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John Walsh

John Bradstreet Walsh received his BSc in physics at Cal Tech in 1960, his MSc from the University of Illinois in 1962, and his PhD in mathematics from the University of Illinois (thesis advisor J.L. Doob) in 1960. He was an instructor and assistant professor at Stanford from 1966 to 1968. From 1969-1972 he held visiting professor positions at the University of Strasbourg (1969--1971) and Ecole Polytechnique de Lausanne (1971-1972). He came to UBC in 1972 as an associate professor and has been there since. From 1987-1988 he was Professeur Invit'e at the University of Paris in 1987-88. In 2004 he became Emeritus Professor at UBC.

Prof. Walsh’s research has been in various aspects of probability. After a thesis on multiply harmonic functions, he worked on Markov processes and potential theory, then on multiparameter martingales, or, as they were called at the time, processes with two-dimensional time. This was the subject of his talk at the International Congress of Mathematicians in 1974. He then became interested in stochastic partial differential equations, and the possibility of using them to model the behavior of neurons. More recently, he has worked on the numerics associated with SPDEs. This was leavened by the excursions into financial mathematics. He now serves on the MITACS Research Management Committee as the theme leader of the Finance theme.


Mprime Theme Leader, University of British Columbia