Family of Albert Nielsen born 1839

My husbands great grandfather lived in Kristiania and had 4 children. Victor P. born 1891 came to U.S. in 1904 with his widowed mother Karen Marie(1848). His brother Sofus Pauli Nielsen came to U.S. in 1902 and settled in Philadelphia, Pa. He had another brother Borger Nielsen born 1879 in Bamble and from what I understand came to the U.S. in 1906 but cannot find him on any passenger list. There was a sister Karen Albertine Nielsen born1884 in Bamble and that is all I know of her. Any information I can find would be greatly appreciated. Also father Albert Nielsen was born 1839 in Sweden.