A maximum principle approach to risk indifference pricing with partial information. An, Ta Thi Kieu; Øksendal, Bernt; Proske, Frank — 2008 Journal of Applied Mathematics and Stochastic Analysis
The Donsker delta function of a Lévy process with application to chaos expansion of local time Sure Mataramvura; Bernt Øksendal; Frank Proske — 2004 Annales de l'I.H.P. Probabilités et statistiques