A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis.
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 appl...
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| Format: | Working paper |
| Language: | English |
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Oxford-Man Institute of Quantitative Finance
2009
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| _version_ | 1797099572289339392 |
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| author | Lyons, T |
| author_facet | Lyons, T |
| author_sort | Lyons, T |
| collection | OXFORD |
| description | 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 Varadhan has shaped the subject in hugely signicant ways, both in his personal contributions|in the sense of direction he has given| and in the guidance he has provided to his many outstanding colleagues and students. |
| first_indexed | 2024-03-07T05:25:42Z |
| format | Working paper |
| id | oxford-uuid:e0790e85-aeae-4e7b-97f9-c10a75b1e034 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T05:25:42Z |
| publishDate | 2009 |
| publisher | Oxford-Man Institute of Quantitative Finance |
| record_format | dspace |
| spelling | oxford-uuid:e0790e85-aeae-4e7b-97f9-c10a75b1e0342022-03-27T09:47:26ZA personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis.Working paperhttp://purl.org/coar/resource_type/c_8042uuid:e0790e85-aeae-4e7b-97f9-c10a75b1e034EnglishDepartment of Economics - ePrintsOxford-Man Institute of Quantitative Finance2009Lyons, TStochastic 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 Varadhan has shaped the subject in hugely signicant ways, both in his personal contributions|in the sense of direction he has given| and in the guidance he has provided to his many outstanding colleagues and students. |
| spellingShingle | Lyons, T A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis. |
| title | A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis. |
| title_full | A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis. |
| title_fullStr | A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis. |
| title_full_unstemmed | A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis. |
| title_short | A personal perspective on Raghu Varadhan's role in the development of Stochastic Analysis. |
| title_sort | personal perspective on raghu varadhan s role in the development of stochastic analysis |
| work_keys_str_mv | AT lyonst apersonalperspectiveonraghuvaradhansroleinthedevelopmentofstochasticanalysis AT lyonst personalperspectiveonraghuvaradhansroleinthedevelopmentofstochasticanalysis |