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).
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 publicationsedit
Articlesedit
with Alexander Munro Davie: Davie, A. M; Øksendal, B. K (1971). "Rational approximation on the union of sets". Proc. Amer. Math. Soc. 29 (3): 581–584. doi:10.1090/S0002-9939-1971-0277725-6.
Øksendal, Bernt K (1971). "A short proof of the F. and M. Riesz theorem". Proc. Amer. Math. Soc. 30: 204. doi:10.1090/S0002-9939-1971-0279316-X.
with A. M. Davie: Davie, Alexander M; Øksendal, Bernt (1982). "Analytic capacity and differentiability properties of finely harmonic functions". Acta Mathematica. 149 (1): 127–152. doi:10.1007/BF02392352.
Øksendal, Bernt (1985). "Finely harmonic functions with finite Dirichlet integral with respect to the Green measure". Trans. Amer. Math. Soc. 287 (2): 687–700. doi:10.1090/S0002-9947-1985-0768734-3.
with Helge Holden: Holden, Helge; Øksendal, Bernt (2000). "A White Noise Approach to Stochastic Neumann Boundary-Value Problems". Acta Applicandae Mathematicae. 63 (1–3): 141–150. doi:10.1023/A:1010730510108. S2CID 118131786.
Øksendal, Bernt (2008). "Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes". Quart. Appl. Math. 66 (3): 521–537. doi:10.1090/S0033-569X-08-01090-5. hdl:10852/10513.
Booksedit
Øksendal, Bernt K. and Sydsæter, Knut (1996). Lineær Algebra. Universitetsforlaget.
Øksendal, Bernt K. (2003). Stochastic Differential Equations: An Introduction with Applications. Springer, Berlin. ISBN978-3-540-04758-2.; Øksendal, Bernt (2010). 6th edition. ISBN9783642143946.
Øksendal, Bernt K. and Sulem, Agnès (2005). Stochastic control of jump diffusions, Springer Verlag.
bernt, Øksendal, bernt, karsten, Øksendal, born, april, 1945, fredrikstad, norwegian, mathematician, completed, undergraduate, studies, university, oslo, working, under, otte, hustad, obtained, from, university, california, angeles, 1971, thesis, titled, peak,. Bernt Karsten Oksendal 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 Bernt K OksendalBorn 1945 04 10 10 April 1945 age 79 Fredrikstad NorwayNationalityNorwegianAlma materUniversity of California Los AngelesKnown forStochastic processesScientific careerFieldsMathematicianThesisPeak sets and interpolation sets for some algebras of analytic functions 1971 Doctoral advisorTheodore GamelinDoctoral studentsAn Thi Kieu Ta Yeliz Yolcu Okur Mark Rubtsov Paul Carlisle Kettler Torstein Nilssen David Ruiz BanosNoteswww math uio no oksendal 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 Oksendal 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 Oksendal 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 Contents 1 Awards and Appointments 2 Selected publications 2 1 Articles 2 2 Books 3 References 4 External linksAwards and Appointments editVisiting 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 EconomicsSelected publications editArticles edit with Alexander Munro Davie Davie A M Oksendal B K 1971 Rational approximation on the union of sets Proc Amer Math Soc 29 3 581 584 doi 10 1090 S0002 9939 1971 0277725 6 Oksendal Bernt K 1971 A short proof of the F and M Riesz theorem Proc Amer Math Soc 30 204 doi 10 1090 S0002 9939 1971 0279316 X with A M Davie Davie Alexander M Oksendal Bernt 1982 Analytic capacity and differentiability properties of finely harmonic functions Acta Mathematica 149 1 127 152 doi 10 1007 BF02392352 Oksendal Bernt 1985 Finely harmonic functions with finite Dirichlet integral with respect to the Green measure Trans Amer Math Soc 287 2 687 700 doi 10 1090 S0002 9947 1985 0768734 3 with Helge Holden Holden Helge Oksendal Bernt 2000 A White Noise Approach to Stochastic Neumann Boundary Value Problems Acta Applicandae Mathematicae 63 1 3 141 150 doi 10 1023 A 1010730510108 S2CID 118131786 Oksendal Bernt 2008 Stochastic partial differential equations driven by multi parameter white noise of Levy processes Quart Appl Math 66 3 521 537 doi 10 1090 S0033 569X 08 01090 5 hdl 10852 10513 Books edit Oksendal Bernt K and Sydsaeter Knut 1996 Lineaer Algebra Universitetsforlaget Oksendal Bernt K 2003 Stochastic Differential Equations An Introduction with Applications Springer Berlin ISBN 978 3 540 04758 2 Oksendal Bernt 2010 6th edition ISBN 9783642143946 Oksendal Bernt K and Sulem Agnes 2005 Stochastic control of jump diffusions Springer Verlag Holden Helge Oksendal Bernt Uboe Jan Zhang Tusheng 2009 Stochastic partial differential equations A modeling white noise functional approach Springer ISBN 9780387894881 Biagini Francesca Hu Yaozhong Oksendal 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 edit 60 ar 10 april Professor Bernt Karsten Oksendal in Norwegian Norwegian News Agency 18 March 2005 External links editBernt Oksendal at the Mathematics Genealogy Project Bernt Oksendal s personal webpage Awards Preceded byBjorg CyvinSven Josef Cyvin Recipient of the Fridtjof Nansen Excellent Research Award in Science1996 Succeeded byJan K S Jansen Retrieved from https en wikipedia org w index php title Bernt Oksendal amp oldid 1193755562, wikipedia, wiki, book, books, library,
