Olav Kallenberg
Professor

Research Areas - Stochastic Analysis

Office: 346 Parker Hall

Address:
221 Parker Hall
Auburn, AL 36849-5310

Phone: (334) 844-6592
Fax: (334) 844-6555
E-Mail: kalleoh@auburn.edu

Lab/Research Page

Education

Ph.D., Gothenburg and Chalmers Universities, Sweden 1972
B.S./M.S., Royal Technical University, Stockholm, Sweden


Professional Employment

Professor, Department of Mathematics and Statistics, Auburn University 1986 - present
Post-doctoral and Research Positions, Gothenburg, Sweden 1972 - 1985
Visiting Position, UNC Chapel Hill 1973 - 1974, 1985 - 1986
Visiting Postion, UBC, Vancouver, Canada 1978 - 1979


Honors and Awards

The Olav Kallenburg Workshop, Mittag-Leffler Institute, Sweden 2013
Opening Lecture, International Vilnius Conference 2006
Distinguished Graduate Faculty Lecturer, Auburn University 2006
Plenary Speaker, Franco-Nordic Conference, Iceland 2005
One-hour Lecturer, AMS Meeting, Knoxville 1993
Elected Fellow of IMS 1989
The Rollo Davidson Prize 1977


Professional Activities

Editor-in-Chief, Probability Theory and Related Fields (1991-1994)
Associate Editor: Zeitschrift Fiir Wahrscheinlichkeitsheorie und verw. Gebiete (1976-1984), Probability Theory and Related Fields (1985-1991), Stochastic Processes and their Applications (1989-1996), Probability Surveys (2003-present)


Selected Publications

  1. Random  Measures,  4th ed., Akademie-Verlag & Academic Press, 1986
  2. Foundations  of Modern Probability,  2nd ed, Springer, 2002
  3. Probabilistic Symmetries and Invariance  Principles,  Springer, 2005


Last updated: 08/11/2015