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Daniel W. Stroock

April 12, 2024

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.

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

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.

External links edit

  • Home page for Daniel W. Stroock

April 12, 2024
daniel, stroock, daniel, wyler, stroock, born, march, 1940, american, mathematician, probabilist, regarded, revered, fundamental, contributors, malliavin, calculus, with, shigeo, kusuoka, theory, diffusion, processes, with, srinivasa, varadhan, with, orientati. 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 Ito s stochastic calculus Daniel W StroockStroock in 1976BornMarch 20 1940 1940 03 20 age 84 New York City USAlma materRockefeller UniversityKnown forDiffusion processMalliavin calculusAwardsSteele Prize 1996 Scientific careerFieldsMathematicsInstitutionsCourant InstituteUniversity of Colorado BoulderMITDoctoral advisorMark Kac Contents 1 Biography 2 Quotes 3 Selected publications 4 References 5 External linksBiography editHe 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 editMathematics 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 editStroock 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 Birkhauser 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 Ito 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 1996 Steele Prizes PDF Notices of the American Mathematical Society 43 11 1340 1347 November 1996 Retrieved September 29 2011 MIT Reports to the President 2001 2002 Department of Mathematics web page at the Massachusetts Institute of Technology accessed 21 II 2007 CV Daniel W Stroock at the Chinese University of Hong Kong web site accessed 21 II 2007 List of Fellows of the American Mathematical Society retrieved 2013 08 05 The Wonders of Math web page at the Chinese University of Hong Kong accessed 21 II 2007 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 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 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 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 External links editHome page for Daniel W Stroock Retrieved from https en wikipedia org w index php title Daniel W Stroock amp oldid 1191628867, wikipedia, wiki, book, books, library,

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