Bernt Karsten Øksendal (born 10 April 1945 in

Fredrikstad Fredrikstad (; previously ''Frederiksstad''; literally "Fredrik's Town") is a List of cities in Norway, city and Municipalities of Norway, municipality in Østfold Counties of Norway, county, Norway. The administrative centre of the municipal ...

) is a Norwegian

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, mathematical structure, structure, space, Mathematica ...

. He completed his undergraduate studies at the

University of Oslo The University of Oslo (; ) is a public university, public research university located in Oslo, Norway. It is the List of oldest universities in continuous operation#Europe, oldest university in Norway. Originally named the Royal Frederick Univ ...

, working under Otte Hustad. He obtained his

PhD A Doctor of Philosophy (PhD, DPhil; or ) is a terminal degree that usually denotes the highest level of academic achievement in a given discipline and is awarded following a course of graduate study and original research. The name of the deg ...

from

University of California, Los Angeles The University of California, Los Angeles (UCLA) is a public university, public Land-grant university, land-grant research university in Los Angeles, California, United States. Its academic roots were established in 1881 as a normal school the ...

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: D ...

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

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 (, ) is a city and municipalities of Norway, municipality in Vestland county on the Western Norway, west coast of Norway. Bergen is the list of towns and cities in Norway, second-largest city in Norway after the capital Oslo. By May 20 ...

, 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 Bayesi ...

, optimal stopping, stochastic ordinary and partial differential equations and applications, particularly to

physics Physics is the scientific study of matter, its Elementary particle, 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 whi ...

biology Biology is the scientific study of life and living organisms. It is a broad natural science that encompasses a wide range of fields and unifying principles that explain the structure, function, growth, History of life, origin, evolution, and ...

and

finance Finance refers to monetary resources and to the study and Academic discipline, discipline of money, currency, assets and Liability (financial accounting), liabilities. As a subject of study, is a field of Business administration, Business Admin ...

. 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 (, 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 University in Christiania was establis ...

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 *Norwegian language, including the two ...

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 (, ; abbreviated as ''Edin.'' in Post-nominal letters, post-nominals) is a Public university, public research university based in Edinburgh, Scotland. Founded by the City of Edinburgh Council, town council under th ...

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 and Rwa ...

Cape Town Cape Town is the legislature, legislative capital city, capital of South Africa. It is the country's oldest city and the seat of the Parliament of South Africa. Cape Town is the country's List of municipalities in South Africa, 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 (, ; abbreviated as ''Edin.'' in Post-nominal letters, post-nominals) is a Public university, public research university based in Edinburgh, Scotland. Founded by the City of Edinburgh Council, town council under th ...

, 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 th ...

: *

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