Daniel Wyler Stroock (born March 20, 1940) is an

America The United States of America (U.S.A. or USA), commonly known as the United States (U.S. or US) or America, is a country primarily located in North America. It consists of 50 states, a federal district, five major unincorporated territor ...

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, mathematical structure, structure, space, Mathematica ...

, a probabilist. He is regarded and revered as one of the fundamental contributors to

Malliavin calculus In probability theory and related fields, Malliavin calculus is a set of mathematical techniques and ideas that extend the mathematical field of calculus of variations from deterministic functions to stochastic processes. In particular, it allows ...

with Shigeo Kusuoka and the theory of

diffusion process In probability theory and statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Brownian motion, reflected Brownian motion and Ornstein–Uhlenbeck processes are examples of dif ...

es with S. R. Srinivasa Varadhan with an orientation towards the refinement and further development of Itô’s

stochastic calculus Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created ...

Biography

He received his undergraduate degree from

Harvard University Harvard University is a private Ivy League research university in Cambridge, Massachusetts. Founded in 1636 as Harvard College and named for its first benefactor, the Puritan clergyman John Harvard, it is the oldest institution of high ...

in 1962 and his doctorate from

Rockefeller University The Rockefeller University is a Private university, private Medical research, biomedical Research university, research and graduate-only university in New York City, New York (state), New York. It focuses primarily on the biological and medica ...

in 1966. He has taught at the

Courant Institute of Mathematical Sciences The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU), and is among the most prestigious mathematics schools and mathematical sciences research cente ...

and the

University of Colorado, Boulder The University of Colorado Boulder (CU Boulder, CU, or Colorado) is a public research university in Boulder, Colorado. Founded in 1876, five months before Colorado became a state, it is the flagship university of the University of Colorado sys ...

and is currently Simons Professor at the

Massachusetts Institute of Technology The Massachusetts Institute of Technology (MIT) is a Private university, private Land-grant university, land-grant research university in Cambridge, Massachusetts. Established in 1861, MIT has played a key role in the development of modern t ...

. He is known for his work with

S. R. S. Varadhan Sathamangalam Ranga Iyengar Srinivasa Varadhan FRS (born 2 January 1940) is an Indian American mathematician, widely recognised as one of the most influential mathematicians of the 20th century. He is known for his fundamental contributions to ...

es, for which he received the

Leroy P. Steele Prize for Seminal Contribution to Research The Leroy P. Steele Prizes are awarded every year by the American Mathematical Society, for distinguished research work and writing in the field of mathematics. Since 1993, there has been a formal division into three categories. The prizes have b ...

in 1996. Stroock is a member of the U.S.

National Academy of Sciences The National Academy of Sciences (NAS) is a United States nonprofit, non-governmental organization. NAS is part of the National Academies of Sciences, Engineering, and Medicine, along with the National Academy of Engineering (NAE) and the Nat ...

.^, In 2012 he became a fellow of the

American Mathematical Society The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings ...

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.

Selected publications

* *with S. R. S. Varadhan: ; reprintings 1997, 2006 * *with Andrzej Korzeniowski: *with Jean-Dominique Deuschel: ; reprinting 2001 *; Birkhäuser, 2nd edition 1994; * * * * * * *

References

External links

Home page for Daniel W. Stroock
{{DEFAULTSORT:Stroock, Daniel Members of the United States National Academy of Sciences Fellows of the American Mathematical Society Probability theorists 20th-century American mathematicians 21st-century American mathematicians Living people University of Colorado faculty Massachusetts Institute of Technology School of Science faculty Harvard University alumni 1940 births Courant Institute of Mathematical Sciences faculty