Bernt Karsten Øksendal (born 10 April 1945 in

Fredrikstad Fredrikstad (; previously ''Frederiksstad''; literally "Fredrik's Town") is a city and municipality in Viken county, Norway. The administrative centre of the municipality is the city of Fredrikstad. The city of Fredrikstad was founded in 15 ...

) is a

Norwegian Norwegian, Norwayan, or Norsk may refer to: *Something of, from, or related to Norway, a country in northwestern Europe * Norwegians, both a nation and an ethnic group native to Norway * Demographics of Norway *The Norwegian language, including ...

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History On ...

. He completed his undergraduate studies at the

University of Oslo The University of Oslo ( no, Universitetet i Oslo; la, Universitas Osloensis) is a public research university located in Oslo, Norway. It is the highest ranked and oldest university in Norway. It is consistently ranked among the top universit ...

, working under Otte Hustad. He obtained his PhD from

University of California, Los Angeles The University of California, Los Angeles (UCLA) is a public land-grant research university in Los Angeles, California. UCLA's academic roots were established in 1881 as a teachers college then known as the southern branch of the California St ...

in 1971; his

thesis A thesis ( : theses), or dissertation (abbreviated diss.), is a document submitted in support of candidature for an academic degree or professional qualification presenting the author's research and findings.International Standard ISO 7144: ...

was titled ''Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions'' and was supervised by

Theodore Gamelin Theodore William Gamelin is an American mathematician. He is a professor emeritus of mathematics at the University of California, Los Angeles. Gamelin was born in 1939. He received his B.S. degree in mathematics from Yale University in 1960, and c ...

. In 1991, he was appointed as a

professor Professor (commonly abbreviated as Prof.) is an Academy, academic rank at university, universities and other post-secondary education and research institutions in most countries. Literally, ''professor'' derives from Latin as a "person who pr ...

at the University of Oslo. In 1992, he was appointed as an adjunct professor at the

Norwegian School of Economics and Business Administration Norwegian, Norwayan, or Norsk may refer to: *Something of, from, or related to Norway, a country in northwestern Europe *Norwegians, both a nation and an ethnic group native to Norway *Demographics of Norway *The Norwegian language, including the ...

Bergen Bergen (), historically Bjørgvin, is a city and municipality in Vestland county on the west coast of Norway. , its population is roughly 285,900. Bergen is the second-largest city in Norway. The municipality covers and is on the peninsula of ...

, Norway. His main field of interest is

stochastic analysis Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created an ...

, including

stochastic control Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayes ...

, optimal stopping, stochastic ordinary and partial

differential equation In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, an ...

s and applications, particularly to

physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which r ...

biology Biology is the scientific study of life. It is a natural science with a broad scope but has several unifying themes that tie it together as a single, coherent field. For instance, all organisms are made up of cells that process hereditary i ...

and

finance Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of fina ...

. 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 The Norwegian Academy of Science and Letters ( no, Det Norske Videnskaps-Akademi, DNVA) is a learned society based in Oslo, Norway. Its purpose is to support the advancement of science and scholarship in Norway. History The Royal Frederick Univer ...

since 1996. He was elected as a member of the

Norwegian Royal Society of Sciences Norwegian, Norwayan, or Norsk may refer to: *Something of, from, or related to Norway, a country in northwestern Europe *Norwegians, both a nation and an ethnic group native to Norway *Demographics of Norway *The Norwegian language, including the ...

in 2002. 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 The University of Edinburgh ( sco, University o Edinburgh, gd, Oilthigh Dhùn Èideann; abbreviated as ''Edin.'' in post-nominals) is a public research university based in Edinburgh, Scotland. Granted a royal charter by King James VI in 15 ...

which led to the book In 2005, he taught a course in stochastic calculus at the

African Institute for Mathematical Sciences The African Institute for Mathematical Sciences (AIMS) is a tertiary education and research institute in Muizenberg, South Africa, established in September 2003, and an associated network of linked institutes in Senegal, Ghana, Cameroon, Tanzan ...

Cape Town Cape Town ( af, Kaapstad; , xh, iKapa) is one of South Africa's three capital cities, serving as the seat of the Parliament of South Africa. It is the legislative capital of the country, the oldest city in the country, and the second largest ...

. He resided at

Hosle Hosle is a district in the municipality of Bærum, Norway. Its population (as of 2007) is 5,713.University of Edinburgh The University of Edinburgh ( sco, University o Edinburgh, gd, Oilthigh Dhùn Èideann; abbreviated as ''Edin.'' in post-nominals) is a public research university based in Edinburgh, Scotland. Granted a royal charter by King James VI in 15 ...

, 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 publications

Articles

*with

Alexander Munro Davie Alexander "Sandy" Munro Davie (born 4 April 1946 in Dundee) is a Scottish mathematician and was the chess champion of Scotland in 1964, 1966, and 1969. He grew up in Dundee, attending the High School of Dundee, and he was encouraged to play c ...

: * *with A. M. Davie: * *with

Helge Holden Helge Holden (born 28 September 1956) is a Norwegian mathematician working in the field of differential equations and mathematical physics. He was Praeses of the Royal Norwegian Society of Sciences and Letters from 2014 to 2016. He earned the ...

: *

Books

* Øksendal, Bernt K. and Sydsæter, Knut (1996). Lineær Algebra. Universitetsforlaget. * ; * Øksendal, Bernt K. and Sulem, Agnès (2005)
Stochastic control of jump diffusions
Springer Verlag. * *

References

External links

*
Bernt Øksendal's personal webpage
{{DEFAULTSORT:Oksendal, Bernt 20th-century Norwegian mathematicians 21st-century Norwegian mathematicians Academic staff of the Norwegian School of Economics Academic staff of the University of Oslo University of Oslo alumni University of California, Los Angeles alumni 1945 births Living people People from Fredrikstad Control theorists Probability theorists Members of the Norwegian Academy of Science and Letters Presidents of the Norwegian Mathematical Society