Daniel Leonard Ocone (born 1953) is a Professor in the Mathematics Department at Rutgers University, where he specializes in probability theory and stochastic processes. [1] He obtained his Ph.D. at MIT in 1980 under the supervision of Sanjoy K. Mitter. [2] He is known for the Clark–Ocone theorem in stochastic analysis. The continuous Ocone martingale is also named after him; it is a continuous martingale that is conditionally Gaussian, given its quadratic variation process. [3]
- ^ Source: Rutgers University web site
- ^ Daniel Ocone at the Mathematics Genealogy Project
- ^ Van Zanten: Continuous Ocone martingales as weak limits of rescaled martigales, Elec Comm Probability, 7(2002) 205-212 [1]
- Home Page at Rutgers (includes Photo)
- D. Ocone: Topics in Nonlinear Filtering Theory (Ph.D. thesis, 1980)
- Daniel Ocone at the Mathematics Genealogy Project
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 | This article about an American mathematician is a stub. You can help Wikipedia by expanding it. |
Daniel Leonard Ocone (born 1953) is a Professor in the Mathematics Department at Rutgers University, where he specializes in probability theory and stochastic processes. [1] He obtained his Ph.D. at MIT in 1980 under the supervision of Sanjoy K. Mitter. [2] He is known for the Clark–Ocone theorem in stochastic analysis. The continuous Ocone martingale is also named after him; it is a continuous martingale that is conditionally Gaussian, given its quadratic variation process. [3]
- ^ Source: Rutgers University web site
- ^ Daniel Ocone at the Mathematics Genealogy Project
- ^ Van Zanten: Continuous Ocone martingales as weak limits of rescaled martigales, Elec Comm Probability, 7(2002) 205-212 [1]
- Home Page at Rutgers (includes Photo)
- D. Ocone: Topics in Nonlinear Filtering Theory (Ph.D. thesis, 1980)
- Daniel Ocone at the Mathematics Genealogy Project
| International | |
|---|---|
| National | |
| Academics | |
| Other | |
|
| This article about an American mathematician is a stub. You can help Wikipedia by expanding it. |