Edit Profile (opens in new tab) Øksendal, Bernt Karsten Co-Author Distance Author ID: oksendal.bernt-karsten Published as: Øksendal, Bernt; Øksendal, B.; Øksendal, Bernt K.; Øksendal, Bernt Karsten; øksendal, Bernt; Oksendal, B. more...less Homepage: http://www.mn.uio.no/math/english/people/aca/oksendal/ External Links: MGP · Wikidata · Google Scholar · Math-Net.Ru · dblp · GND · IdRef Documents Indexed: 229 Publications since 1971, including 15 Books and 12 Additional arXiv Preprints 10 Contributions as Editor · 2 Further Contributions Reviewing Activity: 55 Reviews Biographic References: 2 Publications Co-Authors: 82 Co-Authors with 194 Joint Publications 1,442 Co-Co-Authors all top 5 Co-Authors 47 single-authored 37 Sulem, Agnès 30 Zhang, Tusheng S. 24 Agram, Nacira 21 Hu, Yaozhong 20 Ubøe, Jan 19 Proske, Frank Norbert 16 Lindstrøm, Tom L. 15 Di Nunno, Giulia 13 Holden, Helge 9 Biagini, Francesca 8 Draouil, Olfa 7 Aase, Knut Kristian 5 Davie, Alexander M. 5 Meyer-Brandis, Thilo 4 Brekke, Kjell Arne 4 Csink, Laszlo 4 Haadem, Sven 4 Ustunel, Ali Suleyman 3 An, Ta Thi Kieu 3 Benth, Fred Espen 3 Bjuland, Terje 3 Hachemi, Rahma Yasmina Moulay 3 Lungu, Edward M. 3 Våge, Gjermund 3 Yakhlef, Samia 2 Aslaksen, Inlie 2 Bachouch, Achref 2 Baghery, Fouzia 2 Bañuelos, Rodrigo 2 Dahl, K. R. 2 Decreusefond, Laurent 2 Framstad, Nils Chr. 2 Gjerde, Jon 2 Hilbert, Astrid 2 Kobila, T. Ø. 2 Løkka, Arne 2 Mataramvura, Sure 2 Menoukeu Pamen, Olivier 2 Ouerdiane, Habib 2 Røse, Elin Engen 2 Sandal, Leif Kristoffer 1 Alvarez, Luis H. R. 1 Bekken, Otto B. 1 Briem, Eggert 1 Chancelier, Jean-Philippe 1 Corcuera, José Manuel 1 Đorđević, Jasmina 1 Dumitrescu, Roxana 1 Elsanosi, Ismail 1 Farkas, Gergely 1 Federico, Salvatore 1 Fitzsimmons, Patrick J. 1 Fontana, Claudio 1 Gjessing, Håkon K. 1 Grue, John 1 Kieu, An Ta Thi 1 Kohatsu-Higa, Arturo 1 Korezlioglu, Hayri 1 Labed, Saloua 1 Lefèvre, David 1 Lund, Diderik 1 Makhlouf, K. 1 Martio, Olli 1 Mohammed, Salah-Eldin A. 1 Mundaca, Gabriela 1 Obøe, Jan 1 Yolcu Okur, Yeliz 1 Paczka, Krzysztof 1 Privault, Nicolas 1 Pucci, Giulia 1 Reikvam, Kristin 1 Salopek, Donna Mary 1 Siegmund-Schultze, Reinhard 1 Signahl, Mikael 1 Soner, Halil Mete 1 Stray, Arne 1 Stroock, Daniel W. 1 Sydsaeter, Knut 1 Szabó, Peter 1 Touzi, Nizar 1 Turpin, Isabelle 1 Tymoshenko, Olena A. 1 Wallner, Naomi 1 Zhou, Xunyu all top 5 Serials 13 Stochastics 11 Universitext 9 Stochastic Analysis and Applications 9 Infinite Dimensional Analysis, Quantum Probability and Related Topics 6 Applied Mathematics and Optimization 6 Journal of Optimization Theory and Applications 6 SIAM Journal on Control and Optimization 5 Journal of Functional Analysis 5 Normat 5 Potential Analysis 4 Pacific Journal of Mathematics 4 Stochastic Processes and their Applications 3 Mathematica Scandinavica 3 Communications in Partial Differential Equations 3 Stochastics and Stochastics Reports 3 Mathematical Finance 3 Progress in Probability 3 Mathematics and Financial Economics 3 Afrika Matematika 2 Annales de l’Institut Fourier 2 Inventiones Mathematicae 2 Journal of Applied Probability 2 Journal of Mathematical Economics 2 Proceedings of the American Mathematical Society 2 Proceedings of the Edinburgh Mathematical Society. Series II 2 Systems & Control Letters 2 SIAM Journal on Mathematical Analysis 2 Finance and Stochastics 2 Quantitative Finance 2 Stochastics and Dynamics 2 Communications on Stochastic Analysis 2 Communications in Mathematics and Statistics 2 Probability and its Applications 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Mathematical Biosciences 1 Nonlinearity 1 Russian Mathematical Surveys 1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 1 Arkiv för Matematik 1 Theory of Probability and its Applications 1 Acta Mathematica 1 American Journal of Mathematics 1 Automatica 1 Journal of Computational and Applied Mathematics 1 Journal of the London Mathematical Society. Second Series 1 Mathematische Annalen 1 Mathematics of Operations Research 1 Osaka Journal of Mathematics 1 Quarterly of Applied Mathematics 1 Transactions of the American Mathematical Society 1 Complex Variables. Theory and Application 1 Acta Applicandae Mathematicae 1 Probability Theory and Related Fields 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 European Journal of Applied Mathematics 1 The Annals of Applied Probability 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 SIAM Review 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Methods and Applications of Analysis 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Fractional Calculus & Applied Analysis 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Bericht. Universität Jyväskylä. Mathematisches Institut 1 Lecture Notes in Mathematics 1 Stochastics Monographs 1 Temahefte Matematikk 1 Abel Symposia 1 International Journal of Stochastic Analysis 1 Mathematical Control and Related Fields 1 Probability, Uncertainty and Quantitative Risk all top 5 Fields 190 Probability theory and stochastic processes (60-XX) 92 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 89 Systems theory; control (93-XX) 43 Calculus of variations and optimal control; optimization (49-XX) 24 Partial differential equations (35-XX) 18 Functions of a complex variable (30-XX) 14 Functional analysis (46-XX) 12 General and overarching topics; collections (00-XX) 12 Potential theory (31-XX) 8 Ordinary differential equations (34-XX) 7 Several complex variables and analytic spaces (32-XX) 6 Measure and integration (28-XX) 4 Integral equations (45-XX) 4 Operator theory (47-XX) 4 Statistics (62-XX) 4 Fluid mechanics (76-XX) 4 Operations research, mathematical programming (90-XX) 3 History and biography (01-XX) 3 Biology and other natural sciences (92-XX) 2 Numerical analysis (65-XX) 2 Quantum theory (81-XX) 2 Information and communication theory, circuits (94-XX) 1 Field theory and polynomials (12-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Global analysis, analysis on manifolds (58-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 181 Publications have been cited 4,985 times in 3,688 Documents Cited by ▼ Year ▼ Stochastic differential equations. An introduction with applications. 6th ed. Zbl 1025.60026 Øksendal, Bernt 802 2003 Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng 313 2008 Stochastic differential equations. An introduction with applications. 5th ed. Zbl 0897.60056 Øksendal, Bernt 255 1998 Applied stochastic control of jump diffusions. 2nd ed. Zbl 1116.93004 Øksendal, Bernt; Sulem, Agnès 245 2007 Applied stochastic control of jump diffusions. Zbl 1074.93009 Øksendal, Bernt; Sulem, Agnès 234 2005 Fractional white noise calculus and applications to finance. Zbl 1045.60072 Hu, Yaozhong; Øksendal, Bernt 177 2003 Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045 Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng 142 1996 Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance. Zbl 1140.93496 Framstad, N. C.; Øksendal, B.; Sulem, A. 93 2005 Stochastic differential equations. An introduction with applications. 4th ed. Zbl 0841.60037 Øksendal, Bernt 91 1995 Stochastic partial differential equations. A modeling, white noise functional approach. 2nd ed. Zbl 1198.60005 Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng 85 2010 Some solvable stochastic control problems with delay. Zbl 0999.93072 Elsanosi, Ismail; Øksendal, Bernt; Sulem, Agnès 71 2000 Optimal harvesting from a population in a stochastic crowded environment. Zbl 0885.60052 Lungu, E. M.; Øksendal, B. 69 1997 A mean-field stochastic maximum principle via Malliavin calculus. Zbl 1252.49039 Meyer-Brandis, Thilo; Øksendal, Bernt; Zhou, Xun Yu 68 2012 Risk minimizing portfolios and HJBI equations for stochastic differential games. Zbl 1145.93054 Mataramvura, Sure; Øksendal, Bernt 64 2008 Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183 Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 62 2011 Optimal consumption and portfolio with both fixed and proportional transaction costs. Zbl 1102.91054 Øksendal, Bernt; Sulem, Agnès 62 2002 Malliavin calculus and anticipative Itô formulae for Lévy processes. Zbl 1080.60068 Di Nunno, Giulia; Meyer-Brandis, Thilo; Øksendal, Bernt; Proske, Frank 62 2005 Stochastic differential equations. An introduction with applications. Zbl 0567.60055 Øksendal, Bernt 61 1985 White noise analysis for Lévy processes. Zbl 1078.60054 Di Nunno, Giulia; Øksendal, Bernt; Proske, Frank 60 2004 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 55 2000 Optimal switching in an economic activity under uncertainty. Zbl 0801.60036 Brekke, Kjell Arne; Øksendal, Bernt 55 1994 Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. Zbl 1207.93115 Øksendal, Bernt; Sulem, Agnès 55 2010 An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044 Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi 53 2004 Stochastic differential equations. An introduction with applications. 3rd ed. Zbl 0747.60052 Øksendal, Bernt 50 1992 Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Zbl 1013.91055 Framstad, Nils Chr.; Øksendal, Bernt; Sulem, Agnès 46 2001 Book review of: L. Gawarecki and V. Mandrekar, Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1334.00056 Øksendal, Bernt 44 2013 A maximum principle for optimal control of stochastic systems with delay, with applications to finance. Zbl 1054.93531 Øksendal, Bernt; Sulem, Agnès 43 2001 A general stochastic calculus approach to insider trading. Zbl 1093.60044 Biagini, Francesca; Øksendal, Bernt 42 2005 A maximum principle for stochastic control with partial information. Zbl 1140.93046 Baghery, Fouzia; Øksendal, Bernt 41 2007 Optimal stochastic intervention control with application to the exchange rate. Zbl 0943.91038 Mundaca, Gabriela; Øksendal, Bernt 41 1998 Optimal control of stochastic partial differential equations. Zbl 1156.93406 Øksendal, Bernt 40 2005 Forward-backward stochastic differential games and stochastic control under model uncertainty. Zbl 1290.49076 Øksendal, Bernt; Sulem, Agnès 40 2014 Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Zbl 1422.93001 Øksendal, Bernt; Sulem, Agnès 37 2019 A maximum principle for infinite horizon delay equations. Zbl 1273.93175 Agram, N.; Haadem, S.; Øksendal, B.; Proske, F. 37 2013 Malliavin calculus and optimal control of stochastic Volterra equations. Zbl 1335.60121 Agram, Nacira; Øksendal, Bernt 36 2015 A stochastic maximum principle for processes driven by fractional Brownian motion. Zbl 1064.93048 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès 33 2002 Infinite horizon optimal control of forward-backward stochastic differential equations with delay. Zbl 1320.60121 Agram, Nacira; Øksendal, Bernt 30 2014 Optimal portfolio for an insider in a market driven by Lévy processes. Zbl 1136.91426 Di Nunno, Giulia; Meyer-Brandis, Thilo; Øksendal, Bernt; Proske, Frank 29 2006 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. 28 1994 Explicit representation of the minimal variance portfolio in markets driven by Lévy processes. Zbl 1173.91377 Benth, Fred Espen; Di Nunno, Giulia; Løkka, Arne; Øksendal, Bernt; Proske, Frank 28 2003 Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models. Zbl 1402.90010 Øksendal, Bernt; Sandal, Leif; Ubøe, Jan 27 2013 Optimal time to invest when the price processes are geometric Brownian motions. Zbl 0904.60030 Hu, Yaozhong; Øksendal, Bernt 26 1998 Partial information linear quadratic control for jump diffusions. Zbl 1165.93037 Hu, Yaozhong; Øksendal, Bernt 24 2008 Stochastic control problems where small intervention costs have big effects. Zbl 0938.93063 Øksendal, B. 22 1999 Maximum principle for stochastic differential games with partial information. Zbl 1159.91321 An, T. T. K.; Øksendal, B. 22 2009 Optimal stochastic impulse control with delayed reaction. Zbl 1161.93029 Øksendal, Bernt; Sulem, Agnès 21 2008 Optimal harvesting from interacting populations in a stochastic environment. Zbl 1010.93107 Lungu, Edward; Øksendal, Bernt 21 2001 Risk minimization in financial markets modeled by Itô-Lévy processes. Zbl 1334.60122 Øksendal, Bernt; Sulem, Agnès 21 2015 Portfolio optimization under model uncertainty and BSDE games. Zbl 1277.91159 Øksendal, Bernt; Sulem, Agnès 20 2011 The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures. Zbl 1118.60052 Øksendal, Bernt; Zhang, Tusheng 19 2007 Multiparameter fractional Brownian motion and quasi-linear stochastic partial differential equations. Zbl 0986.60056 Øksendal, Bernt; Zhang, Tusheng 19 2001 Chaos expansion of local time of fractional Brownian motions. Zbl 1011.60016 Hu, Yaozhong; Øksendal, Bernt 19 2002 Optimal consumption and portfolio in a Black–Scholes market driven by fractional Brownian motion. Zbl 1180.91266 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnés 19 2003 White noise of Poisson random measures. Zbl 1060.60069 Øksendal, Bernt; Proske, Frank 18 2004 Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Zbl 1259.93135 Øksendal, Bernt; Sulem, Agnès 18 2012 Optimal stopping with delayed information. Zbl 1089.60027 Øksendal, Bernt 17 2005 Using the Donsker delta function to compute hedging strategies. Zbl 0993.91022 Aase, Knut; Øksendal, Bernt; Obøe, Jan 17 2001 Stochastic partial differential equations driven by Lévy space-time white noise. Zbl 1053.60069 Løkka, Arne; Øksendal, Bernt; Proske, Frank 17 2004 The high contact principle as a sufficiency condition for optimal stopping. Zbl 0783.90019 Brekke, Kjell Arne; Øksendal, Bernt 17 1991 Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Zbl 1339.93121 Dahl, K.; Mohammed, S.-E. A.; Øksendal, B.; Røse, E. E. 17 2016 Viscosity solutions of optimal stopping problems. Zbl 0913.60037 Øksendal, Bernt; Reikvam, Kristin 16 1998 Asymptotic properties of the solutions to stochastic KPP equations. Zbl 0978.60070 Øksendal, B.; Våge, G.; Zhao, H. Z. 15 2000 Two properties of stochastic KPP equations: Ergodicity and pathwise property. Zbl 0993.60064 Øksendal, B.; Våge, G.; Zhao, H. Z. 15 2001 Risk indifference pricing in jump diffusion markets. Zbl 1187.91105 Øksendal, Bernt; Sulem, Agnès 15 2009 Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. Zbl 1090.60057 Øksendal, Bernt; Proske, Frank; Zhang, Tusheng 15 2005 General fractional multiparameter white noise theory and stochastic partial differential equations. Zbl 1067.35161 Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng 15 2004 Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078 Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 15 2014 Linear Volterra backward stochastic integral equations. Zbl 1405.60074 Hu, Yaozhong; Øksendal, Bernt 15 2019 Minimal variance hedging for insider trading. Zbl 1134.91397 Biagini, Francesca; Øksendal, Bernt 13 2006 Brownian motion and sets of harmonic measure zero. Zbl 0493.31001 Øksendal, Bernt 13 1981 Maximum principles for jump diffusion processes with infinite horizon. Zbl 1364.93861 Haadem, Sven; Øksendal, Bernt; Proske, Frank 13 2013 Wick approximation of quasilinear stochastic differential equations. Zbl 0845.60058 Hu, Yaozhong; Øksendal, Bernt 12 1996 Null sets for measures orthogonal to R(X). Zbl 0255.46042 Øksendal, Bernt K. 12 1972 Wick multiplication and Ito-Skorohod stochastic differential equations. Zbl 0760.60057 Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan 12 1992 Optimal portfolio, partial information and Malliavin calculus. Zbl 1176.93081 Di Nunno, Giulia; Øksendal, Bernt 11 2009 Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Zbl 1014.91042 Chancelier, J.-Ph.; Øksendal, B.; Sulem, A. 11 2002 Weighted local time for fractional Brownian motion and applications to finance. Zbl 1067.60028 Hu, Yaozhong; Øksendal, Bernt; Salopek, Donna Mary 11 2005 Stochastic differential equations. An introduction with applications. 2nd ed. Zbl 0694.60046 Øksendal, Bernt 11 1989 The stochastic Volterra equation. Zbl 0783.60060 Øksendal, Bernt; Zhang, Tu-Sheng 11 1993 Strategic insider trading equilibrium: a filter theory approach. Zbl 1267.91058 Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt 11 2012 Advanced mathematical methods for finance. Zbl 1211.91008 10 2011 Stochastic partial differential equations driven by multiparameter fractional white noise. Zbl 0982.60054 Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng 10 2000 A Donsker delta functional approach to optimal insider control and applications to finance. Zbl 1341.49029 Draouil, Olfa; Øksendal, Bernt 10 2015 Stochastic control of memory mean-field processes. Zbl 1411.60081 Agram, Nacira; Øksendal, Bernt 10 2019 Exit times for elliptic diffusions and BMO. Zbl 0625.60088 Bañuelos, R.; Øksendal, Bernt 9 1987 Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another. Zbl 0498.60083 Csink, L.; Øksendal, Bernt 9 1983 Analytic capacity and differentiability properties of finely harmonic functions. Zbl 0527.31001 Davie, Alexander M.; Øksendal, Bernt 9 1982 Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Zbl 1216.60036 Federico, Salvatore; Øksendal, Bernt Karsten 9 2011 The pressure equation for fluid flow in a stochastic medium. Zbl 0834.60068 Holden, H.; Lindstrøm, T.; Øksendal, B.; Ubøe, J.; Zhang, T.-S. 9 1995 The Donsker delta function of a Lévy process with application to chaos expansion of local time. Zbl 1053.60047 Mataramvura, Sure; Øksendal, Bernt; Proske, Frank 9 2004 Insider trading equilibrium in a market with memory. Zbl 1262.91156 Biagini, Francesca; Hu, Yaozhong; Meyer-Brandis, Thilo; Øksendal, Bernt 9 2012 When is a stochastic integral a time change of a diffusion? Zbl 0698.60046 Øksendal, Bernt 8 1990 Singular mean-field control games. Zbl 1376.91029 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès 8 2017 Projection estimates for harmonic measure. Zbl 0537.31002 Øksendal, Bernt 7 1983 A game theoretic approach to martingale measures in incomplete markets. Zbl 1199.91029 Oksendal, B.; Sulem, A. 7 2008 The Wick product. Zbl 0820.60048 Gjessing, H.; Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S. 7 1993 A universal optimal consumption rate for an insider. Zbl 1136.91456 Øksendal, Bernt 7 2006 Fractional Brownian motion in finance. Zbl 1185.91194 Øksendal, B. 7 2007 Stochastic differential equations involving positive noise. Zbl 0783.60055 Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan 7 1991 Stochastic boundary value problems: A white noise functional approach. Zbl 0792.60055 Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tu-Sheng 7 1993 Stochastic Fokker-Planck equations for conditional McKean-Vlasov jump diffusions and applications to optimal control. Zbl 1517.60109 Agram, Nacira; Øksendal, Bernt 1 2023 Mean-field backward stochastic differential equations and applications. Zbl 1490.60138 Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt 6 2022 A financial market with singular drift and no arbitrage. Zbl 1465.91104 Agram, Nacira; Øksendal, Bernt 2 2021 Singular control of SPDEs with space-mean dynamics. Zbl 1459.60135 Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt 4 2020 Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Zbl 1422.93001 Øksendal, Bernt; Sulem, Agnès 37 2019 Linear Volterra backward stochastic integral equations. Zbl 1405.60074 Hu, Yaozhong; Øksendal, Bernt 15 2019 Stochastic control of memory mean-field processes. Zbl 1411.60081 Agram, Nacira; Øksendal, Bernt 10 2019 New approach to optimal control of stochastic Volterra integral equations. Zbl 1498.93769 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia 6 2019 Singular control optimal stopping of memory mean-field processes. Zbl 1418.60052 Agram, Nacira; Bachouch, Achref; Øksendal, Bernt; Proske, Frank 4 2019 Model uncertainty stochastic mean-field control. Zbl 1432.93377 Agram, Nacira; Øksendal, Bernt 4 2019 Correction to: “Stochastic control of memory mean-field processes”. Zbl 1466.60108 Agram, Nacira; Øksendal, Bernt 3 2019 A white noise approach to optimal insider control of systems with delay. Zbl 1411.91496 Draouil, Olfa; Øksendal, Bernt 1 2019 Mean-field stochastic control with elephant memory in finite and infinite time horizon. Zbl 1492.60146 Agram, Nacira; Øksendal, Bernt 1 2019 Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. Zbl 1444.60044 Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof 6 2018 Optimal control of forward-backward stochastic Volterra equations. Zbl 1400.45001 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia 6 2018 A Hida-Malliavin white noise calculus approach to optimal control. Zbl 1400.60077 Agram, Nacira; Øksendal, Bernt 4 2018 Stochastic control for mean-field stochastic partial differential equations with jumps. Zbl 1391.60156 Dumitrescu, Roxana; Øksendal, Bernt; Sulem, Agnès 3 2018 Singular mean-field control games. Zbl 1376.91029 Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès 8 2017 Singular recursive utility. Zbl 1394.60060 Dahl, K. R.; Øksendal, B. 5 2017 Dynamic robust duality in utility maximization. Zbl 1361.60047 Øksendal, Bernt; Sulem, Agnès 4 2017 A white noise approach to insider trading. Zbl 07715131 Øksendal, Bernt; Røse, Elin Engen 3 2017 Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Zbl 1339.93121 Dahl, K.; Mohammed, S.-E. A.; Øksendal, B.; Røse, E. E. 17 2016 Optimal insider control and semimartingale decompositions under enlargement of filtration. Zbl 1350.60065 Draouil, Olfa; Øksendal, Bernt 6 2016 Optimal multi-dimensional stochastic harvesting with density-dependent prices. Zbl 1386.60196 Alvarez, Luis H. R.; Lungu, Edward; Øksendal, Bernt 6 2016 Optimal control of predictive mean-field equations and applications to finance. Zbl 1341.49032 Øksendal, Bernt; Sulem, Agnès 5 2016 Stochastic differential games with inside information. Zbl 1349.91031 Draouil, Olfa; Øksendal, Bernt 4 2016 A stochastic HJB equation for optimal control of forward-backward SDEs. Zbl 1354.60061 Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 4 2016 Malliavin calculus and optimal control of stochastic Volterra equations. Zbl 1335.60121 Agram, Nacira; Øksendal, Bernt 36 2015 Risk minimization in financial markets modeled by Itô-Lévy processes. Zbl 1334.60122 Øksendal, Bernt; Sulem, Agnès 21 2015 A Donsker delta functional approach to optimal insider control and applications to finance. Zbl 1341.49029 Draouil, Olfa; Øksendal, Bernt 10 2015 Erratum to: “A Donsker delta functional approach to optimal insider control and applications to finance”. Zbl 1398.49020 Draouil, Olfa; Øksendal, Bernt 2 2015 Market viability and martingale measures under partial information. Zbl 1338.60121 Fontana, Claudio; Øksendal, Bernt; Sulem, Agnès 2 2015 Forward-backward stochastic differential games and stochastic control under model uncertainty. Zbl 1290.49076 Øksendal, Bernt; Sulem, Agnès 40 2014 Infinite horizon optimal control of forward-backward stochastic differential equations with delay. Zbl 1320.60121 Agram, Nacira; Øksendal, Bernt 30 2014 Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078 Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 15 2014 Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. Zbl 1337.60156 Øksendal, Bernt; Sandal, Leif; Ubøe, Jan 5 2014 Book review of: L. Gawarecki and V. Mandrekar, Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1334.00056 Øksendal, Bernt 44 2013 A maximum principle for infinite horizon delay equations. Zbl 1273.93175 Agram, N.; Haadem, S.; Øksendal, B.; Proske, F. 37 2013 Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models. Zbl 1402.90010 Øksendal, Bernt; Sandal, Leif; Ubøe, Jan 27 2013 Maximum principles for jump diffusion processes with infinite horizon. Zbl 1364.93861 Haadem, Sven; Øksendal, Bernt; Proske, Frank 13 2013 A Malliavin calculus approach to general stochastic differential games with partial information. Zbl 1270.91013 Kieu, An Ta Thi; Øksendal, Bernt; Okur, Yeliz Yolcu 3 2013 Optimal stopping and stochastic control differential games for jump diffusions. Zbl 1286.93200 Baghery, Fouzia; Haadem, Sven; Øksendal, Bernt; Turpin, Isabelle 2 2013 A mean-field stochastic maximum principle via Malliavin calculus. Zbl 1252.49039 Meyer-Brandis, Thilo; Øksendal, Bernt; Zhou, Xun Yu 68 2012 Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Zbl 1259.93135 Øksendal, Bernt; Sulem, Agnès 18 2012 Strategic insider trading equilibrium: a filter theory approach. Zbl 1267.91058 Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt 11 2012 Insider trading equilibrium in a market with memory. Zbl 1262.91156 Biagini, Francesca; Hu, Yaozhong; Meyer-Brandis, Thilo; Øksendal, Bernt 9 2012 Backward stochastic differential equations with respect to general filtrations and applications to insider finance. Zbl 1331.91209 Øksendal, Bernt; Zhang, Tusheng 6 2012 A maximum principle for stochastic differential games with \(g\)-expectations and partial information. Zbl 1251.93137 An, Ta Thi Kieu; Øksendal, Bernt 6 2012 Partially informed noise traders. Zbl 1264.91063 Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt 5 2012 Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Zbl 1283.93316 Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 4 2012 Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183 Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 62 2011 Portfolio optimization under model uncertainty and BSDE games. Zbl 1277.91159 Øksendal, Bernt; Sulem, Agnès 20 2011 Advanced mathematical methods for finance. Zbl 1211.91008 10 2011 Optimal stopping of stochastic differential equations with delay driven by Lévy noise. Zbl 1216.60036 Federico, Salvatore; Øksendal, Bernt Karsten 9 2011 A general maximum principle for anticipative stochastic control and applications to insider trading. Zbl 1233.91338 Di Nunno, Giulia; Menoukeu Pamen, Olivier; Øksendal, Bernt; Proske, Frank 6 2011 Robust stochastic control and equivalent martingale measures. Zbl 1248.93174 Øksendal, Bernt; Sulem, Agnès 3 2011 An anticipative linear filtering equation. Zbl 1222.93220 Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt 2 2011 Stochastic partial differential equations. A modeling, white noise functional approach. 2nd ed. Zbl 1198.60005 Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng 85 2010 Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. Zbl 1207.93115 Øksendal, Bernt; Sulem, Agnès 55 2010 Optimal control with partial information for stochastic Volterra equations. Zbl 1214.49033 Øksendal, Bernt; Zhang, Tusheng 7 2010 Maximum principle for stochastic differential games with partial information. Zbl 1159.91321 An, T. T. K.; Øksendal, B. 22 2009 Risk indifference pricing in jump diffusion markets. Zbl 1187.91105 Øksendal, Bernt; Sulem, Agnès 15 2009 Optimal portfolio, partial information and Malliavin calculus. Zbl 1176.93081 Di Nunno, Giulia; Øksendal, Bernt 11 2009 Malliavin calculus for Lévy processes with applications to finance. Zbl 1528.60001 Di Nunno, Giulia; Øksendal, Bernt; Proske, Frank 5 2009 Anticipative stochastic control for Lévy processes with application to insider trading. Zbl 1180.91142 Sulem, Agnès; Kohatsu-Higa, Arturo; Øksendal, Bernt; Proske, Frank; Di Nunno, Giulia 3 2009 Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002 Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng 313 2008 Risk minimizing portfolios and HJBI equations for stochastic differential games. Zbl 1145.93054 Mataramvura, Sure; Øksendal, Bernt 64 2008 Partial information linear quadratic control for jump diffusions. Zbl 1165.93037 Hu, Yaozhong; Øksendal, Bernt 24 2008 Optimal stochastic impulse control with delayed reaction. Zbl 1161.93029 Øksendal, Bernt; Sulem, Agnès 21 2008 A game theoretic approach to martingale measures in incomplete markets. Zbl 1199.91029 Oksendal, B.; Sulem, A. 7 2008 Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes. Zbl 1153.60037 Øksendal, Bernt 7 2008 The Donsker delta function, a representation formula for functionals of a Lévy process and application to hedging in incomplete markets. Zbl 1208.60070 Di Nunno, Giulia; Øksendal, Bernt 4 2008 A maximum principle approach to risk indifference pricing with partial information. Zbl 1158.91350 An, Ta Thi Kieu; Øksendal, Bernt; Proske, Frank 1 2008 Forward integrals and an Itô formula for fractional Brownian motion. Zbl 1149.60035 Biagini, Francesca; Øksendal, Bernt 1 2008 Optimal stopping with advanced information flow: selected examples. Zbl 1151.93033 Hu, Yaozhong; Øksendal, Bernt 1 2008 Applied stochastic control of jump diffusions. 2nd ed. Zbl 1116.93004 Øksendal, Bernt; Sulem, Agnès 245 2007 A maximum principle for stochastic control with partial information. Zbl 1140.93046 Baghery, Fouzia; Øksendal, Bernt 41 2007 The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures. Zbl 1118.60052 Øksendal, Bernt; Zhang, Tusheng 19 2007 Fractional Brownian motion in finance. Zbl 1185.91194 Øksendal, B. 7 2007 Optimal smooth portfolio selection for an insider. Zbl 1136.60047 Hu, Yaozhong; Øksendal, Bernt 5 2007 A representation theorem and a sensitivity result for functionals of jump diffusions. Zbl 1130.60083 Di Nunno, Giulia; Øksendal, Bernt 4 2007 Optimal portfolio for an insider in a market driven by Lévy processes. Zbl 1136.91426 Di Nunno, Giulia; Meyer-Brandis, Thilo; Øksendal, Bernt; Proske, Frank 29 2006 Minimal variance hedging for insider trading. Zbl 1134.91397 Biagini, Francesca; Øksendal, Bernt 13 2006 A universal optimal consumption rate for an insider. Zbl 1136.91456 Øksendal, Bernt 7 2006 The Cauchy problem for the wave equation with Lévy noise initial data. Zbl 1100.60035 Øksendal, Bernt; Proske, Frank; Signahl, Mikael 3 2006 Applied stochastic control of jump diffusions. Zbl 1074.93009 Øksendal, Bernt; Sulem, Agnès 234 2005 Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance. Zbl 1140.93496 Framstad, N. C.; Øksendal, B.; Sulem, A. 93 2005 Malliavin calculus and anticipative Itô formulae for Lévy processes. Zbl 1080.60068 Di Nunno, Giulia; Meyer-Brandis, Thilo; Øksendal, Bernt; Proske, Frank 62 2005 A general stochastic calculus approach to insider trading. Zbl 1093.60044 Biagini, Francesca; Øksendal, Bernt 42 2005 Optimal control of stochastic partial differential equations. Zbl 1156.93406 Øksendal, Bernt 40 2005 Optimal stopping with delayed information. Zbl 1089.60027 Øksendal, Bernt 17 2005 Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. Zbl 1090.60057 Øksendal, Bernt; Proske, Frank; Zhang, Tusheng 15 2005 Weighted local time for fractional Brownian motion and applications to finance. Zbl 1067.60028 Hu, Yaozhong; Øksendal, Bernt; Salopek, Donna Mary 11 2005 White noise analysis for Lévy processes. Zbl 1078.60054 Di Nunno, Giulia; Øksendal, Bernt; Proske, Frank 60 2004 An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044 Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi 53 2004 White noise of Poisson random measures. Zbl 1060.60069 Øksendal, Bernt; Proske, Frank 18 2004 Stochastic partial differential equations driven by Lévy space-time white noise. Zbl 1053.60069 Løkka, Arne; Øksendal, Bernt; Proske, Frank 17 2004 General fractional multiparameter white noise theory and stochastic partial differential equations. Zbl 1067.35161 Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng 15 2004 The Donsker delta function of a Lévy process with application to chaos expansion of local time. Zbl 1053.60047 Mataramvura, Sure; Øksendal, Bernt; Proske, Frank 9 2004 Stochastic differential equations. An introduction with applications. 6th ed. Zbl 1025.60026 Øksendal, Bernt 802 2003 ...and 81 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 4,719 Authors 95 Øksendal, Bernt Karsten 33 Yan, Litan 32 Wu, Zhen 30 Siu, Tak Kuen 26 Hu, Yaozhong 26 Yoshioka, Hidekazu 23 Agram, Nacira 22 Shi, Jingtao 20 Alpay, Daniel Aron 20 Proske, Frank Norbert 19 Sulem, Agnès 18 Alvarez, Luis H. R. 18 Lanconelli, Alberto 17 Di Nunno, Giulia 17 Jumarie, Guy M. 17 Shen, Yang 17 Xiong, Jie 16 Duan, Jinqiao 16 Kim, Jeong-Hoon 16 Nualart, David 16 Wang, Guangchen 15 Li, Xun 15 Meng, Qingxin 15 Zhang, Tusheng S. 14 Menoukeu Pamen, Olivier 14 Xie, Yingchao 13 Gapeev, Pavel V. 13 Jørgensen, Palle E. T. 13 Malinowski, Marek T. 13 Wu, Jianglun 12 Bayraktar, Erhan 12 Cortés López, Juan Carlos 12 Ubøe, Jan 12 Xu, Yong 12 Yong, Jiongmin 12 Young, Virginia R. 11 Elliott, Robert James 11 Khodabin, Morteza 11 Peng, Xingchun 11 Shen, Guangjun 11 Yaegashi, Yuta 11 Yin, George Gang 11 Zeng, Caibin 10 Christensen, Soren 10 Ferrari, Giorgio 10 Forsyth, Peter A. 10 Hafayed, Mokhtar 10 Makasu, Cloud 10 Meyer-Brandis, Thilo 10 Mishura, Yuliya Stepanivna 10 Pham, Huyên 10 Saha Ray, Santanu 10 Tudor, Ciprian A. 10 Yannacopoulos, Athanasios N. 10 Yoshioka, Yumi 10 Zhang, Xin 9 Bender, Christian 9 Benth, Fred Espen 9 Djehiche, Boualem 9 Levajković, Tijana 9 Liu, Meng 9 Mao, Xuerong 9 Mehrdoust, Farshid 9 Rozenberg, Valerii L’vovich 9 Tsujimura, Motoh 9 Yang, Hailiang 9 Yu, Zhiyong 9 Zhang, Qing 8 Abbas, Syed 8 Biagini, Francesca 8 Chala, Adel 8 Di Persio, Luca 8 Fan, Xiliang 8 Hamadene, Saïd 8 Heydari, Mohammad Hossein 8 Huang, Jianhui 8 Huang, Nan-Jing 8 Ji, Un Cig 8 Liang, Zongxia 8 Mezerdi, Brahim 8 Qiu, Jinniao 8 Roberts, Gareth O. 8 Seleši, Dora 8 Shi, Yufeng 8 Sun, Zhongyang 8 Tindel, Samy 8 Viens, Frederi G. 8 Wang, Xiangjun 8 Wang, Yan 8 Weber, Gerhard-Wilhelm 8 Wu, Zhaojing 8 Zervos, Mihail 8 Zhang, Huanshui 7 Al-Hussein, Abdulrahman 7 Bensoussan, Alain 7 Braumann, Carlos A. 7 Chen, Fenge 7 Egami, Masahiko 7 El Fatini, Mohamed 7 Federico, Salvatore ...and 4,619 more Authors all top 5 Cited in 536 Serials 107 Stochastic Processes and their Applications 90 Stochastics 83 Stochastic Analysis and Applications 72 Applied Mathematics and Optimization 67 Journal of Computational and Applied Mathematics 63 Insurance Mathematics & Economics 58 Journal of Mathematical Analysis and Applications 58 SIAM Journal on Control and Optimization 52 Automatica 50 Advances in Difference Equations 47 Chaos, Solitons and Fractals 47 Journal of Economic Dynamics & Control 46 Stochastics and Dynamics 42 Statistics & Probability Letters 41 Applied Mathematics and Computation 41 Journal of Optimization Theory and Applications 40 European Journal of Operational Research 40 Mathematical Problems in Engineering 38 International Journal of Theoretical and Applied Finance 37 International Journal of Control 37 Journal of Statistical Physics 37 Infinite Dimensional Analysis, Quantum Probability and Related Topics 36 Quantitative Finance 35 Systems & Control Letters 34 The Annals of Applied Probability 32 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 31 Journal of Computational Physics 31 Physica A 30 Journal of Differential Equations 30 Journal of Theoretical Probability 29 Discrete and Continuous Dynamical Systems. 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Theory, Methods & Applications. Series A: Theory and Methods 11 Acta Mathematicae Applicatae Sinica. English Series 11 Fractional Calculus & Applied Analysis 11 Acta Mathematica Scientia. Series B. (English Edition) 11 Science China. Mathematics 10 Communications in Mathematical Physics 10 Acta Applicandae Mathematicae 10 European Journal of Control 10 Frontiers of Mathematics in China 10 International Journal of Stochastic Analysis 10 Probability, Uncertainty and Quantitative Risk 9 BIT 9 Journal of Mathematical Economics 9 Physica D 9 Applied Mathematical Modelling 9 International Journal of Computer Mathematics 9 Computational and Applied Mathematics 9 Chaos 9 The ANZIAM Journal 9 Journal of Applied Mathematics and Computing 9 Stochastic and Partial Differential Equations. Analysis and Computations 8 Mathematical Biosciences ...and 436 more Serials all top 5 Cited in 53 Fields 2,415 Probability theory and stochastic processes (60-XX) 1,153 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,047 Systems theory; control (93-XX) 568 Calculus of variations and optimal control; optimization (49-XX) 505 Partial differential equations (35-XX) 431 Numerical analysis (65-XX) 315 Ordinary differential equations (34-XX) 250 Statistics (62-XX) 203 Biology and other natural sciences (92-XX) 154 Operations research, mathematical programming (90-XX) 116 Operator theory (47-XX) 114 Dynamical systems and ergodic theory (37-XX) 109 Statistical mechanics, structure of matter (82-XX) 84 Integral equations (45-XX) 84 Fluid mechanics (76-XX) 77 Functional analysis (46-XX) 71 Real functions (26-XX) 51 Computer science (68-XX) 44 Quantum theory (81-XX) 41 Functions of a complex variable (30-XX) 35 Mechanics of particles and systems (70-XX) 33 Potential theory (31-XX) 26 Measure and integration (28-XX) 23 Global analysis, analysis on manifolds (58-XX) 23 Mechanics of deformable solids (74-XX) 21 Information and communication theory, circuits (94-XX) 20 Harmonic analysis on Euclidean spaces (42-XX) 16 Approximations and expansions (41-XX) 13 Several complex variables and analytic spaces (32-XX) 13 Difference and functional equations (39-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 11 Geophysics (86-XX) 10 Combinatorics (05-XX) 10 Special functions (33-XX) 8 Integral transforms, operational calculus (44-XX) 8 Differential geometry (53-XX) 7 Classical thermodynamics, heat transfer (80-XX) 6 Mathematical logic and foundations (03-XX) 5 Optics, electromagnetic theory (78-XX) 5 Relativity and gravitational theory (83-XX) 4 General and overarching topics; collections (00-XX) 4 History and biography (01-XX) 4 Abstract harmonic analysis (43-XX) 4 Mathematics education (97-XX) 3 Number theory (11-XX) 3 Topological groups, Lie groups (22-XX) 2 Sequences, series, summability (40-XX) 2 Convex and discrete geometry (52-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 Category theory; homological algebra (18-XX) 1 Geometry (51-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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