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Author
Srinivasa Varadhan, S R
S. R. Srinivasa Varadhan
Sathamangalam Ranga Iyengar Srinivasa Varadhan
, (born 2 January 1940) is an
Indian American
mathematician
and
statistician
. He is known for his fundamental contributions to
probability theory
and in particular for creating a unified theory of
large deviations
. He is regarded as one of the fundamental contributors to the theory of
diffusion process
es with an orientation towards the refinement and further development of Itô’s
stochastic calculus
. In the year 2007, he became the first
Asian
to win the
Abel Prize
.
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Multidimensional diffusion processes
by
Srinivasa
Varadhan
, S
R
,
Stroock, Daniel W
Published 1975
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Related Subjects
Diffusion processes
Multidimensional
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