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Item Details
| Title:
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COLLECTED PAPERS II
PDE, SDE, DIFFUSIONS, RANDOM MEDIA |
| By: |
S. R. S. Varadhan, Rajendra Bhatia (Editor), Abhay Bhatt (Editor) |
| Format: |
Hardback |
| List price:
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£119.99 |
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| ISBN 10: |
3642335454 |
| ISBN 13: |
9783642335457 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
19 January, 2013 |
| Edition: |
2013 ed. |
| Pages: |
698 |
| Description: |
Honoring the 50-year career of celebrated mathematician Srinivasa Varadhan, this second volume of his collected papers includes his publications on PDE, SDE, diffusions, and random media, tracing the development of his influential work in these fields. |
| Synopsis: |
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.? ? |
| Illustrations: |
698 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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