Daniel Ocone | Academic Influence

Daniel Ocone's AcademicInfluence.com Rankings

Daniel Ocone

Mathematics

#3927

World Rank

#5674

Historical Rank

#1401

USA Rank

Measure Theory

#4192

World Rank

#4938

Historical Rank

#1179

USA Rank

mathematics Degrees

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Mathematics

Daniel Ocone's Degrees

PhD Mathematics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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Why Is Daniel Ocone Influential?

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According to Wikipedia, Daniel Leonard 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 in stochastic analysis. 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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Daniel Ocone's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A generalized clark representation formula, with application to optimal portfolios (1991) (301)
Malliavin's calculus and stochastic integral representations of functional of diffusion processes † (1984) (161)
Asymptotic Stability of the Optimal Filter with Respect toIts Initial Condition (1996) (136)
Unique characterization of conditional distributions in nonlinear filtering (1984) (125)
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations (1989) (121)
Exponential stability of discrete-time filters for bounded observation noise (1997) (62)
An extension of clark' formula (1991) (61)
Topics in Nonlinear Filtering Theory. (1980) (59)
Stochastic evolution equations. Linear Theory and Applications to Nonlinear Filtering (1994) (58)
Exponential stability in discrete-time filtering for non-ergodic signals (1999) (57)
Finite-Fuel Singular Control With Discretionary Stopping (2000) (56)
Multiple integral expansions for nonlinear filtering (1979) (56)
Linear stochastic differential equations with boundary conditions (1989) (50)
A guide to the stochastic calculus of variations (1988) (49)
Stochastic calculus of variations for stochastic partial differential equations (1988) (47)
A Symmetry Characterization of Conditionally Independent Increment Martingales (1993) (45)
Relative Entropy and Error Bounds for Filtering of Markov Processes (1999) (37)
Finite Dimensional Estimation Algebras in Nonlinear Filtering (1981) (37)
Explicit Filters for Diffusions with Certain Nonlinear Drifts. (1982) (30)
A leavable bounded-velocity stochastic control problem (2002) (29)
Asymptotic stability of beneš filters (1999) (25)
Some results on backward stochastic differential equations driven by fractional Brownian motions (2012) (21)
Control with Partial Observations and an Explicit Solution of Mortensen’s Equation (2004) (13)
LECTURES ON STOCHASTIC CONTROL AND NONLINEAR FILTERING (Tata Institute of Fundamental Research Bombay 1984) (1986) (12)
A Lie algebraic criterion for non-existence of finite dimensionally computable filters (1989) (12)
Degenerate Variance Control of a One-Dimensional Diffusion (2000) (12)
Probability densities for conditional statistics in the cubic sensor problem (1988) (11)
Entropy Inequalities and Entropy Dynamics in Nonlinear Filtering of Diffusion Processes (1999) (11)
Nonlinear filtering problems with finite dimensional estimation algebras (1980) (10)
Finite Dimensional Nonlinear Estimation in Continuous and Discrete Time. (1978) (10)
A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing (1993) (8)
Degenerate Variance Control in the One-dimensional Stationary Case (2003) (7)
A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations (1985) (7)
Learning with side information: PAC learning bounds (2004) (7)
The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control (1992) (7)
Learning Complexity Dimensions for a Continuous-Time Control System (2000) (6)
Probability distributions of solutions to some stochastic partial differential equations (1987) (6)
Remarks on the finite energy condition in additive white noise filtering (1984) (3)
The finite–horizon version for a partially–observed stochastic control problem of benesš & rishel (1993) (3)
A Degenerate Variance Control Problem with Discretionary Stopping (2008) (2)
Learning theory techniques in control theory (1999) (2)
Filtering and smoothing equations for the filtering problem of Benes (1981) (2)
Applied Stochastic Analysis: Proceedings of a Us-French Workshop, Rutgers University, New Brunswick, N.J., April 29-May 2, 1991 (1992) (2)
Extensions of Results of Pardoux on Stochastic Partial Differential Equations of Filtering. (1981) (1)
Non-finite-dimensional computability of filters in the presence of entrance boundaries (1992) (1)
Existence of Densities for Statistics in the Cubic Sensor Problem (1988) (1)
Controlled Markov Processes: Time-Discretization (N. M. Van Dijk) (1987) (1)
Remarks on the Sample Complexity for Linear Control Systems Identification (2001) (0)
Applied Stochastic Analysis (1992) (0)
Review of 642:621 Mathematical Finance I (2016) (0)
Learning with Side Information : Part I (2002) (0)
Feynman-Kac Formula for a Degenerate Planar Diffusion and an Application in Stochastic Control (1991) (0)
Two Books on the Malliavin Calculus (1990) (0)

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