Olav Kallenberg

Olav Kallenberg , (* 1939 ) is a Swedish mathematician who deals with stochastics .

Olav Kallenberg (left), photo by Konrad Jacobs

Kallenberg studied physical engineering at the Royal Technical University in Stockholm (graduated in 1963) and then worked in an operations research consultancy in Gothenburg . There he received his doctorate from Harald Bergström at the Chalmers Technical University in 1972 (Characterization and Convergence of Random Measures and Point Processes). He taught at TH Chalmers, was a professor at Uppsala University and has been a professor at Auburn University since 1986 .

Kallenberg received the Rollo Davidson Prize in 1977 . From 1991 to 1994 he was the editor of Probability Theory and Related Fields. He is a Fellow of the Institute of Mathematical Statistics (1989).

In 2013 a symposium was held in his honor at the Mittag-Leffler Institute .

Fonts

Probabilistic Symmetries and Invariance Principles. Springer Verlag, 2005
Foundations of Modern Probability, 1997, 2nd edition, Springer Series in Statistics., 2002
Random Measures, 4th edition, Academic Press and Akademie Verlag, 1986
Homogeneity and the strong Markov property , Ann. Probab. 1987, 15: 213-240.
Spreading and predictable sampling in exchangeable sequences and processes , Ann. Probab. 1988, 16: 508-534.
with J. Szulga: Multiple integration with respect to Poisson and Lévy processes , Probab. Th. Rel. Fields (1989), 101-134.
General Wald-type identities for exchangeable sequences and processes , Probab. Th. Rel. Fields 83: 447-487 (1989).
Random time change and an integral representation for marked stopping times , Probab. Th. Rel. Fields, 86: 167-202 (1990).
with R. Sztencel: Some dimension-free features of vector-valued martingales , Probab. Th. Rel. Fields (1991) 88: 215-247.
Symmetries on random arrays and set-indexed processes , J. Theor. Probab. 5: 727-765 (1992).
Random arrays and functionals with multivariate rotational symmetries , Probab. Th. Rel. Fields 103: 91-141 (1995).
On the existence of universal functional solutions to classical SDEs , Ann. Probab. 1996, 24: 196-205.