George C. Papanicolaou
George C. Papanicolaou (born January 23, 1943) is a Greek-American mathematician who specializes in applied and computational mathematics, partial differential equations, and stochastic processes.^{[1]} He is currently the Robert Grimmett Professor in Mathematics at Stanford University.
Biography
Papanicolaou was born on January 23, 1943, in Athens, Greece. He received his B.E.E. from Union College and his M.S. and Ph.D. from New York University (NYU). He became an assistant professor at NYU in 1969, an associate professor in 1973, and a professor in 1976. He later moved to Stanford in 1993.^{[2]} His former doctoral students include Russel E. Caflisch at NYU, Liliana Borcea at Stanford, and Kenneth M. Golden at the University of Utah. He is married, with three children.^{[2]}
Publications
Papanicolaou has published multiple papers on financial mathematics, especially stochastic volatility.^{[3]}^{[4]}^{[5]} and the Black–Scholes model.^{[6]}^{[7]}
Recognition
He was elected to the National Academy of Sciences in 2000.^{[8]} In 2012 he became a fellow of the American Mathematical Society.^{[9]}
Notes
- ^ http://math.stanford.edu/directory/faculty.html
- ^ ^{a} ^{b} ftp://math.stanford.edu/pub/papers/papanicolaou/cv0.pdf
- ^ ftp://math.stanford.edu/pub/papers/papanicolaou/stochvol.pdf
- ^ ftp://math.stanford.edu/pub/papers/papanicolaou/lions5.pdf
- ^ ftp://math.stanford.edu/pub/papers/papanicolaou/columbia.pdf
- ^ ftp://math.stanford.edu/pub/papers/papanicolaou/feedback.pdf
- ^ ftp://math.stanford.edu/pub/papers/papanicolaou/risk.pdf
- ^ http://www8.nationalacademies.org/onpinews/newsitem.aspx?RecordID=05022000
- ^ List of Fellows of the American Mathematical Society, retrieved 2013-05-05.
External links
- Website
- George C. Papanicolaou at the Mathematics Genealogy Project
- 1943 births
- Living people
- Fellows of the Society for Industrial and Applied Mathematics
- Stanford University Department of Mathematics faculty
- Courant Institute of Mathematical Sciences alumni
- PDE theorists
- Members of the United States National Academy of Sciences
- Fellows of the American Mathematical Society
- New York University faculty