WorldCat Identities

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
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Most widely held works about S. R. S Varadhan
 
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
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 continuous-time 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 one-dimensional 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

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
Differential equations : La Pietra 1996 : Conference on Differential Equations marking the 70th birthdays of Peter Lax and Louis Nirenberg, July 3-7, 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

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

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

Probability theory and applications( Book )

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

Mathematical statistics, 1973-1974 by S. R. S Varadhan( Book )

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

Large deviations at Saint-Flour by Robert Azencott( Book )

6 editions published in 2013 in English and held by 31 WorldCat member libraries worldwide

École d'Été de Probabilités de Saint-Flour XV-XVII, 1985-87( )

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

Colloque Paul Lévy sur les processus stochastiques : 22-26 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

Collected Papers by S. R. S Varadhan( Book )

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

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
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
 
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Multidimensional diffusion processes
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

Languages
English (211)

German (2)

French (1)

Covers
Stochastic processesProbability theoryLarge deviations and applicationsDifferential equations : La Pietra 1996 : Conference on Differential Equations marking the 70th birthdays of Peter Lax and Louis Nirenberg, July 3-7, 1996, Villa La Pietra, Florence, ItalyKiyosi Itô : selected papersProbability theory and applicationsHydrodynamic limits and related topics