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".
Yakov Grigorevich Sinai is a Russian–American mathematician known for his work on dynamical systems. He contributed to the modern metric theory of dynamical systems and connected the world of deterministic (dynamical) systems with the world of probabilistic (stochastic) systems. He has also worked on mathematical physics and probability theory. His efforts have provided the groundwork for advances in the physical sciences.
Yves F. Meyer is a French mathematician. He is among the progenitors of wavelet theory, having proposed the Meyer wavelet. Meyer was awarded the Abel Prize in 2017.
Albert Nikolayevich Shiryaev is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.
Paul-André Meyer was a French mathematician, who played a major role in the development of the general theory of stochastic processes. He worked at the Institut de Recherche Mathématique (IRMA) in Strasbourg and is known as the founder of the 'Strasbourg school' in stochastic analysis.
Wendelin Werner is a German-born French mathematician working on random processes such as self-avoiding random walks, Brownian motion, Schramm–Loewner evolution, and related theories in probability theory and mathematical physics. In 2006, at the 25th International Congress of Mathematicians in Madrid, Spain he received the Fields Medal "for his contributions to the development of stochastic Loewner evolution, the geometry of two-dimensional Brownian motion, and conformal field theory". He is currently Rouse Ball professor of Mathematics at the University of Cambridge.
Michel Pierre Talagrand is a French mathematician working in probability theory, functional analysis and mathematical physics. Doctor of Science since 1977, he has been, since 1985, directeur de recherches at CNRS and a member of the Functional Analysis Team of the Institut de mathématiques de Jussieu in Paris. Talagrand was also a faculty member at The Ohio State University for more than fifteen years. Talagrand was elected as correspondent of the Académie des sciences of Paris in March 1997, and then as a full member in November 2004, in the Mathematics section. In 2024, Talagrand received the Abel Prize.
Jean-Michel Bismut is a French mathematician who has been a professor at the Université Paris-Sud since 1981. His mathematical career covers two apparently different branches of mathematics: probability theory and differential geometry. Ideas from probability play an important role in his works on geometry.
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.
Kenneth David Elworthy is a Professor Emeritus of Mathematics at the University of Warwick. He works on stochastic analysis, stochastic differential equations and geometric analysis.
François Louis Baccelli is senior researcher at INRIA Paris, in charge of the ERC project NEMO on network mathematics.
Laurent Saloff-Coste is a French mathematician whose research is in Analysis, Probability theory, and Geometric group theory. He is a professor of mathematics at Cornell University.
Gérard Ben Arous is a French mathematician, specializing in stochastic analysis and its applications to mathematical physics. He served as the director of the Courant Institute of Mathematical Sciences at New York University from 2011 to 2016.
Xiaonan Ma is a Chinese mathematician working in global analysis and local index theory.
Jean Bertoin is a French mathematician, specializing in probability theory and professor at the University of Zurich.
François Lalonde is a Canadian mathematician, specializing in symplectic geometry and symplectic topology.
Jean-Benoît Bost is a French mathematician.
Sylvie Méléard is a French mathematician specializing in probability theory, stochastic processes, particle systems, and stochastic differential equations. She is editor-in-chief of Stochastic Processes and Their Applications.
Daniel Revuz is a French mathematician specializing in probability theory, particularly in functional analysis applied to stochastic processes. He is the author of several reference works on Brownian motion, Markov chains, and martingales.
Fabio Toninelli is an Italian mathematician who works in probability theory, stochastic processes and probabilistic aspects of mathematical physics.
