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Tyrone
Duncan
received his bachelor's degree in 1963 from Rensselaer Polytechnic
Institute and his master's and doctoral degrees from Stanford University.
He has held regular positions at the University of Michigan (1967-1971),
the State University of New York-Stony Brook (1971-1974), and the
University of Kansas (1974-present). He has held visiting positions
for an academic year at the University of California-Berkeley (1969-1971),
the University of Bonn (1978-1979), and Harvard University (1979-1980)
and shorter visiting positions at many other institutions.
Dr. Duncan
has worked on a wide variety of aspects of stochastic analysis.
He has a long history of research in stochastic filtering and control.
He initiated some of the work on stochastic systems in manifolds,
such as stochastic integration and stochastic filtering and control.
He has applied stochastic methods to geometry and Lie theory, such
as the Atiyah-Singer Index Theorem and affine Lie algebras. In recent
years, he has worked extensively on stochastic adaptive control
for systems in both finite and infinite dimensions. He has made
contributions to the mathematics of finance. Most recently, he has
made initial contributions to stochastic systems with fractional
Brownian motion. He is the author or co-author of more than 150
publications.
Dr. Duncan
is a Corresponding Editor of the SIAM Journal on Control and Optimization.
He was elected an IEEE Fellow in 1998 and he received the Olin K.
Petefish Award in the Basic Sciences in 1999.
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