George C. Papanicolaou

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George C. Papanicolaou (born January 23, 1943) is a Greek-American mathematician who specializes in applied and computational mathematics, partial differential equations, and stochastic processes.[1] He is currently the Robert Grimmett Professor in Mathematics at Stanford University.

Biography

Papanicolaou was born on January 23, 1943, in Athens, Greece. He received his B.E.E. from Union College and his M.S. and Ph.D. from New York University (NYU). He became an assistant professor at NYU in 1969, an associate professor in 1973, and a professor in 1976. He later moved to Stanford in 1993.[2] His former doctoral students include Russel E. Caflisch at NYU, Liliana Borcea at Stanford, and Kenneth M. Golden at the University of Utah. He is married, with three children.[2]

Publications

Papanicolaou has published multiple papers on financial mathematics, especially stochastic volatility.[3][4][5] and the Black–Scholes model.[6][7]

Recognition

He was elected to the National Academy of Sciences in 2000.[8] In 2012 he became a fellow of the American Mathematical Society.[9]

Notes

  1. ^ http://math.stanford.edu/directory/faculty.html
  2. ^ a b ftp://math.stanford.edu/pub/papers/papanicolaou/cv0.pdf
  3. ^ ftp://math.stanford.edu/pub/papers/papanicolaou/stochvol.pdf
  4. ^ ftp://math.stanford.edu/pub/papers/papanicolaou/lions5.pdf
  5. ^ ftp://math.stanford.edu/pub/papers/papanicolaou/columbia.pdf
  6. ^ ftp://math.stanford.edu/pub/papers/papanicolaou/feedback.pdf
  7. ^ ftp://math.stanford.edu/pub/papers/papanicolaou/risk.pdf
  8. ^ http://www8.nationalacademies.org/onpinews/newsitem.aspx?RecordID=05022000
  9. ^ List of Fellows of the American Mathematical Society, retrieved 2013-05-05.

External links

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