Johan Jensen (mathematician)
8 May 1859|
5 March 1925 (aged 65)|
Jensen's Inequality |
Johan Ludwig William Valdemar Jensen, mostly known as Johan Jensen (8 May 1859 – 5 March 1925), was a Danish mathematician and engineer. He was the president of the Danish Mathematical Society from 1892 to 1903.
Jensen was born in Nakskov, Denmark, but spent much of his childhood in northern Sweden, because his father obtained a job there as the manager of an estate. Their family returned to Denmark before 1876, when Jensen enrolled to the Copenhagen College of Technology. Although he studied mathematics among various subjects at college, and even published a research paper in mathematics, he learned advanced math topics later by himself and never held any academic position. Instead, he was a successful engineer for the Copenhagen Telephone Company between 1881 and 1924, and became head of the technical department in 1890. All his mathematics research was carried out in his spare time. Jensen is mostly renowned for his famous inequality, Jensen's inequality. In 1915, Jensen also proved Jensen's formula in complex analysis.
- Seán Dineen (2005). Probability theory in finance: a mathematical guide to the Black-Scholes formula. American Mathematical Soc. pp. 164–. ISBN 978-0-8218-3951-5. Retrieved 28 June 2011.
- O'Connor, John J.; Robertson, Edmund F., "Johan Ludwig William Valdemar Jensen", MacTutor History of Mathematics archive, University of St Andrews.