Jump to content

Daniel W. Stroock

From Wikipedia, the free encyclopedia
Daniel W. Stroock
Stroock in 1976
BornMarch 20, 1940 (1940-03-20) (age 84)
New York City, US
Alma materRockefeller University
Known forDiffusion process
Malliavin calculus
AwardsSteele Prize (1996)
Scientific career
FieldsMathematics
InstitutionsCourant Institute
University of Colorado, Boulder
MIT
Doctoral advisorMark 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.

Biography

[edit]

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

[edit]

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

[edit]
  • Stroock, Daniel W. (1973). "On a conjecture of M. Kac". Bull. Amer. Math. Soc. 79 (4): 770–775. doi:10.1090/s0002-9904-1973-13309-9. MR 0322345.
  • with S. R. S. Varadhan: Multidimensional diffusion processes. Springer. 1979.;[6] reprintings 1997, 2006
  • An introduction to the theory of large deviations. Springer-Verlag. 1984.[7]
  • with Andrzej Korzeniowski: Korzeniowski, Andrzej; Stroock, Daniel W. (1985). "An example in the theory of hypercontractive semigroups". Proc. Amer. Math. Soc. 94 (1): 87–90. doi:10.1090/s0002-9939-1985-0781062-0. MR 0781062.
  • with Jean-Dominique Deuschel: Large deviations. Academic Press. 1989. ISBN 9780821869345.;[8] reprinting 2001
  • A concise introduction to the theory of integration. World Scientific. 1990.; Birkhäuser, 2nd edition 1994; Stroock, Daniel W. (1999). 3rd edition. Springer. ISBN 9780817640736.
  • Probability theory: an analytic view. Cambridge U. Press. 1993. ISBN 9781139494618.[9]
  • Stroock, Daniel W. (1996). "Gaussian measures in traditional and not so traditional settings". Bull. Amer. Math. Soc. (N.S.). 33 (2): 135–155. doi:10.1090/s0273-0979-96-00655-6. MR 1362627.
  • An introduction to the analysis of paths on a Riemannian manifold. AMS. 2000. ISBN 9780821838396.
  • Markov processes from K. Itô's perspective. Princeton U. Press. 2003. ISBN 978-0691115436.
  • An introduction to Markov processes. Springer. 2005. ISBN 9783540234999.
  • Essentials of integration theory for analysis. Springer. 2011.
  • Mathematics of probability. AMS. 2013. ISBN 9781470409074.

References

[edit]
  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 2001–2002, 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.
[edit]
Retrieved from "https://en.wikipedia.org/w/index.php?title=Daniel_W._Stroock&oldid=1222490673"