WorldCat Identities

Varadhan, S. R. S.

Overview
Works: 87 works in 299 publications in 3 languages and 4,206 library holdings
Genres: Conference papers and proceedings  Textbooks 
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 )

33 editions published between 1979 and 2014 in English and German and held by 590 WorldCat member libraries worldwide

From the reviews: " ... Both the Markov-process approach and the Itô approach ... have been immensely successful in diffusion theory. The Stroock-Varadhan book, developed from the historic 1969 papers by its authors, presents the martingale-problem approach as a more powerful - and, in certain regards, more intrinsic-means of studying the foundations of the subject. ... ... the authors make the uncompromising decision not "to proselytise by intimidating the reader with myriad examples demonstrating the full scope of the techniques", but rather to persuade the reader "with a careful treatment of just one problem to which they apply". ... Most of the main tools of stochastic-processes theory are used, ..but it is the formidable combination of probability theory with analysis ... which is the core of the work. ... I have emphasized the great importance of the Stroock-Varadhan book. It contains a lot more than I have indicated; in particular, its many exercises conain much interesting material. For immediate confirmation of the subject?s sparkle, virtuosity, and depth, see ... McKean (?s 1969 book). The Stroock-Varadhan book proceeds on its inexorable way like a massive Bach fugue. ... But old J.S. can e something of knockout if his themes get hold of you. And his influence on what followed was 8you may say) substantial." David Williams in the Bulletin of the American Mathematical Society
Large deviations and applications by S. R. S Varadhan( Book )

25 editions published between 1984 and 2016 in English and Undetermined and held by 417 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
Stochastic processes by S. R. S Varadhan( Book )

34 editions published between 1968 and 2009 in English and held by 301 WorldCat member libraries worldwide

Probability theory by S. R. S Varadhan( Book )

12 editions published in 2001 in English and held by 287 WorldCat member libraries worldwide

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 Marking the 70th Birthdays of Peter Lax and Louis Nirenberg( Book )

8 editions published between 1998 and 1999 in English and held by 269 WorldCat member libraries worldwide

Kiyosi Itô : selected papers by Kiyosi Itō( Book )

12 editions published between 1986 and 1987 in English and held by 254 WorldCat member libraries worldwide

Lectures on diffusion problems and partial differential equations by S. R. S Varadhan( Book )

17 editions published between 1979 and 1980 in English and German and held by 225 WorldCat member libraries worldwide

Probability theory and applications( Book )

7 editions published in 1999 in English and held by 208 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

Stochastic processes by S. R. S Varadhan( Book )

1 edition published in 2007 in English and held by 188 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
Topics in probability theory; seminar 1971-1972( Book )

8 editions published between 1973 and 1980 in English and held by 158 WorldCat member libraries worldwide

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

7 editions published between 1968 and 1974 in English and held by 139 WorldCat member libraries worldwide

Hydrodynamic limits and related topics by Shui Feng( Book )

5 editions published in 2000 in English and Undetermined 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 33 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 30 WorldCat member libraries worldwide

Collected Papers of S.r.s. Varadhan by S. R. S Varadhan( Book )

5 editions published in 2012 in English and held by 20 WorldCat member libraries worldwide

Mathematical statistics by S. R. S Varadhan( Book )

8 editions published in 1974 in English and Undetermined and held by 19 WorldCat member libraries worldwide

Colloque Paul Lévy sur les processus stochastiques : 22-26 juin 1987, Ecole polytechnique, Palaiseau by Palaiseau) Colloque Paul Lévy sur les Processus Stochastiques (1987( Book )

1 edition published in 1988 in French and held by 15 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 6 WorldCat member libraries worldwide

The role of Yuri Vasilyevich Prokhorov as aprominent mathematician and leading expert inthe 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 distributions and the condition of tightness ofprobability measures. The presentvolume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends andpupils, who would like to express their deep respect and sincerest admiration for him and his scientific work
Collected papers I by S. R. S Varadhan( Book )

3 editions published in 2012 in English and held by 5 WorldCat member libraries worldwide

 
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Audience level: 0.65 (from 0.46 for Multidimen ... to 0.99 for Varadhan, ...)

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 matemàtic indi

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 matemático indio

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

סריניוסה ואראדהאן

श्रीनिवास वरधन

எஸ். ஆர். ஸ்ரீனிவாச வரதன்

എസ്.ആർ. ശ്രീനിവാസ വരദൻ

스리니바사 바라단

Languages
English (208)

German (2)

French (1)

Covers
Large deviations and applicationsStochastic processesProbability theoryDifferential 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 applicationsStochastic processesHydrodynamic limits and related topics