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Probability and Stochastic Processes: A Volume in Honour of Rajeeva L. Karandikar

2024

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Introduction to Stochastic Calculus

1st ed. 2018., 2018

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Introduction to Option Pricing Theory

1, 1999

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Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables

ACM transactions on modeling and computer simulation, 2007-04, Vol.17 (2), p.7

2007

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Markov Property and Ergodicity of the Nonlinear Filter

SIAM journal on control and optimization, 2000, Vol.39 (3), p.928-949

2000

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On pathwise stochastic integration

Stochastic processes and their applications, 1995-05, Vol.57 (1), p.11-18

KARANDIKAR, R. L

1995

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On the impact of impact factors

Current science (Bangalore), 2003-08, Vol.85 (3), p.235-235

2003

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Embedding a stochastic difference equation into a continuous-time process

Stochastic processes and their applications, 1989-08, Vol.32 (2), p.225-235

1989

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Evolution equations for Markov processes: application to the white-noise theory of filtering

Applied mathematics & optimization, 1995-05, Vol.31 (3), p.327-348

1995

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Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment

Operations research, 1995-01, Vol.43 (1), p.77-88

1995

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On Interacting Systems of Hilbert-Space-Valued Diffusions

Applied mathematics & optimization, 1998-03, Vol.37 (2), p.151-188

1998

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Robustness of the nonlinear filter

Stochastic processes and their applications, 1999-06, Vol.81 (2), p.247-254

1999

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White Noise Calculus and Nonlinear Filtering Theory

The Annals of probability, 1985-11, Vol.13 (4), p.1033-1107

1985

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Asymptotic distribution of the maximum of n independent stochastic processes

Journal of applied probability, 1993-03, Vol.30 (1), p.66-81

1993

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Invariant Measures and Evolution Equations for Markov Processes Characterized Via Martingale Problems

The Annals of probability, 1993-10, Vol.21 (4), p.2246-2268

1993

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The nonlinear filtering problem for the unbounded case

Stochastic processes and their applications, 1984-01, Vol.18 (1), p.57-66

1984

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Uniqueness and Robustness of Solution of Measure-Valued Equations of Nonlinear Filtering

The Annals of probability, 1995-10, Vol.23 (4), p.1895-1938

1995

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Smoothness properties of the conditional expectation in finitely additive white noise filtering

Journal of multivariate analysis, 1988-10, Vol.27 (1), p.261-269

1988

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On the Markov Chain Monte Carlo (MCMC) method

Sadhana (Bangalore), 2006-04, Vol.31 (2), p.81-104

Karandikar, Rajeeva L.

2006

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Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1984-01, Vol.66 (1), p.1-17

1984

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Rates of uniform convergence of empirical means with mixing processes

Statistics & probability letters, 2002-07, Vol.58 (3), p.297-307

2002

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Weak convergence to a Markov process: the martingale approach

Probability theory and related fields, 1993-09, Vol.96 (3), p.335-351

1993

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Nonlinear transformations of the canonical gauss measure on Hilbert space and absolute continuity

Acta applicandae mathematicae, 1994-05, Vol.35 (1-2), p.63-102

1994

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A general principle for limit theorems in finitely additive probability: the dependent case

Journal of multivariate analysis, 1988-02, Vol.24 (2), p.189-206

KARANDIKAR, R. L

1988

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A finitely additive white noise approach to nonlinear filtering

Applied mathematics & optimization, 1983-06, Vol.10 (1), p.159-185

1983

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Probability and Stochastic Processes: A Volume in Honour of Rajeeva L. Karandikar

Introduction to Stochastic Calculus

Introduction to Option Pricing Theory

Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables

Markov Property and Ergodicity of the Nonlinear Filter

On pathwise stochastic integration

On the impact of impact factors

Embedding a stochastic difference equation into a continuous-time process

Evolution equations for Markov processes: application to the white-noise theory of filtering

Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment

On Interacting Systems of Hilbert-Space-Valued Diffusions

Robustness of the nonlinear filter

White Noise Calculus and Nonlinear Filtering Theory

Asymptotic distribution of the maximum of n independent stochastic processes

Invariant Measures and Evolution Equations for Markov Processes Characterized Via Martingale Problems

The nonlinear filtering problem for the unbounded case

Uniqueness and Robustness of Solution of Measure-Valued Equations of Nonlinear Filtering

Smoothness properties of the conditional expectation in finitely additive white noise filtering

On the Markov Chain Monte Carlo (MCMC) method

Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory

Rates of uniform convergence of empirical means with mixing processes

Weak convergence to a Markov process: the martingale approach

Nonlinear transformations of the canonical gauss measure on Hilbert space and absolute continuity

A general principle for limit theorems in finitely additive probability: the dependent case

A finitely additive white noise approach to nonlinear filtering

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