Varadhan, S. R. S.
Overview
Works:  74 works in 284 publications in 3 languages and 4,029 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Editor, Other 
Classifications:  QA274.75, 519.233 
Publication Timeline
.
Most widely held works by
S. R. S Varadhan
Multidimensional diffusion processes by
Daniel W Stroock(
Book
)
34 editions published between 1979 and 2014 in English and German and held by 582 WorldCat member libraries worldwide
This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers, and also to all those interested in Markov processes from a more theoretical point of view
34 editions published between 1979 and 2014 in English and German and held by 582 WorldCat member libraries worldwide
This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers, and also to all those interested in Markov processes from a more theoretical point of view
Stochastic processes by
S. R. S Varadhan(
Book
)
33 editions published between 1968 and 2009 in English and held by 485 WorldCat member libraries worldwide
"This is a brief introduction to stochastic processes studying certain elementary continuoustime processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of onedimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes." "The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series."Jacket
33 editions published between 1968 and 2009 in English and held by 485 WorldCat member libraries worldwide
"This is a brief introduction to stochastic processes studying certain elementary continuoustime processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of onedimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes." "The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series."Jacket
Probability theory by
S. R. S Varadhan(
Book
)
21 editions published between 1973 and 2001 in English and Undetermined and held by 440 WorldCat member libraries worldwide
21 editions published between 1973 and 2001 in English and Undetermined and held by 440 WorldCat member libraries worldwide
Large deviations and applications by
S. R. S Varadhan(
Book
)
23 editions published between 1984 and 2012 in English and Undetermined and held by 385 WorldCat member libraries worldwide
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small
23 editions published between 1984 and 2012 in English and Undetermined and held by 385 WorldCat member libraries worldwide
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small
Differential equations : La Pietra 1996 : Conference on Differential Equations marking the 70th birthdays of Peter Lax and
Louis Nirenberg, July 37, 1996, Villa La Pietra, Florence, Italy by Conference on Differential Equations(
Book
)
8 editions published between 1998 and 1999 in English and held by 272 WorldCat member libraries worldwide
8 editions published between 1998 and 1999 in English and held by 272 WorldCat member libraries worldwide
Kiyosi Itô : selected papers by
Kiyosi Itō(
Book
)
13 editions published between 1986 and 2014 in English and held by 255 WorldCat member libraries worldwide
13 editions published between 1986 and 2014 in English and held by 255 WorldCat member libraries worldwide
Lectures on diffusion problems and partial differential equations by
S. R. S Varadhan(
Book
)
18 editions published between 1979 and 1980 in English and German and held by 222 WorldCat member libraries worldwide
18 editions published between 1979 and 1980 in English and German and held by 222 WorldCat member libraries worldwide
Probability theory and applications(
Book
)
7 editions published in 1999 in English and held by 204 WorldCat member libraries worldwide
7 editions published in 1999 in English and held by 204 WorldCat member libraries worldwide
Ergodic theory : a seminar by
Jürgen Moser(
Book
)
8 editions published in 1975 in English and Undetermined and held by 189 WorldCat member libraries worldwide
8 editions published in 1975 in English and Undetermined and held by 189 WorldCat member libraries worldwide
Mathematical statistics, 19731974 by
S. R. S Varadhan(
Book
)
14 editions published in 1974 in English and Undetermined and held by 157 WorldCat member libraries worldwide
14 editions published in 1974 in English and Undetermined and held by 157 WorldCat member libraries worldwide
Hydrodynamic limits and related topics(
Book
)
4 editions published in 2000 in English and held by 126 WorldCat member libraries worldwide
4 editions published in 2000 in English and held by 126 WorldCat member libraries worldwide
Large deviations at SaintFlour by
Robert Azencott(
Book
)
6 editions published in 2013 in English and held by 31 WorldCat member libraries worldwide
6 editions published in 2013 in English and held by 31 WorldCat member libraries worldwide
École d'Été de Probabilités de SaintFlour XVXVII, 198587(
)
1 edition published in 1988 in English and held by 29 WorldCat member libraries worldwide
1 edition published in 1988 in English and held by 29 WorldCat member libraries worldwide
Collected Papers of S.r.s. Varadhan by
S. R. S Varadhan(
Book
)
7 editions published in 2012 in English and held by 22 WorldCat member libraries worldwide
7 editions published in 2012 in English and held by 22 WorldCat member libraries worldwide
Colloque Paul Lévy sur les processus stochastiques : 2226 juin 1987, Ecole polytechnique, Palaiseau by
Colloque Paul Lévy sur les Processus Stochastiques(
Book
)
1 edition published in 1988 in French and held by 15 WorldCat member libraries worldwide
1 edition published in 1988 in French and held by 15 WorldCat member libraries worldwide
Collected Papers by
S. R. S Varadhan(
Book
)
5 editions published in 2012 in English and held by 10 WorldCat member libraries worldwide
5 editions published in 2012 in English and held by 10 WorldCat member libraries worldwide
Diffusion processes by
S. R. S Varadhan(
Book
)
2 editions published in 1970 in English and held by 10 WorldCat member libraries worldwide
2 editions published in 1970 in English and held by 10 WorldCat member libraries worldwide
Prokhorov and contemporary probability theory : in honor of Yuri V. Prokhorov by
Alʹbert Nikolaevich Shiri︠a︡ev(
Book
)
10 editions published between 2012 and 2015 in English and held by 5 WorldCat member libraries worldwide
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional di
10 editions published between 2012 and 2015 in English and held by 5 WorldCat member libraries worldwide
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional di
Theory of Sobolev multipliers : with applications to differential and integral operators by
V. G Mazʹi︠a︡(
Book
)
2 editions published in 2009 in English and held by 1 WorldCat member library worldwide
The purpose of this book is to give a comprehensive exposition of the theory of pointwise multipliers acting in pairs of spaces of differentiable functions. The theory was essentially developed by the authors during the last thirty years and the present volume is mainly based on their results. Part I is devoted to the theory of multipliers and encloses the following topics: trace inequalities, analytic characterization of multipliers, relations between spaces of Sobolev multipliers and other function spaces, maximal subalgebras of multiplier spaces, traces and extensions of multipliers, essential norm and compactness of multipliers, and miscellaneous properties of multipliers. Part II concerns several applications of this theory: continuity and compactness of differential operators in pairs of Sobolev spaces, multipliers as solutions to linear and quasilinear elliptic equations, higher regularity in the single and double layer potential theory for Lipschitz domains, regularity of the boundary in $L_p$theory of elliptic boundary value problems, and singular integral operators in Sobolev spaces
2 editions published in 2009 in English and held by 1 WorldCat member library worldwide
The purpose of this book is to give a comprehensive exposition of the theory of pointwise multipliers acting in pairs of spaces of differentiable functions. The theory was essentially developed by the authors during the last thirty years and the present volume is mainly based on their results. Part I is devoted to the theory of multipliers and encloses the following topics: trace inequalities, analytic characterization of multipliers, relations between spaces of Sobolev multipliers and other function spaces, maximal subalgebras of multiplier spaces, traces and extensions of multipliers, essential norm and compactness of multipliers, and miscellaneous properties of multipliers. Part II concerns several applications of this theory: continuity and compactness of differential operators in pairs of Sobolev spaces, multipliers as solutions to linear and quasilinear elliptic equations, higher regularity in the single and double layer potential theory for Lipschitz domains, regularity of the boundary in $L_p$theory of elliptic boundary value problems, and singular integral operators in Sobolev spaces
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Related Identities
 Stroock, Daniel W. Other Author Editor
 Courant Institute of Mathematical Sciences Editor
 Shiri︠a︡ev, Alʹbert Nikolaevich Author Editor
 Presman, Ė. L. (Ėrnst Lʹvovich) Editor
 Shatah, Jalal M. Ihsan 1957 Editor
 Giaquinta, Mariano 1947 Editor
 Lax, Peter D. Dedicatee
 Nirenberg, L. Dedicatee
 Itō, Kiyosi 19152008 Author
 Hsu, Elton P. 1959 Editor
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Associated Subjects
Aquaculture Bernoulli shifts Black Sea Canada Differential equations Differential equations, Partial Differential operators Diffusion Diffusion processes Distribution (Probability theory) Ergodic theory Fishery management Functional analysis Integral equations Integral operators Isomorphisms (Mathematics) Large deviations Lévy, Paul, Martingales (Mathematics) Mathematical physics Mathematical statistics Mathematics Measure theory Mediterranean Region Multipliers (Mathematical analysis) Percolation (Statistical physics) Probabilities Quantum theory Scientists Sobolev spaces Statistics Stochastic differential equations Stochastic processes United States
Alternative Names
S·R·S·瓦拉德汉 Indian mathematician
S. R. Srinivasa Varadha
S. R. Srinivasa Varadhan 1940....
S.R. Srinivasa Varadhan Indiaas wiskundige
S. R. Srinivasa Varadhan indischer Statistiker und Wahrscheinlichkeitstheoretiker
S.R. Srinivasa Varadhan indisk matematikar
S. R. Srinivasa Varadhan indisk matematiker
S. R. Srinivasa Varadhan matematico statunitense
S. R. シュリニヴァーサ・ヴァラダン
Sathamangalam R. Srinivasa Varadhan mathématicien américain
Srinivasa Varadhan
Srinivasa Varadhan, S.R
Varadhan, S.
Varadhan, S. R.
Varadhan, S. R. S.
Varadhan S. R. S. 1940....
Varadhan, S.R. Srinivasa
Varadhan, S.R. Srinivasa 1940
Varadhan, Srinivasa 1940
Varadhan, Srinivasa R. S
Varadhan, Srinivasa S. R. 1940
Варадхан, Сатхамангалам Рави Сриниваса
श्रीनिवास वरधन
எஸ். ஆர். ஸ்ரீனிவாச வரதன்
എസ്.ആർ. ശ്രീനിവാസ വരദൻ
스리니바사 바라단
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