# David Nualart invited to give IMS Medallion Lecture

Contact: Gloria Prothe, gprothe@ku.edu, 864-3651

Department of Mathematics

Lawrence, KS – David Nualart, Black-Babcock distinguished professor of mathematics, was invited to give an Institute of Mathematical Statistics Medallion Lecture at the 37th Stochastic Processes and Their Applications Conference held in Buenos Aires, from July 28 to August 1, 2014. Each year, the IMS Committee on Special Lectures invites eight individuals to deliver Medallion Lectures at IMS sponsored and co-sponsored meetings around the world. Each lecturer receives a medallion in a brief ceremony preceding the lecture.

Nualart received his Ph.D. from the University of Barcelona in 1975. He was a full professor at the University of Barcelona from 1984-2005 and has since been at the University of Kansas. Nualart is among the world’s most prolific authors in probability theory with more than 200 research papers. His book Malliavin Calculus and Related Topics serves as an ultimate reference on the topic. He is a Fellow of IMS, a member of Spain’s Royal Academy of Exact Physical and Natural Sciences, was invited to speak at the 2006 International Congress of Mathematicians, and has served as an editor for most of the main journals in probability theory. The International Conference on Malliavin Calculus and Stochastic Analysis held in his honor, in addition to prestigious awards for his research, recognize his achievements in probability theory.

He has long influenced the general theory of stochastic analysis, including martingale theory, stochastic calculus of variations, stochastic equations, limit theorems, and mathematical finance. In the first part of his scientific life, he contributed to the development of a stochastic calculus for two-parameter martingales, setting the basis of stochastic integration in this context. Subsequently, one of Nualart's major achievements in probability theory has been his ability to develop and apply Malliavin calculus techniques to a wide range of concrete, interesting, and intricate situations.