picture ole barndorff-nielsen

Source: https://math.au.dk/aktuelt/nyheder/nyhed/artikel/mindeord-ole-eiler-barndorff-nielsen-1935-2022

In Memory of Ole Barndorff-Nielsen (1935-2022)

With great sadness we have to inform you that Professor Ole Barndorff-Nielsen, our colleague and friend, passed away on June 26, 2022 at the age of 87. He died after a short period of illness.

Ole had a long and successful scientific career. He made vast contributions to various fields, including mathematical statistics, probability, financial econometrics and theoretical physics. In particular, Ole’s research on stochastic volatility modelling, analysis of high-frequency data and application of Levy processes deeply impacted the field of mathematical finance. Throughout his academic life, Ole was also a supportive and inspiring mentor for countless PhD students and young scientists.

Ole obtained his PhD in Mathematics in 1960 from the then newly founded Department of Mathematics at Aarhus University, where he spent most of his academic life and became professor of Statistics in 1973. His outstanding curiosity and his enthusiasm were a constant source behind his ambitious scientific work. He was also an early member of the Bachelier Finance Society.

Ole was an optimistic and warm-hearted person, who was able to influence and touch so many others. His family was very important to him and he always pointed out the significance of his wife Bente.

Ole will be dearly missed by the community. His family and friends are in our thoughts.

Please find an extended obituary at the website of Aarhus University.