Daniel W. Stroock

Daniel Wyler Stroock ( born March 20, 1940 in New York City ) is an American mathematician who deals with stochastic processes.

Stroock studied at Harvard University, where in 1962 he earned his bachelor 's degree. In 1966 he earned his doctorate under Henry McKean at Rockefeller University ( Some Applications of Probability Theory to Partial Differential Equations ), where his work was supervised by Mark Kac. 1968 to 1972 he was professor at the Courant Institute Assistance of Mathematical Sciences of New York University. From 1972 he was an associate professor at the University of Colorado, where he became professor in 1975. From 1984 he was Professor ( from 1992 Simons Professor ) at the Massachusetts Institute of Technology. From 1985, he is also a professor at the Beijing (Peking) Normal University. He also has been a visiting professor at the Federal Institute of Technology Zurich, Paris and Louvain.

With SRS Varadhan, he published in the late 1960s and early 1970s, works in which they introduced Martingale solutions of stochastic differential equations, which greatly improved the analytical approach ( existence, uniqueness and convergence issues ) to these processes.

1978/79 he was a Guggenheim Fellow. With SRS Varadhan, he received the 1996 Leroy P. Steele Prize. He is a member of the National Academy of Sciences, the American Academy of Arts and Sciences and the Polish Academy of Sciences. In 1983 he was invited speaker at the International Congress of Mathematicians in Warsaw ( Stochastic analysis and regularity properties of Certain partial differential operators ). He is a Fellow of the American Mathematical Society.

Writings

• With Varadhan: Multidimensional diffusion processes. Springer 1979.