K. David Elworthy
His PhD was completed in 1967 under the supervision of Michael Francis Atiyah at the University of Oxford. Before his retirement from Warwick, he held a personal chair there. He also serves on the advisory board of the Center for Integrative Mathematical Sciences at Keio University in Tokyo, Japan.
Together with Xue-Mei Li and Yves Le Jan he wrote the books "The Geometry of Filtering" and "On the Geometry of Diffusion Operators and Stochastic Flows".