Ocone, D. 1953-
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987011289153105171
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Information for Authority record
Name (Latin)
Ocone, D. 1953-
Other forms of name
Ocone, Daniel, 1953-
Date of birth
1953
Gender
male
MARC
MARC
Sources of Information
- Applied stochastic analysis, c1992:CIP t.p. (D. Ocone) verso t.p. (Daniel Ocone; Dept. of Math., Rutgers Univ.) data sheet (b. 1953)
Wikipedia description:
Daniel Leonard Ocone (born 1953) is a Professor in the Mathematics Department at Rutgers University, where he specializes in probability theory and stochastic processes. He obtained his Ph.D. at MIT in 1980 under the supervision of Sanjoy K. Mitter. 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.
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