Kiyosi Itô was a Japanese mathematician who made fundamental contributions to probability theory, in particular, the theory of stochastic processes. He invented the concept of stochastic integral and stochastic differential equation, and is known as the founder of so-called Itô calculus. He also pioneered the world connections between stochastic calculus and differential geometry, known as stochastic differential geometry. He was invited for the International Congress of Mathematicians in Stockholm in 1962. So much were Itô's results useful to financial mathematics that he was sometimes called "the most famous Japanese in Wall Street".
The Centre de recherches mathématiques (CRM) is the first mathematical research institute in Canada, located at the Université de Montréal.
Bernt Karsten Øksendal is a Norwegian mathematician. He completed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles in 1971; his thesis was titled Peak Sets and Interpolation Sets for Some Algebras of Analytic Functions and was supervised by Theodore Gamelin. In 1991, he was appointed as a professor at the University of Oslo. In 1992, he was appointed as an adjunct professor at the Norwegian School of Economics and Business Administration, Bergen, Norway.
Nassif A. Ghoussoub is a Canadian mathematician working in the fields of non-linear analysis and partial differential equations. He is a Professor of Mathematics and a Distinguished University Scholar at the University of British Columbia.
The CRM-Fields-PIMS Prize is the premier Canadian research prize in the mathematical sciences. It is awarded in recognition of exceptional research achievement in the mathematical sciences and is given annually by three Canadian mathematics institutes: the Centre de Recherches Mathématiques (CRM), the Fields Institute, and the Pacific Institute for the Mathematical Sciences (PIMS).
Helge Holden is a Norwegian mathematician working in the field of differential equations and mathematical physics. He was Praeses of the Royal Norwegian Society of Sciences and Letters from 2014 to 2016.
The University of Toronto Department of Mathematics is an academic department within the Faculty of Arts and Science at the University of Toronto. It is located at the university's main campus at the Bahen Centre for Information Technology.
Sir Martin Hairer is an Austrian-British mathematician working in the field of stochastic analysis, in particular stochastic partial differential equations. He is Professor of Mathematics at EPFL and at Imperial College London. He previously held appointments at the University of Warwick and the Courant Institute of New York University. In 2014 he was awarded the Fields Medal, one of the highest honours a mathematician can achieve. In 2020 he won the 2021 Breakthrough Prize in Mathematics.
In mathematics, the Kardar–Parisi–Zhang (KPZ) equation is a non-linear stochastic partial differential equation, introduced by Mehran Kardar, Giorgio Parisi, and Yi-Cheng Zhang in 1986. It describes the temporal change of a height field with spatial coordinate and time coordinate :
Terence John LyonsFLSW is a British mathematician, specialising in stochastic analysis. Lyons, previously the Wallis Professor of Mathematics, is a fellow of St Anne's College, Oxford and a Faculty Fellow at The Alan Turing Institute. He was the director of the Oxford-Man Institute from 2011 to 2015 and the president of the London Mathematical Society from 2013 to 2015. His mathematical contributions have been to probability, harmonic analysis, the numerical analysis of stochastic differential equations, and quantitative finance. In particular he developed what is now known as the theory of rough paths. Together with Patrick Kidger he proved a universal approximation theorem for neural networks of arbitrary depth.
Edwin Arend Perkins, is a Canadian mathematician who has been Professor of Mathematics at the University of British Columbia since 1989 and Canada Research Chair in Probability since 2001. He was elected to the Royal Society of Canada in 1988 and to the Royal Society in 2007. He won the 2003 CRM-Fields-PIMS prize.
Israel Michael Sigal is a Canadian mathematician specializing in mathematical physics. He is a professor at the University of Toronto Department of Mathematics.
Stevo Todorčević, is a Yugoslavian mathematician specializing in mathematical logic and set theory. He holds a Canada Research Chair in mathematics at the University of Toronto, and a director of research position at the Centre national de la recherche scientifique in Paris.
Daniel T. Wise is an American mathematician who specializes in geometric group theory and 3-manifolds. He is a professor of mathematics at McGill University.
Donald Andrew Dawson is a Canadian mathematician, specializing in probability.
Gordon Douglas Slade is a Canadian mathematician, specializing in probability theory.
Catherine Sulem is a mathematician and violinist at the University of Toronto.
Marta Sanz-Solé is a Catalan mathematician specializing in probability theory. She obtained her PhD in 1978 from the University of Barcelona under the supervision of David Nualart.
Niky Kamran is a Belgian and Canadian mathematician whose research concerns geometric analysis, differential geometry, and mathematical physics. He is a Distinguished James McGill Professor in the Department of Mathematics and Statistics at McGill University.
In probability theory, the KPZ fixed point is a Markov field and conjectured to be a universal limit of a wide range of stochastic models forming the universality class of a non-linear stochastic partial differential equation called the KPZ equation. Even though the universality class was already introduced in 1986 with the KPZ equation itself, the KPZ fixed point was not concretely specified until 2021 when mathematicians Konstantin Matetski, Jeremy Quastel and Daniel Remenik gave an explicit description of the transition probabilities in terms of Fredholm determinants.
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