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A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis.

Abstract:

Stochastic Analysis is an area of mathematics that, in a little over 60 years, has grown from almost nothing to a signicant eld. It has importance for its intrinsic interest and for its contributions to other foundational \pure" areas of mathematics, as well as for its contributions to the applications of mathematics. These applications seem to be on an enormous and expanding scale, spanning engineering and climate modelling. It is totally clear to those that work in Stochastic Analysis that ...

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T. J. Lyons More by this author
Volume:
2009OMI07
Series:
Working Papers
Publication date:
2009
URN:
uuid:e0790e85-aeae-4e7b-97f9-c10a75b1e034
Local pid:
oai:economics.ouls.ox.ac.uk:13051
Language:
English

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