seleši, Dora 5 Holden, Helge 5 Lindstrøm, Tom L. 5 Lototsky, Sergey V. 5 Pilipović, Stevan 5 Proske, Frank Norbert 5 Su, Huan 5 Sulem, Agnès 5 Wang, Pengfei 4 Agram, Nacira 4 Manouzi, Hassan 4 Mena, Hermann 4 Meyer-Brandis, Thilo 4 Privault, Nicolas 4 Schwab, Christoph 3 Bender, Christian 3 Di Nunno, Giulia 3 Hairer, Martin 3 Hu, Yaozhong 3 Kamburowski, Jerzy 3 Karniadakis, George Em 3 Lebovits, Joachim 3 Nualart, David 3 Obata, Nobuaki 3 Oliveira, Maria João 3 Parczewski, Peter 3 Risebro, Nils Henrik 3 Sandal, Leif Kristoffer 3 Stan, Aurel Iulian 3 Woyczynski, Wojbor A. 2 Accardi, Luigi 2 Anh, Vo V. 2 Barndorff-Nielsen, Ole Eiler 2 Bensoussan, Alain 2 Cattani, Carlo 2 Catuogno, Pedro José 2 Chen, Jinshu 2 Chen, Lv 2 Chen, Shaokuan 2 Chen, Tingqiang 2 Colombo, Fabrizio 2 Da Pelo, Paolo 2 Davies, Ian M. 2 Draouil, Olfa 2 Finkelshteĭn, Dmitriĭ Leonidovich 2 Ghanem, Roger G. 2 He, Jianmin 2 Heydari, Mohammad Hossien 2 Hou, Lisheng 2 Jørgensen, Palle E. T. 2 Kachanovsky, Nikolai A. 2 Kondrat’yev, Yuriĭ Grygorovych 2 Lévy Véhel, Jacques 2 Løkka, Arne 2 Luo, Qi 2 Lytvynov, Eugene W. 2 Matthies, Hermann Georg 2 Mikulevicius, Remigijus 2 Ming, Ju 2 Mishra, Siddhartha 2 Ninh, Anh 2 Oberguggenberger, Michael B. 2 Yolcu Okur, Yeliz 2 Olivera, Christian 2 Polak, Ido 2 Russo, Francesco 2 Sabadini, Irene 2 Saitô, Kimiaki 2 Sethi, Suresh P. 2 Shen, Yang 2 Shi, Jingtao 2 Singer, Hermann 2 Siu, Tak Kuen 2 Soofi, Ehsan S. 2 Starkova, Ol’ga Sergeevna 2 Stemmann, K. 2 Streit, Ludwig 2 Truman, Aubrey 2 Tuffaha, Amjad M. 2 Uemura, Hideaki 2 Wan, Xiaoliang 2 Wang, Caishi 2 Wang, Guangchen 2 Wang, Meijiao 2 Xiu, Dongbin 2 Yao, Zhangsong 2 Zhang, Hongqing 2 Zhang, Yutian ...and 312 more Authors
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#### Cited in 135 Serials

 14 Stochastic Analysis and Applications 14 Stochastic Processes and their Applications 12 Infinite Dimensional Analysis, Quantum Probability and Related Topics 11 Stochastics 10 Chaos, Solitons and Fractals 8 European Journal of Operational Research 6 Journal of Theoretical Probability 6 Potential Analysis 5 Journal of Mathematical Physics 5 Applied Mathematics and Computation 5 Statistics & Probability Letters 5 Abstract and Applied Analysis 4 Communications in Mathematical Physics 4 Computer Methods in Applied Mechanics and Engineering 4 Journal of Mathematical Analysis and Applications 4 Physics Letters. A 4 The Annals of Probability 4 Journal of Computational and Applied Mathematics 4 Journal of Functional Analysis 4 Probability Theory and Related Fields 4 Mathematical Control and Related Fields 4 Stochastic and Partial Differential Equations. Analysis and Computations 3 Journal of Computational Physics 3 Applied Mathematics and Optimization 3 Integral Equations and Operator Theory 3 SIAM Journal on Control and Optimization 3 Quantitative Finance 3 Carpathian Mathematical Publications 3 Journal of Function Spaces 2 Computers & Mathematics with Applications 2 Journal of Statistical Physics 2 Illinois Journal of Mathematics 2 Journal of Applied Probability 2 Journal of Optimization Theory and Applications 2 Mathematics and Computers in Simulation 2 Operations Research 2 Quarterly of Applied Mathematics 2 Insurance Mathematics & Economics 2 Operations Research Letters 2 Acta Applicandae Mathematicae 2 Asia-Pacific Journal of Operational Research 2 Journal of Economic Dynamics & Control 2 Annals of Operations Research 2 International Journal of Computer Mathematics 2 Stochastics and Stochastics Reports 2 Bernoulli 2 Mathematical Problems in Engineering 2 Mathematical Finance 2 Nonlinear Dynamics 2 Communications in Nonlinear Science and Numerical Simulation 2 Methodology and Computing in Applied Probability 2 Archives of Computational Methods in Engineering 2 Stochastics and Dynamics 2 Advances in Difference Equations 2 Journal of Industrial and Management Optimization 2 Mathematics and Financial Economics 2 AStA. Advances in Statistical Analysis 2 SIAM/ASA Journal on Uncertainty Quantification 1 Archive for Rational Mechanics and Analysis 1 International Journal of Control 1 International Journal of General Systems 1 Inverse Problems 1 Journal of the Franklin Institute 1 Physica A 1 Mathematics of Computation 1 The Mathematical Intelligencer 1 Automatica 1 BIT 1 Czechoslovak Mathematical Journal 1 International Journal for Numerical Methods in Engineering 1 Inventiones Mathematicae 1 Journal of Differential Equations 1 Journal of Mathematical Economics 1 Mathematische Nachrichten 1 Monatshefte für Mathematik 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerical Functional Analysis and Optimization 1 Osaka Journal of Mathematics 1 Siberian Mathematical Journal 1 Zeitschrift für Analysis und ihre Anwendungen 1 Statistics 1 Computers & Operations Research 1 Journal of the American Mathematical Society 1 Journal of Scientific Computing 1 Journal of Applied Mathematics and Stochastic Analysis 1 Economics Letters 1 The Annals of Applied Probability 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 Communications in Partial Differential Equations 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 SIAM Journal on Scientific Computing 1 Journal of Mathematical Sciences (New York) 1 Annales Mathématiques Blaise Pascal 1 Georgian Mathematical Journal 1 Bulletin des Sciences Mathématiques 1 Opuscula Mathematica 1 Integral Transforms and Special Functions 1 Engineering Analysis with Boundary Elements 1 Electronic Journal of Probability 1 The Journal of Fourier Analysis and Applications ...and 35 more Serials
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#### Cited in 36 Fields

 231 Probability theory and stochastic processes (60-XX) 77 Partial differential equations (35-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 41 Systems theory; control (93-XX) 40 Numerical analysis (65-XX) 24 Operations research, mathematical programming (90-XX) 22 Functional analysis (46-XX) 20 Calculus of variations and optimal control; optimization (49-XX) 12 Fluid mechanics (76-XX) 10 Dynamical systems and ergodic theory (37-XX) 9 Statistics (62-XX) 8 Operator theory (47-XX) 7 Quantum theory (81-XX) 6 Ordinary differential equations (34-XX) 6 Statistical mechanics, structure of matter (82-XX) 4 Real functions (26-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Biology and other natural sciences (92-XX) 3 Functions of a complex variable (30-XX) 3 Integral equations (45-XX) 3 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Number theory (11-XX) 2 Special functions (33-XX) 2 Mechanics of deformable solids (74-XX) 2 Astronomy and astrophysics (85-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Associative rings and algebras (16-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX)