Bernt Øksendal

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Bernt Karsten Øksendal
Born 1945
Fredrikstad, Norway
Occupation Mathematician

Bernt Karsten Øksendal is a Norwegian mathematician. He was born in Fredrikstad, Norway, in 1945. He studied at the University of Oslo and obtained his PhD from UCLA 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.

He has been a member of the Norwegian Academy of Science and Letters since 1996. 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.

Øksendal has over 120 published works, including 9 books.

His non-mathematical interests and pleasures include jogging, music, nature and wildlife.

[edit] Reference

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

[edit] External link