Mark H. A. Davis

Mark Davis
Mark Davis
Born	Mark Herbert Ainsworth Davis; 25 April 1945
Died	18 March 2020 (aged 74); London, England
Nationality	English
Alma mater	University of Cambridge (BA); University of California, Berkeley (PhD);
Known for	Piecewise deterministic Markov process; Martingale optimality principle in stochastic control; Mathematical Finance;
Awards	Naylor Prize and Lectureship (2002); Fellow of the Royal Statistical Society (2013);
	Scientific career
Fields	Mathematics; Stochastic control; Mathematical finance;
Institutions	Imperial College London
Thesis	Dynamic Programming Conditions for Partially Observable Stochastic Systems (1971)
Doctoral advisor	Pravin Varaiya
Website	www.imperial.ac.uk/news/196534/obituary-professor-mark-davis/, sinews.siam.org/Details-Page/obituary-mark-ha-davis

Mark Herbert Ainsworth Davis (25 April 1945 – 18 March 2020)^[2] was Professor of Mathematics at Imperial College London. He made fundamental contributions to the theory of stochastic processes, stochastic control and mathematical finance.

Mark Davis
Born	Mark Herbert Ainsworth Davis (1945-04-25)25 April 1945
Died	18 March 2020(2020-03-18) (aged 74) London, England
Nationality	English
Alma mater	University of Cambridge (BA) University of California, Berkeley (PhD)
Known for	Piecewise deterministic Markov process Martingale optimality principle in stochastic control Mathematical Finance
Awards	Naylor Prize and Lectureship (2002) Fellow of the Royal Statistical Society (2013)
Scientific career
Fields	Mathematics Stochastic control Mathematical finance
Institutions	Imperial College London
Thesis	Dynamic Programming Conditions for Partially Observable Stochastic Systems (1971)
Doctoral advisor	Pravin Varaiya^[1]

Website	www.imperial.ac.uk/news/196534/obituary-professor-mark-davis/, sinews.siam.org/Details-Page/obituary-mark-ha-davis