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I was so sad to read this news. Marks and I met in 2002, I was the student of MSc in Mathematics and Finance. His lecture impressed me so much. He tried all his best to help student. I remembered I feel very big pressure when I did my graduation thesis, then I wrote a letter to ask for his help. Actually I didn't expect he could reply to me since it was not a big issue and somehow I just feel nervous about graduation. He replied to me very quick and wrote to me "don't be panic and I believe you could do it better, ... " and after that he asked me to go to his office to help me solve the issue and calm me down. This is a very little thing, but I will remember forever. He is a great teacher and very respected person.

Mark's scientific and personal legacy endures. Cheerful and approachable, unencumbered by academism, he has shown generations of ������ý and colleagues how to mix grace with acumen, wits with ingenuity, humility with scholarship. His spirit lives on in all the people who had the privilege to meet him.

Mark's scientific and personal legacy endures. Cheerful and approachable, unencumbered by academism, he has shown generations of ������ý and colleagues how to mix grace with acumen, wits with ingenuity, humility with scholarship. His spirit lives on in all the people who had the privilege to meet him.

I was really sad when I first learned about Prof. Davis passing away My condolences are late but I convey deepest sympathy and condolences to his family and colleagues. RIP Prof MHA Davis He was my MSc thesis supervisor and can never forget when he told me to "get the show on the road" because I had some doubts about the proposal I have always been and will always be proud to have been honoured with his supervision. Dear Prof. Davis: you contributed to making many worlds/people much much better. Thank you. God bless your soul Munsef Badi MSc Control Systems 1984-85 from Libya

I am very sad and want to express my condolences and sympathy to Jessica and the entire Mathematics and Control community at the Imperial College of London and Worldwide. I also feel very sad posting message so late as it was on my to do list contacting Mark in 2020 after exchanging Christmas cards as usual at the end of 2019 and reading Mark's personal note about one of our old papers getting some attention. I deeply regret not reaching out sooner. Mark was my PhD supervisor when I joined Imperial College as a Research Assistant in 1993. He was a wonderful mentor and always providing the best direction and advice on what to do next. He was always very friendly and supportive and attended my small wedding registration at Hammersmith in 1994 making my wife Shahnaz and I very happy. Mark will always be remembered for great contributions to Mathematics and Control as well friendship and kindness.

Mark was a wonderful person, even after retirement he was genuinely interested in research, having childlike excitement in mathematics, exploring old and new things and committing to supervising ������ý even though he could have enjoyed a a pure research fellowship. Rarely one meets somebody of such high calibre, being as humble as he was. Lovely memories remain of mathematical discussions in Imperial Colleage, and in Dublin, as well as dining with his him and his lovely wife, the Guasonis, and my family. He is greatly missed.

The reason I chose Imperial to do my PhD was Mark; he had been recommended to me as a great scholar, a brilliant teacher and an excellent coach for his ������ý. As so many have testified on these pages after hearing the sad news, all of this turned out to be true and many of us know how exceptional that combination is in the academic world. During that period and later, when I stayed at Imperial for a sabbatical, I have experienced his talent for raising fundamental theoretical questions which often turned out to have highly relevant applications as well. I feel privileged to have had the opportunity to work with him. When I met Mark and Jessica in Amsterdam the previous summer, I never imagined it would be the last time I could speak to him, and I will miss him very much. I wish Jessica and his family all the best in these difficult times.

During my time at Imperial College from 2017 to 2019, I enjoyed many intriguing discussions with Mark about mathematics in general and in particular about risk measures and their backtesting properties. Not only did I experience Mark as an inspiring mathematician, but also as a truly generous, kind, friendly and humorous person. In both respects, mathematically and personally, he was and is a role model to me and he will be greatly missed. Thank you, Mark!

I am very sad to learn this and am flooded with the memories of my interactions with Mark. I first met Mark at a weeklong working conference on Filtering and Optimal Stochastic Control in Cocoyoc, Mexico, Feb. 1-6, 1982. The conference was organized by Wendell Fleming and Luis Gorostiza in a beautiful venue of the Hacienda Cocoyoc, where many of the greats in stochastic control were present. While Steve Shreve was working at that venue on shortening of our 106 paged consumption/investment paper to 50 pages for its 1983 publication in Mathematics of Operations Research (MOR), a precursor of the KLSS (MOR, 1986), I vividly remember discussing with Mark, the importance of the transaction cost in consumption/investment problems. It was then a great joy to see the Davis-Norman paper, dealing with that issue, appear in MOR in 1990. I was at a conference on Stochastic Differential Systems at Bad Honnef, Germany in June 1985, where Mark presented his work on Control of Piecewise Deterministic Processes via Discrete-Time Dynamic Programming. It is this theory that was used in the 1987 paper Optimal Capacity Expansion Under Uncertainty by Davis, Dempster, Sethi and Vermes (DDSV) published in AAP. After this paper, Mark used to refer to DDSV and KLSS as Sethi quartets! I visited Mark at Imperial in 1992 to give a talk there and had a great time meeting him and his group at Imperial. I last saw Mark on a later visit to London after he re-joined Imperial on completing his assignment at Tokyo-Mitsubishi International. Mark was a wonderful person to know, a gentleman, a great scholar and expositor, and he will be greatly missed by all who knew him and those familiar with his monumental contributions to stochastic control and mathematical finance. I will remember him fondly.

Mark was a friend of my wife Anne and myself for more than fifty years. Just after he arrived at Imperial College I invited him to to give a seminar at UMIST; subsequently he visited us in Berkeley, and later on in the seventies we shared an apartment during his sabbatical year at Harvard. The obituaries on the Imperial College site eloquently and accurately describe Mark’s intelligence, his sense of humour, creative editorial work and his university service. I admired, and use, his lasting contributions to stochastic systems and control theory. Mark was so talented that he managed all of this while being an amateur musician and a motor bike enthusiast. We are very saddened by his death.

Mark and I met in person sometime in 1979, at an MIT seminar. I was by then a postdoc at Brown in Providence, and Wendell Fleming had insisted that I join him on this trip to Boston. So here was this tall, lanky British gentleman — in a tee-shirt, with the outward appearance of Telegraph Avenue circa 1968. We hit it off very well together, and became good friends. I suspect he considered me a sort of “younger fellow PhD student”. His advisor at Berkeley was Pravin, of course, but he had benefited a lot from discussions and advice from Vic Benes, my own advisor. I visited Mark and Jessica at their house in London in Fall 1986. I was spending then a sabbatical in Paris, and Mark invited me to give a talk at Imperial. First time in Britain for me. He introduced his PhD student Andrew Norman, and I found out that Mark had taken to this new, strange field of Finance. They described some amazing results on the problem of “transaction costs” about which I knew absolutely nothing, and explained that local times made an appearance there: the famous Davis-Norman paper. Absolutely incredible stuff, at the time! Over the years, Mark and Jessica, and Eleni and I, would cross paths many times at conferences. But neither Mark, nor I, were ever able to forget a chance encounter at a bakery shop on Thera, the island where Eleni and I spend our summers. It made us change completely the way we thought about events of measure zero. As it turned out, Mark and Jessica loved the Greek islands, and would take frequent tours of them, with Andros as their base. They visited our house on Thera later that day, and met Eleni’s parents; the next day all four of us went for a swim. Jessica and Mark came to Thera again three summers ago, for a Stochastic Analysis event organized at the local conference center. This beautiful, joyous occasion is my last memory of a great scholar and a dear friend.

I am really sad to learn this. I worked with Mark both as a hiring manager (he was providing intern candidates for my team in Morgan Stanley), as a PhD student, and finally as PhD candidate (he was my internal examiner in the final Viva). I still remember him bringing me a glass of water while I was answering the questions at the final viva - it was a hot day in June 2015. I will always remember his crystal-clear yet deep way of explaining even the most complex mathematical concepts ("measure theory in derivative pricing... it's just a trick"), and his friendly way to approach people. He was a true gentleman. His book on Risk Sensitive Investment Management has been a true source of inspiration for me. My condolences to his family.

The first time I came across Mark was when I read, as an undergraduate student working with my supervisor, the late Professor Gianni Di Masi, Mark's 1981 survey on stochastic filtering with Steven Marcus. I would read many other works of Mark over the years. I later met Mark at several conferences and finally in London, when he appointed me as a visiting professor at Imperial in 2007. In 2012 Mark invited me to apply for the position I currently hold at Imperial. I always followed his great pioneering research with much interest, as we shared similar interests in signal processing first and in mathematical finance later. I always admired his deep thinking and his courage not to shy away from very difficult but fundamental questions. Mark has also been very generous with the college and the departments he worked with, both in terms of his time and personal energy. His industry experience further enriched him professionally. From a human point of view I learned a lot too: Mark's kindness, witty humour and disarming laughter will be with me forever. I have too many remembrances to write here, but in particular I have fond memories of our visit to Jessica and Mark seven years ago, when they gave a party and we all had a nice walk along the river in Putney, and I remember my last visit to Mark, together with Jack this February. I will never forget the conversation we had with Jessica and Mark, and the final hug Mark gave me. I miss Mark a lot personally, and there is a void in our mathematical finance group that is impossible to fill. I am still processing my feelings about this. I would like to thank Harry and Richard for setting up this page. My condolences to Jessica and the family.  

I met Mark during the mid-seventies when I was an RA in the Department of Computing & Control. I attended his lectures. He was an excellent lecturer, very approachable and helpful. A decade or so later, Mark was very excited by his results in mathematical finance and I remember him explaining these to me in the EEE Department Common Room. About this time, he agreed to join the editorial board of Journal of Economic Dynamics & Control. He was an excellent member of the board during his period, despite having many other commitments. Sometime later, he was head-hunted and went to work for Mitsubishi Finance. Subsequently, he returned to the Maths Department of Imperial. Since then, we used to meet occasionally and discuss academic issues of mutual interest. I shall miss him.

I met Mark on Friday, November 14th, 2003, at Imperial College. Mark was flying to Boston on the next day to meet Paul Samuelson, but he found the time to meet with me on short notice to discuss my interests in pursuing a PhD in mathematical finance. What struck me right away is how open and approachable Mark was. At the end of our discussion, Mark marched me down to the admission office to collect an application file. The following summer, I left Canada and joined Imperial College to begin my PhD studies under Mark's supervision. We all know Mark as a gentleman and a scholar, a remarkable innovator with an inquisitive mind, truly exceptional depth and breadth, and a gift for writing. Mark was also a fantastic teacher, a wonderful mentor and a dear friend. I feel exceptionally fortunate to have known him, studied with him, and worked with him. Mark seemed to have a witty anecdote or a bon mot for every occasion. One of my favourites, which Mark used when we were about to try something new, is: "What's the worst that can happen? We might actually learn something." To me, this encapsulates Mark's humility, an insatiable curiosity for the world, openness to trying new things, and his unwavering optimism. Even cancer could not break his spirit nor his humanity. Up until the end, Mark remained Mark: sharp, articulate, curious about the world, a model of decency and humanity, with a delightful sense of humour, and an exceptionally broad culture. Up until the end, Mark deeply cared about the people around him. And up until the end, Mark just wanted to do something positive and constructive. Throughout Mark's illness, Mark and his wife Jessica demonstrated truly inspiring courage. My thoughts are with them in these terrible times.

I was lucky enough to become one of Mark's last PhD ������ý. He was not accepting new ������ý at that point, but he took me in as an exception after my previous supervisor left Imperial College. Mark was a fantastic person to work with, with all the positive energy and tremendous amount of knowledge and experience he was able to bring. He had this extraordinary ability of explaining complicated things in a simple way. I especially fondly remember the time, when we were finishing off the final paper, after I graduated and went back to the industry. We would meet either in Moshi Moshi Sushi at Liverpool Street Station or Island Grill near Lancaster Gate Station every week, and discuss the paper over and after lunch. Mark, you will be missed!

I first got to know Mark when I enrolled as an MSc student at Imperial College many years ago, when he taught me introductory courses on probability and linear filtering. Even then it was clear that he was somewhat unconventional, rather different from the usual professor, but in a way that inspired immediate respect. There was an extraordinary lightness of approach, along with the ever-present and sparkling humour, as well as a complete absence of any self-importance - quite different from some professors with whom I have had to deal over the years! Nevertheless, despite the seemingly casual manner, there was from the very start never any doubt that we were engaged in a serious business and there were definite and rigorous standards to be met - indeed I worked for those courses as I had to work for very few others during my student years, and the result was a career-defining fascination with probability and stochastic processes which has been with me ever since. In the end I was not destined to have Mark as a PhD supervisor, and in fact saw him, and enjoyed his marvellous company, only rather occasionally after moving to a different continent some thirty five years ago. Nevertheless, someone like Mark will always be a continuing influence on anyone who once knew him, and that was certainly the case with me. With such genuinely pioneering contributions in stochastic control, filtering and mathematical finance, Mark was the perfect inspiration for any person working in these areas! And besides that, Mark was also the perfect gentleman, treating absolutely everyone with the same unfailing decency, courtesy and friendliness. It was an immense privilege to have known him as a teacher and a colleague, and to have had his guidance and friendship. He will be remembered with the greatest affection and respect by everyone who once knew him.

Doris Abeysekera tribute to the late Mark Davis. My heartfelt sorrow to hear the passing of Mark Davis. I have worked with Mark for over 35 years. He was the best boss I have ever had the privilege of working with. Over the years our working relationship has developed into a great friendship. His constant positivity, cheerfulness, helpful attitude and his inspirational guidance will be greatly missed by all those who knew him. I have lost a very dear friend.

My very first conference on Mathematical Finance was in 1991 at the University of Essex. I was completely new in this field and made the acquaintance of Mark. It was immediately clear that Mark had a deep understanding of the subject. From this very moment on I profited tremendously from his insight and advice and we did quite some work together. When Mark had completed his work with Tokyo Mitsubishi in 2000 he was availabe for a short period. I immediately grasped the occasion to invite him to join our research group in Vienna. Jessica and Mark came for 7 months and lived in the appartment adjacent to ours. Dear Jessica: I have so many wonderful memories of this lovely time where we jointly enjoyed Vienna and, in particukar, the music. I was very impressed by your skills in playing your violins which you perfomed in an orchestra. I do hope that music can console you to some degree! Warmest regards Walter

When I met Mark for the first time I was a rather fresh postdoc and almost shocked by the friendliness in his communications with a (back then) very young guy essentially unknown to him. This willingness to engage with everyone and to share his insights in a uniquely humorous and the same time instructive way made him an exemplary scholar and wonderful person that we will all miss.

Mark was by a country mile the greatest influence in my working life, from the moment he brought me in from the cold after my time as a trader in the City of London, affording me a golden opportunity to return to academia and to learn from him as a postdoc. I owe many friendships to introductions from Mark. Mark's brilliance and clarity of thought were quite unique, and so much work I have come across in Mathematical Finance descends directly from Mark's ideas. Mark was a fantastic writer, with an amazing gift for identifying interesting and challenging problems, yet which could often be stated in the most simple terms. More than anything else, Mark was a true gentleman, and his warmth as a human being shone through. We shall all miss him. My thoughts and best wishes go out to Jessica, a pillar of support and love that Mark cherished.

I think I was Mark's first postdoc. We worked then, in the mid eighties, on piecewise deterministic Markov processes. It was absolutely fascinating to work together with Mark who in his research combined sharp intellectual thinking with mathematical intuition. I am infinitely grateful for the time I had the privilege to work together with him. Beyond mathematics we also shared other interests, for the theatre for example or, above all, for music. When I came to Imperial College in 1984 I met my supervisor, now I have lost a dear friend.

As a new PhD I was in awe of Mark Davis, and the journal he edited, Stochastics, which I felt was at the cutting edge. Upon my year in Paris in 1979/80 he came to my office to discuss a paper he had asked me to referee, and to explain my report. I explained to him in great detail why the problem was stupid to consider, why the proof was banal, and why the paper should not be accepted for publication. Mark listened closely and respectfully, and then published the paper. Upon reflection, Mark was (of course) right. I learned something, then. Decades later, when I spoke at the Bachelier meeting Mark arranged to be at Imperial when the original venue fell through, Mark treated me like a king, and I sat at his table for the dinner and met his lovely wife. (England still has Kings, well, Queens, after all.) I'll never forget that evening. I suspect Mark had no idea of the role he played in my imaginary, and doubtless in the imaginary of many other scholars. To use my favorite of the old sexist phrases, so appropriate for the British, he was a prince among men.

I came to know Mark on occasion of a NATO-ASI School in 1981 in one of the three Ski resorts in Les Arcs in the French Alps. It lasted 2 weeks off season in isolation up there which led to curious social phenomena and I remember Mark comparing us with the people on the Magic Mountain of Thomas Mann. Anyway, I was very happy to have made contact with Mark, of whose influential work I had already become aware. After that I had quite regular contacts with him. He also came to conferences I had organized in Italy. I remember one in Cortona where Mark was eager to present for the first time a new idea: utility indifference pricing. Besides common scientific interests we had also other joint interests, in particular long adventurous rail travels that partly may have involved also Jessica. Among this the transsiberian railway and Central Asia by rail. This was not too easy during Soviet times and a bit spartan. I am not sure whether he managed to do it all, I could do it only partly. Good bye Mark, having been in contact with you was both interesting and rewarding.

I only very recently heard the sad news of Mark’s death in a communication from Martin Clark. This was not meant to happen. Mark was one of those people who was forever young, always lively, and always ready with a witty quip. Technically we moved in different circles, but I do remember enjoying his book “Linear Estimation and Stochastic Control”, which he wrote while still a young academic. Mark was a wonderful boss. He saw this role as one of supporting the Control Group, while protecting them from meddlesome influences on the sixth floor. I don’t recall him ever telling me to do anything! As has been noted by others, Mark was a superb expositor, always clear, concise, and importantly entertaining. Writing came easily to him, but he did not allow this gift to run away from him―he wrote easily, but he also wrote carefully. From a personal point of view this message is about Jessica too. Over many years she entertained control group member at their house, with Mark actively participating in the cooking. Mark’s death is a great loss to us all and my condolences to Jessica.

Dearest Jessica, We just got the sad news. Liz and I are deeply saddened to hear of Mark's passing away. Please accept our deepest condolences and sympathies. He was a professional colleague at Mitsubishi and at Hanover and also a confidant and a dear friend. We completed many projects together. I will miss him very much. Please let us know if there is anything we can do for you. Love Liz and Arvi

So sad and shocked to learn that Prof. Mark Davis passed away! I learned a great deal mathematics from his papers on stochastic control and finance and his book "Markov models and optimization." His work still provides a source of inspiration and insights for my research today. I was lucky enough to meet him in person in Houston in 2018 and got a chance to see what a nice person he was! Mark will always in our hearts and memories.

Richard and Harry in their obituary and several of the authors above have already paid due tribute to Mark’s kindness and generosity to his colleagues and ������ý and to his remarkable expository skills. I only want to add a comment on one way in which he displayed all these qualities. When expressing himself in a wide variety of contexts Mark always took the trouble to fine-tune his presentation to the needs of his audience. He has done this consistently over the forty-eight years that I knew him. As best man at my wedding he gave a witty, but carefully crafted, speech; with his first professorship, he gave an exemplary inaugural lecture, which in my experience has been unsurpassed, and finally he has recently published the little gem of a book that Richard and Harry referred to: “Mathematical Finance: a Very Short Introduction”, designed for a rather different group of informed readers. His ability to tailor his exposition in this way and his consideration in doing so were both admirable.

In the late 80s, I had the pleasure and luck of having my PhD thesis supervised by Mark Davis, as did many of my colleagues from Brazil. In addition to all remembrances already put forward, I recollect a deep rooted one: after discussing some martingale properties, which might be useful in my research, and giving me some hints, he ended our meeting with a phrase which encapsulates his friendly, positive an unfussy outlook: “I will cross my fingers”. Eventually, all ended well and I have always been thankful to him. And now, it is my turn to “cross my fingers”. This time with probability 1, certain all those who had the privilege of sharing events with him will keep him in good memory.

Soon after completing his Ph.D at the University of California, Berkeley. Mark visited Martin Clark. Martin, recognising Mark’s excellence, introduced him to John Westcott, then Head of the Control Group in the Department of Electrical Engineering. John facilated Mark’s immediate appointment as a lecturer. As outlned in his obituary and previous comments, Mark rapidly attained an international reputation in stochastic analysis and stochastic control enhancing his repuatation and that of the control group. But I would like to recall another of Mark’s qualities. Put simply, he was a wonderful person who enhanced the lives of his many friends and helped and encouraged many potential and established researchers through his generosity of spirit. For my part, I have always felt most fortunate to have Mark as a colleague and to have Mark and Jessica as friends. He greatly enhanced the life of the Control Group and my life in particular. His death is a great loss and has greatly saddened many,

I send my condolences to Mark's family. Mark was a wonderful person to have around, it was always a delight to talking with him, I am so shocked to learn his departure. May he rest in peace. Mark was a great mathematician, his work is admirably insightful, delightfully transparent and inspiring. His departure is a great loss to us, he will be missed badly.

My deepest condolence to Jessica and the family. My first encounter with Mark was in 1991, when Mark organized two invited sessions on stochastic control and applications at CDC (not the (in)famous CDC, but Conference on Decision and Control) in Tucson. Shige Peng and I were the only two junior people invited to his session (other invitees being Wendell Fleming, Alain Bensoussan, and the like). As I had been drifting around the world at that time (China, Japan, Canada), Mark made phone calls to these places to finally reach me there being no facebook, zoom or even email at his disposal. Being a mere fresh PhD at the time, I was moved, and indeed flattered, by his persistence. We had met numerous times since then, the most memorable one being in Lijiang where I organized a workshop and both Jessica and Mark went. We enjoyed our trips to Jade Dragon Snow Mountain and Shangari-La. One of the amazing things about him is that he seemed never age; the last time I saw him a couple of years ago he looked as young as in Tucson nearly 30 years ago! So I couldn't believe he passed away so young. His work has influenced and inspired my research starting from my PhD study, and I'm sure the same can be said for many people. He is to be missed dearly.

Mark made many notable contributions to stochastic analysis and control. I have enjoyed knowing Mark since the mid 1970s and I learnt many things from him over the years. His paper on the single jump process introduced me to stochastic analysis and visiting me in Hull he told me about filtering while watching an Agatha Christie movie in our living room. Mark pointed out that part of the story line was white noise. I accompanied Mark playing the violin at Oberwolfach and met him and Jessica at locations around the world. He was an outstanding expositor and his papers and presentations were a pleasure to read and hear. Mark's departure leaves an impressive legacy but was too early.

Mark had the amazing quality of asking questions that appeared to have very simple answers, yet they were fiendishly difficult. I learned a lot of Mathematics from him. He set up and run an extraordinarily successful Mathematical Finance group. This achievement will be bear fruit for many years to come. Mark was a great mathematician, an amazing colleague and a friend to many of us. He will be sorely missed. My condolences to Jessica and the family.

Mark was an excellent scientist, but easy to approach and always interested in the work of others. He was generously sharing his wisdom and always treated you at eye level, no matter if you were a beginner or a well-know expert in the area. Mark was an impressive person, physically due to his height, and as a human due to his kindness. Mark, you will be sadly missed, rest in peace, Ralf

Dearest Jessica, We got the sad news that our dear friend Mark passed away. It is so difficult to find words that may help you. We remember so clearly the good times we had together, in particular those in exotic places. You both described these so kindly in your words for Eckhards 70th, which Cherie put into a book. We realise how difficult and how precious it was that you were able to do that at that time. Mark was a lighthouse in his field. He shaped major parts of Mathematical Finance with his work. For me personally, I learned a lot from Mark. In many ways he was a pioneer. His way to look at challenges in the way as an engineer would do it, provided a perspective that was significant for our community. It is very sad that we do not have him any more. We feel for you, and the journey now ahead for you in adjustment to what life has destined. We wish for you love from across the distance here and in time we hope that you will find your way to our shores once again, we would love to spend time with you in Australia. Let us stay in contact and stay strong. With deep sympathy and love, Cherie and Eckhard

I felt a sense of attachment to Mark although he was such a great figure in stochastic analysis and mathematical finance for me. When he did a consulting job for a Japanese bank, I visited him at his office to communicate with him on his applied work. One vivid reminiscence is the occasion that we taked about an opera we watched at the Sydeney Opera House. Here I express sincere condolences.

WORDS for Mark Davis Sad! Mark will be remembered for several good things. Most important, he was a good man, by nature: smart, positive and always kind, by heart and soul. He has completed so good pieces of science. Many people worldwide, young and old, have been influenced by his original, clearly written papers and books, and his lectures and seminar talks. Mark’s intelligence, knowledge and artistic abilities were well-known and much appreciated. Mark was a quiet and careful listener during talks by others, but he was a fast thinker and kind when asking questions, always ready to give an advice, and honest and slightly smiling, to tell “sorry, no idea”. I have a special List called “People the acquaintance with whom makes me to feel I am a rich man”. The name Mark Davis is in my List! I was happy to know Mark for quite a long time. Besides a correspondence, real letters or e-mails, we have met many times in many places. The first meeting was in Varna in 1979 during the EMS. In the Autumn 1990, together with my daughter Maya, we visited Mark and Jessica in their beautiful house in London. The next was Newcastle, I arranged Mark to visit us at the University, in 2002, he delivered an enthusiastic talk on Financial Mathematics. Mark reminded to me curious details of our long walk in Quayside, Tyne river, at our last meeting in London, February 2019. We enjoyed our dinner in a restaurant in Piccadilly area, discussed on numerous topics, remembered of the many common friends, shared memories of previous events. For a half a century, Mark produced a great work, he was a generous Teacher of young and smart people, he did a lot of related professional work. Thus for good reasons Mark Davis is considered as one of the leaders in Modern Stochastics & Applications. We will miss you, Mark, and always remember you as a good man and scientist! Hat down! Jordan Stoyanov, Currently at Bulgarian Academy of Sciences (Sofia, BG), formerly at Newcastle Unive

Mark Davis was an inspiring academic, practitioner, teacher and mentor sharing a great love of learning in all areas. Mark and Jessica were so welcoming before during and after my move to London. I value time spent at so many concert performances, discussions of music, politics and art, as well as walks in Richmond Park and dinners. I also valued all of Mark's comments and good questions on my work - and helping me try to make sense of Brexit and market dynamics and more. Mark was a dear friend who I will miss terribly. My condolences to Jessica, his family and friends.

Mark was a great and inspirational mathematician and will be sorely missed by the community. He was also a wonderful human being. Condolences to his family and friends. A sad day!

Mark was a friend and a great colleague. He will be missed dearly. My sincere condolences to his family.

I knew Mark since the early days, when he was in the famous Control Group at Imperial and I was in the Statistics Group. We shared Peter Caines, who was also in the control group, as a mutual and close friend. I am in touch with Peter nearly every day and I am sure he is as devastated as am I. Mark was a giant in control and stochastic finance. He helped immensely with the finance initiatives in London and at LSE in particular. One of the most charming and urbane people I have ever met. A terrible loss. Heartfelt commiserations to friends and family.

I have met Mark as early as autumn 1973 on the occasion of the Seminar on Optimal Control Theory of the Stefan Banach Center in Warsaw. As a young postdoc, I was a listener but he was lecturing a course on optimal stochastic control. I didn't know at this time that he was younger than me several months. I was really impressed by his strong, inspiring and lively lectures. We kept in contact and it was 1975 as appeared the first volume of Stochastics. Later on I had the privilege to work with Mark as a member of the editorial board of Stochastics, as long as he acted as editor-in-chief. I always liked his friendly, straight and humorous nature. I was shocked as I got the sad news of Mark's early death today. This is a major loss for the mathematical community. He will be missed very much. I am happy that I have known Mark, a great mathematician and human. I will keep him in good memory forever.

Mark was a great thinker and friend My family was fortunate to have much Interaction With mark and Jessica For many years He was super healthy until his illness Hit and it was so complicated That the doctors had trouble Dealing and understanding it I personally treasure the wonderful Interaction Our two families had over the years Besides marks great contribution Noted above. He was a very broad Observer of all sorts of topics And a true gentleman His passing is a huge loss to the profession But his contributions and grace Will be long remembered

What a great loss to the world of mathematics that Professor Mark Davis passed away so sadly! He had inspired me and supported me in various occasions in my career. I deeply mourn the sudden departure of the eternity Professor Mark Davis. May his soul rest in peace!

I whole-heartedly endorse the comments about Mark as a great scientist and a great human being -- no need to repeat those. Here are two personal remembrances. I first met Mark when he was visiting Washington University in St. Louis.  He was an established academic and I was a PhD student. He was staying in the Danforth Mansion, which the university was using as a guest house, and he put me at ease by telling me about the shower with 18 shower heads.  In his droll British way, he described how there was a gurgling sound and then water burst forth on him from every possible direction.  I later got to experience this particular shower myself, and fortunately, I had been forewarned. Mark was the lead organizer for the Fifth World Congress of the Bachelier Finance Society in London, which attracted 237 participants from all over the world.  Finding a venue that was within the Society's budget turned out to be a challenge.  Mark credited his wife Jessica for solving the problem by discovering the facilities of the Royal Geographical Society. Mark's final report on that Congress to the Society Council included the line, "The message is that we didn't make any money, worthy of the name, but we didn't lose any either .. and in the end we had a good time!" Those who had the pleasure to know Mark had a good time. I looked forward to and enjoyed the many times we crossed paths in London and at meetings, and working together on a variety of projects. I miss having him in my life.

I was shocked to hear this sad news and offer my condolences to his loved ones. This is a major loss to the mathematics community. It was a pleasure to know Mark and I liked him as much for his good humour as I respected him for his intellect.

I've met Mark sometime about 1982 for the first time. He was visiting prof. Zabczyk's research group because of the Banach Center activities in Warsaw. Then he used to come to Poland quite frequently. We appreciate his enormous contribution to stochastic control, stochastic analysis and finally to mathematics of finance. He was a good friend whom we shall really miss. Lukasz Stettner Director of the Institute of Mathematics Polish Acad. Sci.

Professor Davis is a great researcher and an acknowledged world leading authority in mathematical finance, stochastic analysis and control. I do very much admire Professor Davis. He will be greatly missed and remembered.

Professor Mark Davis was a constant figure at Imperial College and an inspiration to many of us. He had endless knowledge on stochastic control theory, and always were very generous in sharing his ideas. He will be missed by everyone who were lucky to know him. RIP.

Mark has been such an inspiring figure in the field of Mathematical Finance, a character we always were so happy to meet at Seminars or conferences, with the same features of kindness and intelligence on his face as those in the picture chosen by my colleagues at Imperial. My respectful salute to Mark and affectionate condolences to his dear wife Jessica and his family.

When I was a PhD student around 1975-1980, Mark came to Stockholm to give a lecture series. This was a wonderful experience for me, and that lectures series completely determined my scientific future: I decided on the spot that this is what I would like to do in mathematics. From that point in time Mark became my role model and mathematical hero. It was a very proud moment for me when, much later, I had the opportunity to co-author a paper with him. I remember also, with gratitude, all the discussions we had on mathematics (and music). Mark was an inspiring lecturer, a great mathematician and a very good friend. He will be very much missed.

I am in total shock. Mark has been an inspiration, a role model. His free mind, his desire to think outside of the box, his generosity, his humour, his laugh... I will terribly miss him. All my deepest condolences to Jessica and his family.

Professor Davis was a leading mathematician and professor who has taught me a lot. But more importantly I will remember him as a kind individual who would take time to provide advice to his ������ý. I wish his family well and rest in peace.

I send my sincere condolences to Mark's family, and his colleagues and friends at Imperial. Even though Mark and I are almost the same age I consider Mark not only as a colleague generous with good ideas but also as a fantastic mentor, especially during my year at Imperial. I will always remember him as a kind friend, his sense of humour and his interesting insights in much more than just mathematics. He will be missed.

My sincere condolences to his family. I remember he gave me an opportunity to spend 72 days at imperial college of London during my sabbatical. I have learned a lot from him from financial mathematics perspective. May his soul rest in peace. We will always remember his great contribution in the area of finance in particular and science in general . We will miss you

I have met Mark as early as autumn 1973 on the occasion of the Seminar on Optimal Control Theory of the Stefan Banach Center in Warsaw. As a young postdoc, I was a listener but he was lecturing a course on optimal stochastic control. I didn't know at this time that he was younger than me several months. I was really impressed by his strong, inspiring and lively lectures. We kept in contact and it was 1975 as appeared the first volume of Stochastics. Later on I had the privilege to work with Mark as a member of the editorial board of Stochastics, as long as he acted as editor-in-chief. I always liked his friendly, straight and humorous nature. I was shocked as I got the sad news of Mark's early death today. This is a major loss for the mathematical community. He will be missed very much. I am happy that I have known Mark, a great mathematician and human. I will keep him in good memory forever.

My interactions with Mark were not extensive, but most delightful and instructive. The most memorable is a meeting for lunch in Madrid where I presented the link between no static arbitrage and the existence of a martingale in a filtration of one's choice consistent with market prices. I asked for explicit constructions of such and Mark with David Hobson delivered a paper on this (Mathematical Finance, January 2007, first paper). I went on to try many implementations of this and the work remains incomplete. Maybe someday it will be done with many fond memories of Mark.

Please accept my deepest condolences for the loss.A great loss to the world of Mathematics! A great mentor and colleague!

Prof. Mark Davis was an innovator, he was always opening new directions, new approaches and not just proving new results within existing frameworks. I was blessed to have him as my PhD mentor and to advance together on the path of the deterministic approach to stochastic optimal control, the pathwise approach. Professor Mark Davis was also the great Human Being Mark Davis: I came as a reffuggee from Eastern Europe during Iron Curtain days, without money and with many aspirations when there were no grants for Eastern Europeans. Everybody else, anywhere else said no money, no PhD while he "found" the money so that my dreams can come true: a US Army Fellowship, nothing short of that ! Mark was also... Mark from Mark & Jessica: Jessica has always brought to light new facets of Mark like a wonderful human catalyst. For me as a former PhD student of Prof. Mark Davis, Mark from Mark & Jessica was a great bonus !

I offer my sincere condolences to his wife and to all his colleegues in the Control Section and Mathematics Department.!

The probability community lost one of its best. Mark will be remembered for his many contributions and his great personality.

Professor Mark Davis was a leading mathematician working on various areas, including stochastic control and mathematical finance. His contributions to the areas are very important and influential. He is a model of mine. I miss him.