Daniel Ocone

Daniel Ocone: Daniel L. Ocone is a Professor in the Mathematics Department at Rutgers University, where he specializes in probability theory and stochastic processes.^[1] He obtained his Ph.D at MIT in 1980 under the supervision of Sanjoy K. Mitter.^[2] He is known for the Clark–Ocone theorem. The continuous Ocone martingale is also named after him; it is a continuous martingale that is conditionally Gaussian, given its quadratic variation process.^[3]

External links

Home Page at Rutgers (includes Photo)

D. Ocone: Topics in Nonlinear Filtering Theory (Ph.D. thesis, 1980)

References

^ Source: Rutgers University web site

^ Source:The Mathematics Genealogy Project genealogy.math.ndsu.nodak.edu/id.php?id=47879

^ Van Zanten: Continuous Ocone martingales as weak limits of rescaled martigales, Elec Comm Probability, 7(2002) 205-212 [1]

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Name Ocone, Daniel

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Categories:
American mathematicians
20th-century mathematicians
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