Daniel Ocone

Daniel Leonard Ocone (born 1953) is a Professor in the Mathematics Department at Rutgers University, where he specializes in probability theory and . 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 . 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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