Bernt Øksendal

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Bernt Karsten Øksendal
Born (1945-04-10) 10 April 1945 (age 69)
Fredrikstad, Norway
Alma mater University of california
Occupation Mathematician
Known for Stochastic processes
Spouse(s) Eva Aursland
Children Elise, Anders, Karina
Website
www.math.uio.no/~oksendal/

Bernt Karsten Øksendal (born 10 April 1945 in Fredrikstad) 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 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).

References[edit]

  • Øksendal, Bernt K. (2003). Stochastic Differential Equations: An Introduction with Applications. Springer, Berlin. ISBN 3-540-04758-1. 

External links[edit]

Awards
Preceded by
Bjørg Cyvin
Sven Josef Cyvin
Recipient of the Fridtjof Nansen Excellent Research Award in Science
1996
Succeeded by
Jan K. S. Jansen