Kenneth David Elworthy is a Professor Emeritus of Mathematics at the

University of Warwick The University of Warwick ( ; abbreviated as ''Warw.'' in post-nominal letters) is a public research university on the outskirts of Coventry between the West Midlands (county), West Midlands and Warwickshire, England. The university was founded i ...

. He works on

stochastic analysis 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 ...

stochastic differential equations A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as stock pr ...

and

geometric analysis Geometric analysis is a mathematical discipline where tools from differential equations, especially elliptic partial differential equations (PDEs), are used to establish new results in differential geometry and differential topology. The use of l ...

Life and career

Elworthy was born on 21 December 1940. He was educated at

Bristol Grammar School Bristol Grammar School (BGS) is a 4–18 mixed, independent day school in Bristol, England. It was founded in 1532 by Royal Charter for the teaching of 'good manners and literature', endowed by wealthy Bristol merchants Robert and Nicholas Thorn ...

, and in 1959 went up to

Merton College, Oxford Merton College (in full: The House or College of Scholars of Merton in the University of Oxford) is one of the Colleges of Oxford University, constituent colleges of the University of Oxford in England. Its foundation can be traced back to the ...

to read Mathematics as an undergraduate. In 1964 he married Susan Margaret Anderson. His DPhil was completed in 1967 under the supervision of

Michael Francis Atiyah Sir Michael Francis Atiyah (; 22 April 1929 – 11 January 2019) was a British-Lebanese mathematician specialising in geometry. His contributions include the Atiyah–Singer index theorem and co-founding topological K-theory. He was awarded the ...

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 , mottoeng = The pen is mightier than the sword , type = Private research coeducational higher education institution , established = 1858 , founder = Yukichi Fukuzawa , endowmen ...

Tokyo Tokyo (; ja, 東京, , ), officially the Tokyo Metropolis ( ja, 東京都, label=none, ), is the capital and largest city of Japan. Formerly known as Edo, its metropolitan area () is the most populous in the world, with an estimated 37.468 ...

Japan Japan ( ja, 日本, or , and formally , ''Nihonkoku'') is an island country in East Asia. It is situated in the northwest Pacific Ocean, and is bordered on the west by the Sea of Japan, while extending from the Sea of Okhotsk in the north ...

.CIMS Advisory Board
, Keio U., retrieved 2011-05-02. Together with Xue-Mei Li and

Yves Le Jan Yves Le Jan (born 15 April 1952 in Grenoble) is a French mathematician working in Probability theory and Stochastic processes. Le Jan studied from 1971 to 1974 at the École normale supérieure, finishing with an Agrégation. 1975 he became a re ...

he wrote the books "The Geometry of Filtering" and "On the Geometry of Diffusion Operators and Stochastic Flows".

References

External links

Website at the University of Warwick
{{DEFAULTSORT:Elworthy, David Academics of the University of Warwick English mathematicians Living people 1940 births Alumni of Merton College, Oxford