Daniel Ocone

Mathematician, Person

38

Who is Daniel Ocone?

Daniel L. Ocone 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. 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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Profession
Education
  • Massachusetts Institute of Technology

Submitted
on July 23, 2013

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