Collected Papers II PDE, SDE, Diffusions, Random Media

Taal: Engels
Collected Papers II
  • Engels
  • Hardcover
  • 9783642335457
  • Druk: 2013 ed.
  • januari 2013
  • 698 pagina's
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From the Preface: Srinivasa Varadhan began his research career at the Indian Statistical Institute (ISI), Calcutta, where he started as a graduate student in 1959. His first paper appeared in Sankhya, the Indian Journal of Statistics in 1962. Together with his fellow students V. S. Varadarajan, R. Ranga Rao and K. R. Parthasarathy, Varadhan began the study of probability on topological groups and on Hilbert spaces, and quickly gained an international reputation. At this time Varadhan realised that there are strong connections between Markov processes and differential equations, and in 1963 he came to the Courant Institute in New York, where he has stayed ever since. Here he began working with the probabilists Monroe Donsker and Marc Kac, and of a young graduate student named Daniel Stroock. He wrote a series of papers on the Martingale Problem and diffusions together with Stroock, and another series of papers on Large Deviations together with Donsker. With this work Varadhan's reputation as one of the leading mathematicians of the time was firmly established. Since then he has contributed to several other topics in probability, analysis and physics, and collaborated with several distinguished mathematicians. These Collected Works contain all his research papers over the half-century from 1962 to early 2012. Volume II includes the papers on PDE, SDE, diffusions, and random media.
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Taal
Engels
Bindwijze
Hardcover
Druk
2013 ed.
Verschijningsdatum
januari 2013
Afmetingen
23,6 x 16 x 3,1 cm
Aantal pagina's
698 pagina's
Illustraties
Nee

Betrokkenen

Auteur
S. R. S. Varadhan S. R. S. Varadhan
Co-auteur
S. R. S. Varadhan
Redacteur
Rajendra Bhatia
Co-redacteur
Abhay Bhatt
Uitgever
Springer

EAN

EAN
9783642335457

Overige kenmerken

Extra groot lettertype
Nee
NUR code
916
Subtitel
PDE, SDE, Diffusions, Random Media

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