George C. Papanicolaou

George C. Papanicolaou (/ˌpæpəˈnɪkəlaʊ/; 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.

For other uses, see George Papanicolaou (disambiguation) and Papanikolaou.
George C. Papanicolaou

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) in 1969. His PhD thesis, performed under the supervision of Joseph Bishop Keller was entitled "On Stochastic Differential Equations and Applications"[2]. 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.[3] 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.[3]

Publications

Papanicolaou has published multiple papers on financial mathematics, especially stochastic volatility.[4][5][6] and the Black–Scholes model.[7][8]

Recognition

Papanicolaou was a Sloan Research Fellow for the academic year 1974/1975 and a Guggenheim Fellow for the academic year 1983/1984. He received an honorary doctorate in 1987 from the University of Athens. He was an invited speaker with talk Wave propagation and heat production in random media at the ICM in 1986 in Berkeley and a plenary speaker at the ICM in 1998 in Berlin.[9] He was elected to the National Academy of Sciences in 2000.[10] In 2012 he became a fellow of the American Mathematical Society.[11]

Notes
  1. http://math.stanford.edu/directory/faculty.html
  2. "MathTree - George Papanicolaou". academictree.org. Retrieved 2020-05-05.
  3. ftp://math.stanford.edu/pub/papers/papanicolaou/cv0.pdf
  4. ftp://math.stanford.edu/pub/papers/papanicolaou/stochvol.pdf
  5. ftp://math.stanford.edu/pub/papers/papanicolaou/lions5.pdf
  6. ftp://math.stanford.edu/pub/papers/papanicolaou/columbia.pdf
  7. ftp://math.stanford.edu/pub/papers/papanicolaou/feedback.pdf
  8. ftp://math.stanford.edu/pub/papers/papanicolaou/risk.pdf
  9. Papanicolaou, George C. (1998). "Mathematical problems in geophysical wave propagation". Doc. Math. (Bielefeld) Extra Vol. ICM Berlin, 1998, vol. I. pp. 403–427.
  10. http://www8.nationalacademies.org/onpinews/newsitem.aspx?RecordID=05022000
  11. List of Fellows of the American Mathematical Society, retrieved 2013-05-05.
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