Daniel Stroock, Professor Emeritus of Mathematics, dies at 84

April 4th, 2025

Daniel Wyler Stroock, MIT professor emeritus of mathematics, passed away on March 13, 2025, in hospice at his home in Cambridge, surrounded by his wife Lucy and his sons, Benjamin (Ben) and Abraham (Abe). He served on the MIT faculty for 26 years until he retired in 2010, but continued teaching as professor post-tenure through spring 2024.

Stroock was a preeminent probabilist and stochastic analyst. In the early 1980s, he developed Malliavin calculus, or Stochastic calculus of variations, in a series of papers with Shigeo Kasuka. Stroock recalled being “fascinated” by a lecture series by French Mathematician Paul Malliavin at a summer school at the Scuola Normale Superiore in Pisa. “He had a wonderful idea that he really hadn’t worked out”, recalled Stroock. After developing this stochastic calculus of variations, they named it after Malliavin. In 1996, Stroock shared with S.R.Srinivasa Varadhan the Leroy P. Steele Prize of the American Mathematical Society (AMS) for Seminal Contribution to Research, for four joint papers on diffusion processes in which “they introduced the new concept of a martingale solution to a stochastic differential equation, enabling them to prove existence, uniqueness, and other important properties of solutions to equations which could not be treated before by purely analytic methods; their formulation has been widely used to prove convergence of various processes to diffusions.” [AMS Notices, Nov. 1999]

Born in New York City on March 20, 1940, he received his AB from Harvard College in 1962 majoring in chemistry and physics. During his studies at Harvard, several mathematicians shaped his mathematical interest and thinking, including Gian-Carlo Rota, Andrew Gleason, Shlomo Sternberg, Lars Ahlfors, and fellow student Dan Quillen. When he went to Rockefeller University for graduate study, it was to initially study neurophysiology. But he later switched to mathematics through interactions with Mark Kac and Henry McKean. He obtained his PhD from Rockefeller in 1966 under the direction of Mark Kac, with a thesis entitled “Some Applications of Probability Theory to Partial Differential Equations.”

From 1966 to 1972, he was at the Courant Institute of Mathematical Sciences at New York University, first as a postdoc and then as an assistant professor. In 1972, he joined the faculty at the University of Colorado at Boulder as associate professor, then became professor there in 1975. He had just completed his term as department chair, when he attended an AMS sectional meeting and met Victor Guillemin who “was pleased, if somewhat surprised, to discover (mathematicians) who did not reside on either the East or West Coast.” Guillemin was the chairman of the pure math committee at MIT, and he was looking for probabilists.

In 1984, Stroock joined the MIT mathematics faculty as professor. He liked MIT’s interdisciplinary culture. Stroock chaired the Pure Math Committee from 1995 to 1997, and in 2002 was the inaugural holder of the Simons Distinguished Professorship. He mentored 13 PhDs in mathematics: nine at MIT, two at Harvard, and two at the University of Colorado at Boulder; and has 18 descendants, according to the Math Genealogy Project.

Known for his broad interest in many mathematical fields, he served for many years as one of the organizers of the annual MIT-Harvard Current Developments in Mathematics (CDM) Conference.

His service to the mathematics community at large included serving on the Board of Mathematical Sciences of the National Research Council, as Probability Editor of Transactions of the A.M.S. (1975-1978), and on the editorial board of seven math and probability journals. A fellow of the American Mathematics Society since 2013, he chaired various AMS committees and, in 1999, was a nominee for AMS president.

He was highly regarded as a publisher and expositor, and was a frequently invited lecturer. His bibliography includes more than 15 books, and he had recently completed arrangements for a Chinese translation of his text Probability Theory: An Analytic View.

Stroock was Guggenheim fellow 1978-1979, and in 2007 received an Honorary Fellowship at Swansea University, Wales. He was elected fellow of the American Academy of Arts & Sciences (1991), member of the National Academy of Sciences (1995), and a Foreign Member of the Polish Academy of Arts and Sciences (2004).

Daniel Stroock is survived by his wife, Lucy, his sons, Benjamin and Abraham, and was predeceased by his sister, Mariana, and his brother, Robert.