Name K. Elworthy | ||
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Books Stochastic Differential Equation, The Geometry of Filtering, Stochastic Differential Geometry | ||
Kenneth David Elworthy is a Professor Emeritus of Mathematics at the University of Warwick.
He works on stochastic analysis, stochastic differential equations and geometric analysis.
His PhD was completed in 1967 under the supervision of Michael Francis Atiyah at the University of Oxford. Before his retirement from Warwick, he held a personal chair there. He also serves on the advisory board of the Center for Integrative Mathematical Sciences at Keio University in Tokyo, Japan.
Together with Xue-Mei Li and Yves Le Jan he wrote the books "The Geometry of Filtering" and "On the Geometry of Diffusion Operators and Stochastic Flows".
References
K. David Elworthy Wikipedia(Text) CC BY-SA