Papanicolaou

George C. Papanicolaou

Robert Grimmett Professor of Mathematics
Mathematics Department
Stanford University
Stanford, CA 94305
papanicolaou@stanford.edu

Office: Mathematics Department, Building 380, 383V
Phone: (650)723-2081
Fax: (650)725-4066

A CV in PDF is here.

A list of publications in PDF is here.

A list of selected recent publications in PDF is here.

The MS Program in Financial Mathematics

The web page for the MS-FM Program is here.

The Mathematics Department web page is here.

The Institute for Computational Mathematics and Engineering (ICME) web page is here.

In the past I have been interested in waves and diffusion in inhomogeneous or random media and in the mathematical analysis of multi-scale phenomena that arise in their study. Applications come from electromagnetic wave propagation in the atmosphere, underwater sound, waves in the lithosphere, diffusion in porous media, etc. I have studied both linear and nonlinear waves and diffusion, in both direct and inverse problems. I am now working on assessing multiple scattering effects in imaging and communication systems, including time reversal arrays.

Another recent interest is financial mathematics, the use of asymptotics for stochastic equations in analyzing complex models of financial markets and in data analysis.

by J.-P. Fouque, J. Garnier, G. Papanicolaou and K. Solna, Springer, 2007.

The Table of Contents is here. The book is also available from here .

Wave Propagation and Time Reversal in Randomly Layered Media

by Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar and K. Solna

was published by Cambridge University Press in November 2011.

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

by Alain Bensoussan, Jack-Louis Lions and George Papanicolaou

is a reprint of the 1978 edition published by the American Mathematical Society in 2011.

The book is also available from here .