Daniel Stroock

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Daniel Stroock, 1976

Daniel Wyler Stroock (born March 20, 1940 in New York City ) is an American mathematician who deals with stochastic processes .

Stroock studied at Harvard University , where he made his bachelor's degree in 1962. In 1966 he received his doctorate from Henry McKean at Rockefeller University ( Some Applications of Probability Theory to Partial Differential Equations ), with his work also being supervised by Mark Kac . From 1968 to 1972 he was Assistance Professor at the Courant Institute of Mathematical Sciences of New York University . From 1972 he was an associate professor at the University of Colorado , where he became a professor in 1975. From 1984 he was a professor (from 1992 Simons Professor) at the Massachusetts Institute of Technology. From 1985 he is also a professor at Beijing (Peking) Normal University. He was also visiting professor at the Swiss Federal Institute of Technology in Zurich , in Paris and Leuven .

With SRS Varadhan he published papers in the late 1960s and early 1970s in which they introduced Martingale solutions to stochastic differential equations, which considerably improved the analytical access (questions of existence, uniqueness and convergence) to these processes.

In 1978/79 he was a Guggenheim Fellow. With SRS Varadhan he received the Leroy P. Steele Prize in 1996 . He is a member of the National Academy of Sciences , the American Academy of Arts and Sciences and the Polish Academy of Learning (PAU) in Krakow . In 1983 he was invited speaker at the International Congress of Mathematicians in Warsaw ( Stochastic analysis and regularity properties of certain partial differential operators ). He is a fellow of the American Mathematical Society .

Fonts

  • with Varadhan: Multidimensional diffusion processes. Springer 1979.

Web links

Individual evidence

  1. ^ Notices AMS, November 1996, award of the Steele Prize to Stroock
  2. ^ Members of the PAU - Department III: Science and Technology. Polska Akademia Umiejętności, accessed June 13, 2017 (Polish).
personal data
SURNAME Stroock, Daniel
ALTERNATIVE NAMES Stroock, Daniel Wyler (full name)
BRIEF DESCRIPTION American mathematician and university professor
DATE OF BIRTH March 20, 1940
PLACE OF BIRTH New York City