They're not the same but very similar. Just a difference of importance.
Persuasion is trying to get someone to do something in a friendly, constructive way. I might try and persuade you to learn Chinese for example.
Urge has urgency, where I am strongly trying to persuade you to do something, usually for an important reason. I might urge you to wear a crash helmet on a motorbike for example.
Also, i've not heard of the Oksford dictionary, you may have meant Oxford?