A search at http://familysearch.org/
shows that a Carl Frederick Olsen married Marie Pettersen on October 2, 1881 in Sarpsborg, Østfold. They had these children:
Charles Myron Olsen, b. Feb 10, 1882 in Sarpsborg
Olga Marie Olsen, b. Feb 10, 1886 in Sarpsborg
The information is from the International Genealogical Index, and no source citations are given. The reliability of the information is therfore low. The information should be verified by looking up the church register. That should also provide you with Carl and Marie's date and place of birth and their fathers' names. Church registers can be provided from your local LDS family history center, see http://www.familysearch.org/Eng/Library/FHC/frameset_fhc.asp
They probably left Norway between 1886 and 1888, the port of departure was probably Kristiania (Oslo). The emigration records for 1886-1888 is not yet available online, but they will probably be within a few months. The year of emigration can be verified by looking up the 1900 US census.