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Author:   S.R.S. Varadhan ,  Rajendra Bhatia ,  Abhay Bhatt ,  K.R. Parthasarathy
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2013 ed.
Dimensions:   Width: 16.00cm , Height: 3.10cm , Length: 25.00cm
Weight:   1.243kg
ISBN:  

9783642335457

ISBN 10:   3642335454
Pages:   698
Publication Date:   19 January 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Vol. II: Diffusion processes with continuous coefficients - I (with D. W. Stroock).- Diffusion processes with continuous coefficients - II (with D. W. Stroock).- Diffusion processes with boundary conditions (with D. W. Stroock).- On degenerate elliptic-parabolic operators of second order and their associated diffusions (with D. W. Stroock).- On the support of diffusion processes with applications to the strong maximum principle (with D. W. Stroock).- Diffusion processes (with D. W. Stroock).- A probabilistic approach to Hp(Rd) (with D. W. Stroock).- Kac functional and Schrodinger equation (with K. L. Chung).- Brownian motion in a wedge with oblique reection (with R. J. Williams).- A multidimensional process involving local time (with A.S. Sznitman).- Etat fondamental et principe du maximum pour les operateurs elliptiques du second ordre dans des domaines generaux. [The ground state and maximum principle for second-order elliptic operators in general domains] (with H. Berestycki and L.Nirenberg).- The principal eigenvalue and maximum principle for second-order elliptic operators in general domains (with H. Berestycki and L. Nirenberg).- Diffusion semigroups and di_usion processes corresponding to degenerate divergence form operators (with J. Quastel).- Random Media.- Diffusion in regions with many small holes (with G. Papanicolaou).- Boundary value problems with rapidly oscillating random coefficients (with G. Papanicolaou).- Diffusions with random coefficients (with G. Papanicolaou).- Ohrnstein-Uhlenbeck process in a random potential (with G. Papanicolaou).- Large deviations for random walks in a random environment.- Random walks in a random environment.- Stochastic homogenization of Hamilton-Jacobi-Bellman equations (with E. Kosygina and F. Rezakhanlou).- Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium (with E. Kosygina).- Behavior of the solution of a random semilinear heat equation (with N. Zygouras).​

Reviews

S.R.S. Varadhan was awarded the Abel Prize in 2007. The citation (https: //www.abelprize.no/c53862/binfil/download.php?tid=53801) ends with Varadhan's work has great conceptual strength and ageless beauty. His ideas have been hugely influential and will continue to stimulate further research for a long time. Varadhan was named a recipient of the National Medal of Science, the highest honor bestowed by the United States government on scientists and engineers, in 2011. https: //www.nyu.edu/about/news-publications/news/2011/september/nyu-mathematician-varadhan-named-recipient-of-national-medal-of-science.html

"​S.R.S. Varadhan was awarded the Abel Prize in 2007. The citation (https: //www.abelprize.no/c53862/binfil/download.php?tid=53801) ends with ""Varadhan's work has great conceptual strength and ageless beauty. His ideas have been hugely influential and will continue to stimulate further research for a long time."" Varadhan was named a recipient of the National Medal of Science, the highest honor bestowed by the United States government on scientists and engineers, in 2011. https: //www.nyu.edu/about/news-publications/news/2011/september/nyu-mathematician-varadhan-named-recipient-of-national-medal-of-science.html"

Author Information

Rajendra Bhatia is Professor of Mathematics at the Indian Statistical Institute in New Delhi, India. He is the author of five books including ""Matrix Analysis"" and ""Positive Definite Matrices"".

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