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 |
| Sprog: | English |
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Oxford-Man Institute of Quantitative Finance
2009
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