Daniel W. Stroock

Last updated
Daniel W. Stroock
Dan Wyler Stroock.jpg
Stroock in 1976
BornMarch 20, 1940 (1940-03-20) (age 83)
New York City, US
Alma mater Rockefeller University
Known for Diffusion process
Malliavin calculus
Awards Steele Prize (1996)
Scientific career
Fields Mathematics
Institutions Courant Institute
University of Colorado, Boulder
MIT
Doctoral advisor Mark Kac

Daniel Wyler Stroock (born March 20, 1940) is an American mathematician, a probabilist. He is regarded and revered as one of the fundamental contributors to Malliavin calculus with Shigeo Kusuoka and the theory of diffusion processes with S. R. Srinivasa Varadhan with an orientation towards the refinement and further development of Itô’s stochastic calculus.

Contents

Biography

He received his undergraduate degree from Harvard University in 1962 and his doctorate from Rockefeller University in 1966. He has taught at the Courant Institute of Mathematical Sciences and the University of Colorado, Boulder and is currently Simons Professor at the Massachusetts Institute of Technology. He is known for his work with S. R. S. Varadhan on diffusion processes, for which he received the Leroy P. Steele Prize for Seminal Contribution to Research in 1996. [1]

Stroock is a member of the U.S. National Academy of Sciences. [2] , [3] In 2012 he became a fellow of the American Mathematical Society. [4]

Quotes

Mathematics is one, and possibly the only, human endeavor for which there is a widely, if not universally, recognized criterion with which to determine truth. For this reason, mathematicians can avoid some of the interminable disputes which plague other fields. On the other hand, I sometimes wonder whether the most interesting questions are not those for which such disputes are inevitable. [5]

Selected publications

Related Research Articles

<span class="mw-page-title-main">Jean Dieudonné</span> French mathematician (1906–1992)

Jean Alexandre Eugène Dieudonné was a French mathematician, notable for research in abstract algebra, algebraic geometry, and functional analysis, for close involvement with the Nicolas Bourbaki pseudonymous group and the Éléments de géométrie algébrique project of Alexander Grothendieck, and as a historian of mathematics, particularly in the fields of functional analysis and algebraic topology. His work on the classical groups, and on formal groups, introducing what now are called Dieudonné modules, had a major effect on those fields.

Joseph Hillel Silverman is a professor of mathematics at Brown University working in arithmetic geometry, arithmetic dynamics, and cryptography.

Anatoliy Volodymyrovych Skorokhod was a Ukrainian mathematician.

John Bligh Conway is an American mathematician. He is currently a professor emeritus at the George Washington University. His specialty is functional analysis, particularly bounded operators on a Hilbert space.

<span class="mw-page-title-main">Joe Harris (mathematician)</span> American mathematician

Joseph Daniel Harris is a mathematician at Harvard University working in the field of algebraic geometry. After earning an AB from Harvard College, where he took Math 55, he continued at Harvard to study for a PhD under Phillip Griffiths.

<span class="mw-page-title-main">Phillip Griffiths</span> American mathematician

Phillip Augustus Griffiths IV is an American mathematician, known for his work in the field of geometry, and in particular for the complex manifold approach to algebraic geometry. He is a major developer in particular of the theory of variation of Hodge structure in Hodge theory and moduli theory, which forms part of transcendental algebraic geometry and which also touches upon major and distant areas of differential geometry. He also worked on partial differential equations, coauthored with Shiing-Shen Chern, Robert Bryant and Robert Gardner on Exterior Differential Systems.

Thomas J. Jech is a mathematician specializing in set theory who was at Penn State for more than 25 years.

Carlos Julio Moreno is a Colombian mathematician and faculty member at Baruch College and at the Graduate Center of the City University of New York (CUNY).

<span class="mw-page-title-main">S. R. Srinivasa Varadhan</span> Indian American mathematician

Sathamangalam Ranga Iyengar Srinivasa Varadhan, is an Indian American mathematician. He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. He is regarded as one of the fundamental contributors to the theory of diffusion processes with an orientation towards the refinement and further development of Itô’s stochastic calculus. In the year 2007, he became the first Asian to win the Abel Prize.

<span class="mw-page-title-main">Paul Malliavin</span> French mathematician

Paul Malliavin was a French mathematician who made important contributions to harmonic analysis and stochastic analysis. He is known for the Malliavin calculus, an infinite dimensional calculus for functionals on the Wiener space and his probabilistic proof of Hörmander's theorem. He was Professor at the Pierre and Marie Curie University and a member of the French Academy of Sciences from 1979 to 2010.

Louis Auslander was a Jewish American mathematician. He had wide-ranging interests both in pure and applied mathematics and worked on Finsler geometry, geometry of solvmanifolds and nilmanifolds, locally affine spaces, many aspects of harmonic analysis, representation theory of solvable Lie groups, and multidimensional Fourier transforms and the design of signal sets for communications and radar. He is the author of more than one hundred papers and ten books.

<span class="mw-page-title-main">Chung Kai-lai</span> Chinese-American mathematician

Kai Lai Chung was a Chinese-American mathematician known for his significant contributions to modern probability theory.

<span class="mw-page-title-main">Veeravalli S. Varadarajan</span> Indian mathematician (1937–2019)

Veeravalli Seshadri Varadarajan was an Indian mathematician at the University of California, Los Angeles, who worked in many areas of mathematics, including probability, Lie groups and their representations, quantum mechanics, differential equations, and supersymmetry.

Henry P. McKean, Jr. is an American mathematician at the Courant Institute in New York University. He works in various areas of analysis. He obtained his PhD in 1955 from Princeton University under William Feller.

<span class="mw-page-title-main">Irwin Kra</span> American mathematician (born 1937)

Irwin Kra is an American mathematician, who works on the function theory in complex analysis.

Michael Eugene Taylor is an American mathematician, working in partial differential equations.

Mark Iosifovich Freidlin is a Russian-American probability theorist who works as a Distinguished University Professor of Mathematics at the University of Maryland, College Park. He is one of the namesakes of the Freidlin–Wentzell theory, which is an important part of the large deviations theory. Freidlin and Wentzell are the authors of the first monograph on the large deviations theory for stochastic processes (1979). The Freidlin-Wentzell theory describes, in particular, the long-time effects caused by random perturbations. The latest edition of the book was published by Springer in 2012. It contains not just the results on large deviations but also new results on other asymptotic problems, in particular, on the averaging principle for stochastic perturbations. Other works of Mark Freidlin concern perturbations of Hamiltonian systems, wave front propagation in reaction-diffusion equations, non-linear perturbations of partial differential equations. stochasticity in deterministic dynamical systems.

James Edward Humphreys was an American mathematician who worked in algebraic groups, Lie groups, and Lie algebras and applications of these mathematical structures. He is known as the author of several mathematical texts, such as Introduction to Lie Algebras and Representation Theory and Reflection Groups and Coxeter Groups.

Claude Dellacherie is a French mathematician, specializing in probability theory.

Iosif Ilyich Gikhman was a Soviet mathematician.

References

  1. "1996 Steele Prizes" (PDF). Notices of the American Mathematical Society . 43 (11): 1340–1347. November 1996. Retrieved September 29, 2011.
  2. MIT Reports to the President 20012002, Department of Mathematics, web page at the Massachusetts Institute of Technology, accessed 21-II-2007.
  3. CV, Daniel W. Stroock, at the Chinese University of Hong Kong web site, accessed 21-II-2007.
  4. List of Fellows of the American Mathematical Society, retrieved 2013-08-05.
  5. The Wonders of Math, web page at the Chinese University of Hong Kong, accessed 21-II-2007.
  6. Williams, David (1980). "Review: Multidimensional diffusion processes, by D. W. Stroock and S. R. S. Varadhan" (PDF). Bull. Amer. Math. Soc. (N.S.). 2 (3): 496–503. doi: 10.1090/s0273-0979-1980-14784-9 .
  7. Varadhan, S. R. S. (1985). "Review: An introduction to the theory of large deviations, by D. W. Stroock". SIAM Review. 27 (4): 608–610. doi:10.1137/1027176.
  8. Varadhan, S. R. S. (1991). "Review: Large deviations, by Jean-Dominique Deuschel and D. W. Stroock" (PDF). Bull. Amer. Math. Soc. (N.S.). 24 (2): 448–451. doi: 10.1090/s0273-0979-1991-16064-7 .
  9. de Acosta, A. (1996). "Review: Probability theory: an analytic view, by D. W. Stroock". The Annals of Probability. 24 (3): 1643–1645. doi: 10.1214/aop/1065725197 .