István Gyöngy
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István Gyöngy | |
---|---|
Born | 1951 |
Citizenship | Hungarian |
Alma mater | Moscow State University |
Scientific career | |
Fields | Mathematics |
Institutions | University of Edinburgh |
Doctoral advisor | Nicolai V. Krylov |
István Gyöngy (born 1951) is a Hungarian mathematician working in the fields of stochastic differential equations, stochastic partial differential equations and their applications to nonlinear filtering and stochastic control. Recently, he has focused his attention on numerical analysis [1] and especially accelerated numerical methods,[2][3] making use of Richardson extrapolation .
He obtained his Candidate degree at Moscow State University in 1981 under the supervision of Nicolai V. Krylov.
Formerly at the Department of Probability Theory and Statistics of the Eötvös Loránd University of Budapest, he is currently a professor at the University of Edinburgh, where he is head of the Probability and Stochastic Analysis research group.[4]
References
- ^ Gyöngy, I.; Millet, A. (2009). "Rate of convergence of space time approximations for stochastic evolution equations". Potential Analysis. 30 (1): 29–64. arXiv:0706.1404. doi:10.1007/s11118-008-9105-5.
- ^ Gyöngy, I.; Krylov, N.V. (2011). "Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space". Mathematics of Computation. 80 (275): 1431. arXiv:0905.3299. doi:10.1090/s0025-5718-2011-02478-6.
- ^ Gyöngy, I.; Krylov, N.V. (2011). "Accelerated Numerical Schemes for PDEs and SPDEs". Stochastic Analysis 2010 (275): 131–168.
- ^ University of Edinburgh School of Mathematics Research Group Webpage, http://www.maths.ed.ac.uk/research/psa.
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- Living people
- 20th-century Hungarian mathematicians
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- Academics of the University of Edinburgh
- Probability theorists
- 1951 births