Bernt Øksendal
Encyclopedia
Bernt Karsten Øksendal 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 equation
s 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 2005, he taught a course in stochastic calculus at the African Institute for Mathematical Sciences
in Cape Town
South Africa
.
He married Eva Aursland in June 1968. They have three children: Elise (born 1971), Anders (1974) and Karina (1981).
Norway
Norway , officially the Kingdom of Norway, is a Nordic unitary constitutional monarchy whose territory comprises the western portion of the Scandinavian Peninsula, Jan Mayen, and the Arctic archipelago of Svalbard and Bouvet Island. Norway has a total area of and a population of about 4.9 million...
mathematician
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
. He performed his undergraduate studies at the University of Oslo
University of Oslo
The University of Oslo , formerly The Royal Frederick University , is the oldest and largest university in Norway, situated in the Norwegian capital of Oslo. The university was founded in 1811 and was modelled after the recently established University of Berlin...
, working under Otte Hustad. He obtained his PhD
Doctor of Philosophy
Doctor of Philosophy, abbreviated as Ph.D., PhD, D.Phil., or DPhil , in English-speaking countries, is a postgraduate academic degree awarded by universities...
from University of California, Los Angeles
University of California, Los Angeles
The University of California, Los Angeles is a public research university located in the Westwood neighborhood of Los Angeles, California, USA. It was founded in 1919 as the "Southern Branch" of the University of California and is the second oldest of the ten campuses...
in 1971; his thesis
Thesis
A dissertation or thesis is a document submitted in support of candidature for an academic degree or professional qualification presenting the author's research and findings...
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
Professor
A professor is a scholarly teacher; the precise meaning of the term varies by country. Literally, professor derives from Latin as a "person who professes" being usually an expert in arts or sciences; a teacher of high rank...
at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen
Bergen
Bergen is the second largest city in Norway with a population of as of , . Bergen is the administrative centre of Hordaland county. Greater Bergen or Bergen Metropolitan Area as defined by Statistics Norway, has a population of as of , ....
, Norway.
His main field of interest is stochastic analysis, including stochastic control
Stochastic control
Stochastic control is a subfield of control theory which deals with the existence of uncertainty in the data. The designer assumes, in a Bayesian probability-driven fashion, that a random noise with known probability distribution affects the state evolution and the observation of the controllers...
, optimal stopping, stochastic ordinary and partial differential equation
Differential equation
A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders...
s and applications, particularly to physics
Physics
Physics is a natural science that involves the study of matter and its motion through spacetime, along with related concepts such as energy and force. More broadly, it is the general analysis of nature, conducted in order to understand how the universe behaves.Physics is one of the oldest academic...
, biology
Biology
Biology is a natural science concerned with the study of life and living organisms, including their structure, function, growth, origin, evolution, distribution, and taxonomy. Biology is a vast subject containing many subdivisions, topics, and disciplines...
and finance
Mathematical finance
Mathematical finance is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive and extend the mathematical...
. 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
Norwegian Academy of Science and Letters
The Norwegian Academy of Science and Letters is a learned society based in Oslo, Norway.-History:The University of Oslo was established in 1811. The idea of a learned society in Christiania surfaced for the first time in 1841. The city of Throndhjem had no university, but had a learned...
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 2005, he taught a course in stochastic calculus at the African Institute for Mathematical Sciences
African Institute for Mathematical Sciences
The African Institute for Mathematical Sciences is a tertiary education and research institute in Muizenberg, South Africa, established in September 2003...
in Cape Town
Cape Town
Cape Town is the second-most populous city in South Africa, and the provincial capital and primate city of the Western Cape. As the seat of the National Parliament, it is also the legislative capital of the country. It forms part of the City of Cape Town metropolitan municipality...
South Africa
South Africa
The Republic of South Africa is a country in southern Africa. Located at the southern tip of Africa, it is divided into nine provinces, with of coastline on the Atlantic and Indian oceans...
.
He married Eva Aursland in June 1968. They have three children: Elise (born 1971), Anders (1974) and Karina (1981).