Mark H. A. Davis
British mathematician (1945–2020) / From Wikipedia, the free encyclopedia
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Mark Herbert Ainsworth Davis (25 April 1945 – 18 March 2020)[2] was Professor of Mathematics at Imperial College London. He made fundamental contributions to the theory of stochastic processes, stochastic control and mathematical finance.
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Born | Mark Herbert Ainsworth Davis (1945-04-25)25 April 1945 |
Died | 18 March 2020(2020-03-18) (aged 74) |
Nationality | English |
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Institutions | Imperial College London |
Thesis | Dynamic Programming Conditions for Partially Observable Stochastic Systems (1971) |
Doctoral advisor | Pravin Varaiya[1] |
Website | www |
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