Igor Girsanov
Igor V. Girsanov | |
---|---|
Born | Kazakh ASSR | 10 September 1934
Died | 16 March 1967 | (aged 32)
Nationality | Russian |
Alma mater | Moscow State University |
Known for | Girsanov theorem |
Scientific career | |
Fields | Mathematics |
Igor Vladimirovich Girsanov (Russian: И́горь Влади́мирович Гирсанов; (10 September 1934 – 16 March 1967) was a Russian mathematician.[1] He made major contributions to probability theory and its applications.
Early life
Igor Girsanov was born on 10 September 1934, in
Education
Between 1952 and 1960, Girsanov was an undergraduate and graduate student at Moscow State University. After his graduation he joined the faculty. In 1965 he became Head of the newly formed Probability and Statistics Laboratory at MSU.
Academic work
One can distinguish two periods in Girsanov's academic work.
Prior to 1961, he worked as a member of a group of mathematicians united around
Girsanov was able to learn areas of mathematics that were unfamiliar to him very quickly. At the same time he was considering questions unrelated to stochastic processes. For example, he constructed an example of a
Around 1960 the problems of optimal management in industry and economics came to the fore in USSR. Many mathematicians were working in this area, mostly using familiar mathematical tools. Girsanov also started to work within this framework. But in 1961 he changed his approach. He began to develop a broader understanding of the issues at hand, developing new mathematical techniques.
Girsanov became an advocate of mathematical economics, actively defending it against the opponents of quantitative methods. His research results had applications in industry.
He published fifteen papers on applications to chemistry. His interests included the optimal control of chemical reactors.
He also maintained his interest in theoretical mathematics developing the functional analysis required for optimisation problems.
Death
Girsanov died on 16 March 1967 at the age of 32 as a result of an accident during a hike in the Sayan Mountains.
References
- ISBN 3-7643-6280-4.