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Bernt Karsten Øksendal (born 10 April 1945 in Fredrikstad ) is a Norwegian mathematician . He completed 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 nine books. In 1982 he taught a postgraduate course in stochastic calculus at the University of Edinburgh which led to the book Øksendal, Bernt K. (1982). Stochastic Differential Equations: An Introduction with Applications . Springer, Berlin. In 2005, he taught a course in stochastic calculus at the African Institute for Mathematical Sciences in Cape Town .
He resided at Hosle .[1] He married Eva Aursland in June 1968. They have three children: Elise (born 1971), Anders (1974) and Karina (1981).
Awards and Appointments
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Visiting Research Fellow at the University of Edinburgh , Scotland. The fellowship was awarded by the Science and Engineering Research Council, UK (Jan.-June 1982).
Norwegian Mathematical Society (Chairman 1987-1989)
Appointed VISTA Professor by The Norwegian Academy of Sciences (1992-1996)
Awarded Nansen Prize (1996)
Elected member of Royal Norwegian Science Society (2002)
European Research Council's Advanced Grant for Innovations in Stochastic Analysis and Applications (INNOSTOCH) (2009-2014)
Awarded University of Oslo Research Prize for excellent research (2014)
Scientific leader of the research program Challenges in Stochastic Control, Information and Applications (STOCONINF) (2016-2020)
Appointed Honorary doctor at the Norwegian School of Economics
Selected publications
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Articles
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Books
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Øksendal, Bernt K. and Sydsæter, Knut (1996). Lineær Algebra. Universitetsforlaget.
Øksendal, Bernt K. (2003). Stochastic Differential Equations: An Introduction with Applications . Springer, Berlin. ISBN 978-3-540-04758-2 . ; Øksendal, Bernt (2010). 6th edition . ISBN 9783642143946 .
Øksendal, Bernt K. and Sulem, Agnès (2005). Stochastic control of jump diffusions , Springer Verlag.
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (2009). Stochastic partial differential equations: A modeling, white noise functional approach . Springer. ISBN 9780387894881 .
Biagini, Francesca ; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng (2008). Stochastic calculus for fractional Brownian motion and applications . Probability and its Applications. Springer. doi :10.1007/978-1-84628-797-8 . ISBN 978-1-85233-996-8 . MR 2387368 .
References
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^ "60 år 10. april: Professor Bernt Karsten Øksendal" (in Norwegian). Norwegian News Agency. 18 March 2005.
External links
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International
National
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R e t r i e v e d f r o m " https://en.wikipedia.org/w/index.php?title=Bernt_Øksendal&oldid=1193755562 "
C a t e g o r i e s :
● 2 0 t h - c e n t u r y N o r w e g i a n m a t h e m a t i c i a n s
● 2 1 s t - c e n t u r y N o r w e g i a n m a t h e m a t i c i a n s
● A c a d e m i c s t a f f o f t h e N o r w e g i a n S c h o o l o f E c o n o m i c s
● A c a d e m i c s t a f f o f t h e U n i v e r s i t y o f O s l o
● U n i v e r s i t y o f O s l o a l u m n i
● U n i v e r s i t y o f C a l i f o r n i a , L o s A n g e l e s a l u m n i
● 1 9 4 5 b i r t h s
● L i v i n g p e o p l e
● P e o p l e f r o m F r e d r i k s t a d
● C o n t r o l t h e o r i s t s
● P r o b a b i l i t y t h e o r i s t s
● M e m b e r s o f t h e N o r w e g i a n A c a d e m y o f S c i e n c e a n d L e t t e r s
● P r e s i d e n t s o f t h e N o r w e g i a n M a t h e m a t i c a l S o c i e t y
H i d d e n c a t e g o r i e s :
● C S 1 N o r w e g i a n - l a n g u a g e s o u r c e s ( no )
● A r t i c l e s w i t h s h o r t d e s c r i p t i o n
● S h o r t d e s c r i p t i o n m a t c h e s W i k i d a t a
● A r t i c l e s w i t h h C a r d s
● A r t i c l e s w i t h I S N I i d e n t i f i e r s
● A r t i c l e s w i t h V I A F i d e n t i f i e r s
● A r t i c l e s w i t h W o r l d C a t E n t i t i e s i d e n t i f i e r s
● A r t i c l e s w i t h B I B S Y S i d e n t i f i e r s
● A r t i c l e s w i t h B N F i d e n t i f i e r s
● A r t i c l e s w i t h B N F d a t a i d e n t i f i e r s
● A r t i c l e s w i t h C A N T I C N i d e n t i f i e r s
● A r t i c l e s w i t h G N D i d e n t i f i e r s
● A r t i c l e s w i t h J 9 U i d e n t i f i e r s
● A r t i c l e s w i t h K B R i d e n t i f i e r s
● A r t i c l e s w i t h L C C N i d e n t i f i e r s
● A r t i c l e s w i t h L N B i d e n t i f i e r s
● A r t i c l e s w i t h N D L i d e n t i f i e r s
● A r t i c l e s w i t h N K C i d e n t i f i e r s
● A r t i c l e s w i t h N T A i d e n t i f i e r s
● A r t i c l e s w i t h C I N I I i d e n t i f i e r s
● A r t i c l e s w i t h D B L P i d e n t i f i e r s
● A r t i c l e s w i t h M A T H S N i d e n t i f i e r s
● A r t i c l e s w i t h M G P i d e n t i f i e r s
● A r t i c l e s w i t h O R C I D i d e n t i f i e r s
● A r t i c l e s w i t h Z B M A T H i d e n t i f i e r s
● A r t i c l e s w i t h S U D O C i d e n t i f i e r s
● T h i s p a g e w a s l a s t e d i t e d o n 5 J a n u a r y 2 0 2 4 , a t 1 3 : 0 9 ( U T C ) .
● T e x t i s a v a i l a b l e u n d e r t h e C r e a t i v e C o m m o n s A t t r i b u t i o n - S h a r e A l i k e L i c e n s e 4 . 0 ;
a d d i t i o n a l t e r m s m a y a p p l y . B y u s i n g t h i s s i t e , y o u a g r e e t o t h e T e r m s o f U s e a n d P r i v a c y P o l i c y . W i k i p e d i a ® i s a r e g i s t e r e d t r a d e m a r k o f t h e W i k i m e d i a F o u n d a t i o n , I n c . , a n o n - p r o f i t o r g a n i z a t i o n .
● P r i v a c y p o l i c y
● A b o u t W i k i p e d i a
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● C o n t a c t W i k i p e d i a
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