Daniel Wyler Stroock (March 20, 1940 – March 13, 2025) was an American

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. Diffusion process is stochastic in nature and hence is used to model many real-life stochastic sy ...

es with

S. R. Srinivasa Varadhan Sathamangalam Ranga Srinivasa Varadhan, (born 2 January 1940) is an Indian American mathematician. He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations. He is re ...

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 an ...

Biography

Stroock received his undergraduate degree from

Harvard University Harvard University is a Private university, private Ivy League research university in Cambridge, Massachusetts, United States. Founded in 1636 and named for its first benefactor, the History of the Puritans in North America, Puritan clergyma ...

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. It focuses primarily on the biological and medical sciences and pro ...

in 1966. He 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). Founded in 1935, it is named after Richard Courant, one of the founders of the Courant Institute ...

and the

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

, before joining the

Massachusetts Institute of Technology The Massachusetts Institute of Technology (MIT) is a Private university, private research university in Cambridge, Massachusetts, United States. Established in 1861, MIT has played a significant role in the development of many areas of moder ...

Mathematics faculty in 1984. He is known for his work with S. R. S. Varadhan on

es, for which he received the Leroy P. Steele Prize for Seminal Contribution to Research in 1996. Stroock was a member of the U.S.

National Academy of Sciences The National Academy of Sciences (NAS) is a United States nonprofit, NGO, 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 ...

.^, 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 American probability theorists 20th-century American mathematicians 21st-century American mathematicians University of Colorado Boulder faculty Massachusetts Institute of Technology School of Science faculty Harvard University alumni 1940 births 2025 deaths Courant Institute of Mathematical Sciences faculty