Olav Kallenberg
Professor
Department of Mathematics
Auburn University, AL 36849-5310
Field: Probability Theory
Ph.D. from Chalmers University, Gothenburg, Sweden
The Rollo Davidson Prize from Cambridge University 1977
Elected Fellow of the Institute of Mathematical Statistics 1989
Editor of Probability Theory and Related Fields, 1991 - 1994
Books:
- Random Measures
, 4th ed. (187 pp). Akademie-Verlag and Academic Press, Berlin and London 1986.
- Foundations of Modern Probability
(515+xii pp). Springer-Verlag, New York 1997.
Some Recent Papers:
- Homogeneity and the strong Markov property. Ann. Probab. 15 (1987), 213--240.
- Spreading and predictable sampling in exchangeable sequences and processes. Ann. Probab. 16 (1988), 508--534.
- Multiple integration with respect to Poisson and Levy processes (with J. Szulga). Probab. Th. Rel. Fields (1989), 101--134.
- General Wald-type identities for exchangeable sequences and processes. Probab. Th. Rel. Fields 83 (1989), 447--487.
- Random time change and an integral representation for marked stopping times. Probab. Th. Rel. Fields 86 (1990), 167--202.
- Some dimension-free features of vector-valued martingales (with R. Sztencel). Probab. Th. Rel. Fields 88 (1991), 215--247.
- Symmetries on random arrays and set-indexed processes. J. Theor. Probab. 5 (1992), 727--765.
- Random arrays and functionals with multivariate rotational symmetries. Probab. Th. Rel. Fields 103 (1995), 91--141.
- On the existence of universal functional solutions to classical SDEs. Ann. Probab. 24 (1996), 196--205.