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
.
Most widely held works about
S. R. S Varadhan
 Collected papers I by S. R. S Varadhan( Book )
 Varadhan, Srinivasa S.R. : math( )
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 Markovprocess approach and the Itô approach ... have been immensely successful in diffusion theory. The StroockVaradhan book, developed from the historic 1969 papers by its authors, presents the martingaleproblem approach as a more powerful  and, in certain regards, more intrinsicmeans 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 stochasticprocesses 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 StroockVaradhan 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 StroockVaradhan 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
33 editions published between 1979 and 2014 in English and German and held by 590 WorldCat member libraries worldwide
From the reviews: " ... Both the Markovprocess approach and the Itô approach ... have been immensely successful in diffusion theory. The StroockVaradhan book, developed from the historic 1969 papers by its authors, presents the martingaleproblem approach as a more powerful  and, in certain regards, more intrinsicmeans 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 stochasticprocesses 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 StroockVaradhan 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 StroockVaradhan 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
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
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
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 37, 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
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
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
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
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
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 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
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 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
Topics in probability theory; seminar 19711972(
Book
)
8 editions published between 1973 and 1980 in English and held by 158 WorldCat member libraries worldwide
8 editions published between 1973 and 1980 in English and held by 158 WorldCat member libraries worldwide
Mathematical statistics, 19731974 by
S. R. S Varadhan(
Book
)
7 editions published between 1968 and 1974 in English and held by 139 WorldCat member libraries worldwide
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
5 editions published in 2000 in English and Undetermined 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 33 WorldCat member libraries worldwide
6 editions published in 2013 in English and held by 33 WorldCat member libraries worldwide
École d'Été de Probabilités de SaintFlour XVXVII, 198587(
)
1 edition published in 1988 in English and held by 30 WorldCat member libraries worldwide
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
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
8 editions published in 1974 in English and Undetermined and held by 19 WorldCat member libraries worldwide
Colloque Paul Lévy sur les processus stochastiques : 2226 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
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
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
3 editions published in 2012 in English and held by 5 WorldCat member libraries worldwide
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Audience Level
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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
Useful Links
Associated Subjects
Aquaculture Bernoulli shifts Black Sea Canada Differential equations Differential equations, Partial Differential operators Diffusion processes Distribution (Probability theory) Ergodic theory Fishery management Functional analysis Integral equations Integral operators Isomorphisms (Mathematics) Large deviations Lévy, Paul, Limit theorems (Probability theory) 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 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
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