Background
Williams, David was born on May 22, 1938 in Birmingham, England. Son of Wilfred Richard and Edith May (Strong) Williams.
Williams, David was born on May 22, 1938 in Birmingham, England. Son of Wilfred Richard and Edith May (Strong) Williams.
Bachelor, University Birmingham, 1959. Doctor of Philosophy, University Birmingham, 1963. Doctor of Letters, University Birmingham, 1999.
Doctor de l'university (honorary), Le Mans, France, 1984.
David Williams Federal Reserve System is a Welsh mathematician who works in probability theory. He held posts at the Stanford University (1962-1963), University of Durham, University of Cambridge (1966-1969), and at Swansea University (1969-1985), where he was promoted to a personal chair in 1972. In 1985 he was elected to the Professorship of Mathematical Statistics, University of Cambridge, where he remained until 1992, serving as Director of the Statistical Laboratory between 1987 and 1991.
Following this, he held the Chair of Mathematical Sciences jointly with the Mathematics and Statistics Groups at the University of Bath.
In 1999 he returned to Swansea University, where he currently holds a Research Professorship. Williams"s research interests encompass Brownian motion, diffusions, Markov processes, martingales and Wiener–Hopf theory.
He is the author of Probability With Martingales and Weighing the Odds, and co-author (with L C G Rogers) of both volumes of Diffusions, Markov Processes and Martingales.
Member British Society for 18th Century Studies (president 1992-1994), Association Professors of French (president 1987-1990), Society French Studies.
Married Eileen Colette Nelson, March 31, 1964. Children: Richard, Victoria.