Mark Freidlin

Mark Iosifovich Freidlin (Russian: Марк Иосифович Фрейдлин, born 1938)[1] is a Russian-American probability theorist who works as a Distinguished University Professor of Mathematics at the University of Maryland, College Park.[2] He is one of the namesakes of the Freidlin–Wentzell theorem in the large deviations theory of stochastic processes,[3] and has also used probability theory to solve partial differential equations.[1]

Friedlin was born in 1938 in Moscow.[1] He began studying mathematics at Moscow State University at the age of 16,[1] and earned a candidate's degree there in 1962, under the supervision of Eugene Dynkin.[4] In 1970 he completed a doctorate. However, growing anti-semitism in the Soviet Union prevented Friedlin from traveling and forced him to transfer from the Mechanics and Mathematics Department at Moscow State to the Biology Department (with the assistance of Andrey Kolmogorov in finding him this position). By 1979 he had decided to emigrate to the US, but was denied permission to leave Russia; despite having no permanent employment for the next eight years, he continued to work and publish in mathematics. Finally, in 1987, he was able to move to the University of Maryland.[1][5]

Freidlin was an invited speaker at the 1998 International Congress of Mathematicians.[1][6] He became a Distinguished Professor at Maryland in 2000.[1] In May 2003, a conference on "Asymptotic Problems in Stochastic Processes and PDE's" was held at the University of Maryland in honor of Freidlin's 65th birthday.[7] In 2012, he became one of the inaugural fellows of the American Mathematical Society.[8] His doctoral students include Jürgen Gärtner.

Selected publications
  • Functional Integration and Partial Differential Equations. Princeton University Press. 21 August 1985. ISBN 0-691-08362-2.[9]
  • Markov Processes and Differential Equations: Asymptotic Problems. Springer Science & Business Media. 28 March 1996. ISBN 978-3-7643-5392-6.
  • with Alexander D. Wentzell: Random perturbations and dynamical systems. Grundlehren der mathematischen Wissenschaften. Volume 260 (2nd ed.). Springer. 1998; translated by Joseph Szücs; 1st edition 1984; 3rd edition 2012[10]

References
  1. Varadhan, S. R. S.; Wentzell, A. D.; Dynkin, E. B.; Molchanov, S. A.; Novikov, S. P.; Sinai, Ya. G.; Sonin, I. M.; Stroock, D. W. (2004), "Mark Iosifovich Freĭdlin", Russian Mathematical Surveys, 59 (3): 593–597, doi:10.1070/RM2004v059n03ABEH000756, MR 2116554. See also Russian version, doi:10.4213/rm756.
  2. Faculty directory, Univ. of Maryland Mathematics, retrieved 2015-01-19.
  3. Shwartz, Adam; Weiss, Alan (1995), "Chapter 6. Freidlin–Wentzell Theory", Large deviations for performance analysis: Queues, communications, and computing, Stochastic Modeling Series, Chapman & Hall, London, pp. 129–168, ISBN 0-412-06311-5, MR 1335456.
  4. Mark Freidlin at the Mathematics Genealogy Project
  5. Mark Pinsky, One Couple's Struggle to Leave USSR Chicago Tribune, October 4, 1986, page 10
  6. Freidlin, Mark I. (1998). "Random and deterministic perturbations of nonlinear oscillations". Doc. Math. (Bielefeld) Extra Vol. ICM Berlin, 1998, vol. III. pp. 223–235.
  7. Asymptotic Problems in Stochastic Processes and PDE's, retrieved 2015-01-19.
  8. List of Fellows of the American Mathematical Society, retrieved 2015-01-19.
  9. Day, Martin (1987). "Book Review: Functional integration and partial differential equations". Bulletin of the American Mathematical Society. 17 (2): 346–352. doi:10.1090/S0273-0979-1987-15589-3. ISSN 0273-0979.
  10. Kifer, Yuri (2013). "Review of Random perturbations of dynamical systems by Mark I. Freidlin and Alexander D. Wentzell". Bull. Amer. Math. Soc. 50: 489–493. doi:10.1090/S0273-0979-2013-01414-9.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.