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Collected Papers II

- PDE, SDE, Diffusions, Random Media

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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. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642335457
  • Indbinding:
  • Hardback
  • Sideantal:
  • 698
  • Udgivet:
  • 19. januar 2013
  • Udgave:
  • 2013
  • Størrelse:
  • 250x160x31 mm.
  • 8-11 hverdage.
  • 16. januar 2025

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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. 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.

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