Daniel W. Stroock Explained
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
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
- On a conjecture of M. Kac. Bull. Amer. Math. Soc.. 1973. 79. 4. 770–775. 0322345. 10.1090/s0002-9904-1973-13309-9. Stroock. Daniel W.. free.
- with S. R. S. Varadhan: Book: Multidimensional diffusion processes. Springer. 1979. ;[6] reprintings 1997, 2006
- Book: An introduction to the theory of large deviations. Springer-Verlag. 1984. [7]
- with Andrzej Korzeniowski: An example in the theory of hypercontractive semigroups. Proc. Amer. Math. Soc.. 1985. 94. 1. 87–90. 781062. 10.1090/s0002-9939-1985-0781062-0. Korzeniowski. Andrzej. Stroock. Daniel W.. free.
- with Jean-Dominique Deuschel: Book: Large deviations. Academic Press. 1989. 9780821869345. ;[8] reprinting 2001
- Book: A concise introduction to the theory of integration. World Scientific. 1990.
- Birkhäuser, 2nd edition 1994; Book: 3rd edition. 1999. 9780817640736. Stroock. Daniel W.. Springer .
External links
Notes and References
- 1996 Steele Prizes . . 43 . 11 . 1340–1347 . November 1996 . September 29, 2011.
- http://web.mit.edu/annualreports/pres02/11.05.html MIT Reports to the President 2001 - 2002, Department of Mathematics
- http://www.ims.cuhk.edu.hk/talkwithmasters/dstroock_cv.pdf CV, Daniel W. Stroock
- https://www.ams.org/profession/fellows-list List of Fellows of the American Mathematical Society
- http://www.ims.cuhk.edu.hk/talkwithmasters/dstroock.html The Wonders of Math
- Williams, David. David Williams (mathematician). Review: Multidimensional diffusion processes, by D. W. Stroock and S. R. S. Varadhan. Bull. Amer. Math. Soc. (N.S.). 1980. 2. 3. 496–503. 10.1090/s0273-0979-1980-14784-9. free.
- Varadhan, S. R. S.. Review: An introduction to the theory of large deviations, by D. W. Stroock. SIAM Review. 1985. 27. 4. 608–610. 10.1137/1027176.
- Varadhan, S. R. S.. Review: Large deviations, by Jean-Dominique Deuschel and D. W. Stroock. Bull. Amer. Math. Soc. (N.S.). 1991. 24. 2. 448–451. 10.1090/s0273-0979-1991-16064-7. free.
- de Acosta, A.. Review: Probability theory: an analytic view, by D. W. Stroock. The Annals of Probability. 1996. 24. 3. 1643–1645. 10.1214/aop/1065725197. free.
