Bernt Øksendal

Bernt Øksendal

Infobox_Person


image_size = 150px
name = Bernt Karsten Øksendal
caption =
birth_date = birth date and age|1945|4|10|df=y
birth_place = Fredrikstad, Norway
death_date =
death_place =
known_for = Stochastic processes
occupation = Mathematician
spouse = Eva Aursland
children = Elise, Anders, Karina
website = [http://www.math.uio.no/~oksendal/ www.math.uio.no/~oksendal/]

Bernt Karsten Øksendal (born 10 April 1945 in Fredrikstad, Norway) is a Norwegian mathematician. He performed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles in 1971; his thesis was titled "Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions" and was supervised by Theodore Gamelin. In 1991, he was appointed as a professor at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen, Norway.

His main field of interest is stochastic analysis, including stochastic control, optimal stopping, stochastic ordinary and partial differential equations and applications, particularly to physics, biology and finance. For his contributions to these fields, he was awarded the Nansen Prize in 1996. He has been a member of the Norwegian Academy of Science and Letters since 1996. He was elected as a member of the Norwegian Royal Society of Sciences in 2002.

As of February 2003, Øksendal has over 130 published works, including 9 books.

He married Eva Aursland in June 1968. They have three children: Elise (born 1971), Anders (1974) and Karina (1981).

References

*

External links

*
* [http://www.math.uio.no/~oksendal/ Bernt Øksendal's personal webpage]

Persondata
NAME = Øksendal, Bernt Karsten
ALTERNATIVE NAMES =
SHORT DESCRIPTION = Norwegian mathematician
DATE OF BIRTH = 10 April 1945
PLACE OF BIRTH = Fredrikstad, Norway
DATE OF DEATH =
PLACE OF DEATH =


Wikimedia Foundation. 2010.

Игры ⚽ Поможем решить контрольную работу

Look at other dictionaries:

  • Hitting time — In the study of stochastic processes in mathematics, a hitting time (or first hit time) is a particular instance of a stopping time, the first time at which a given process hits a given subset of the state space. Exit times and return times are… …   Wikipedia

  • Tanaka's formula — In the stochastic calculus, Tanaka s formula states that:|B t| = int 0^t sgn(B s) dB s + L twhere B t is the standard Brownian motion, sgn denotes the sign function:sgn (x) = egin{cases} +1, x geq 0; 1, x < 0. end{cases}and L t is its local time …   Wikipedia

  • Dynkin's formula — In mathematics mdash; specifically, in stochastic analysis mdash; Dynkin s formula is a theorem giving the expected value of any suitably smooth statistic of an Itō diffusion at a stopping time. It is named after the Russian mathematician Eugene… …   Wikipedia

  • Tanaka equation — In mathematics, Tanaka s equation is an example of a stochastic differential equation which admits a weak solution but has no strong solution. It is named after the Japanese mathematician Tanaka Hiroshi.Tanaka s equation is the one dimensional… …   Wikipedia

  • Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… …   Wikipedia

  • Harmonic measure — In mathematics, harmonic measure is a concept that arises in the theory of harmonic functions, where it can be used to estimate the modulus of an analytic function inside a domain D given bounds on the modulus on the boundary of the domain. In a… …   Wikipedia

  • Green measure — In mathematics mdash; specifically, in stochastic analysis mdash; the Green measure is a measure associated to an Itō diffusion. There is an associated Green formula representing suitably smooth functions in terms of the Green measure and first… …   Wikipedia

  • Infinitesimal generator (stochastic processes) — In mathematics mdash; specifically, in stochastic analysis mdash; the infinitesimal generator of a stochastic process is a partial differential operator that encodes a great deal of information about the process. The generator is used in… …   Wikipedia

  • Stochastic processes and boundary value problems — In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani s 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion.… …   Wikipedia

  • Semi-elliptic operator — In mathematics mdash; specifically, in the theory of partial differential equations mdash; a semi elliptic operator is a partial differential operator satisfying a positivity condition slightly weaker than that of being an elliptic operator.… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”