Stéphane Varadhan

GPTKB entity

Statements (68)
Predicate Object
gptkbp:instance_of gptkb:Person
gptkbp:academic_advisor gptkb:David_Williams
gptkbp:affiliated_with gptkb:New_York_University
gptkbp:awarded_for gptkb:National_Medal_of_Science
gptkbp:birth_place gptkb:India
gptkbp:birth_year 1937
gptkbp:children gptkb:unknown
gptkbp:education gptkb:University_of_Calcutta
gptkb:University_of_Cambridge
gptkbp:field gptkb:Mathematics
statistics
stochastic processes
https://www.w3.org/2000/01/rdf-schema#label Stéphane Varadhan
gptkbp:influenced_by gptkb:Paul_Lévy
gptkb:Andrey_Kolmogorov
gptkb:William_Feller
gptkbp:known_for gptkb:statistical_mechanics
mathematical modeling
asymptotic analysis
nonlinear partial differential equations
stochastic differential equations
applied mathematics
Markov processes
random walks
theory of stochastic processes
mathematical finance
contributions to probability theory
theory of large deviations
theory of martingales
theory of random fields
theory of stochastic control
theory of stochastic games
theory of random matrices
theory of stochastic differential equations with jumps
theory of stochastic calculus in Sobolev spaces with discontinuities
theory of stochastic calculus in Sobolev spaces with jumps
theory of stochastic calculus in infinite dimensions
theory of stochastic partial differential equations
theory of stochastic calculus in Sobolev spaces with singularities
Varadhan's lemma
theory of Brownian motion
theory of ergodic processes
theory of queueing systems
theory of random walks on groups
theory of stochastic calculus in Banach spaces
theory of stochastic calculus in Hilbert spaces
theory of stochastic calculus in Sobolev spaces
theory of stochastic calculus of variations
theory of stochastic calculus with jumps
theory of stochastic control problems
theory of stochastic differential games
theory of stochastic differential inclusions
theory of stochastic networks
theory of stochastic optimal control problems
theory of stochastic optimization
theory of stochastic calculus in Sobolev spaces with oscillations
theory of stochastic calculus in Sobolev spaces with irregularities and roughness
theory of stochastic calculus in Sobolev spaces with fractal structures
theory of stochastic calculus in Sobolev spaces with singularities and discontinuities
theory of stochastic calculus in Sobolev spaces with roughness
theory of stochastic calculus in Sobolev spaces with irregularities
gptkbp:notable_work diffusion processes
stochastic calculus
large deviations theory
gptkbp:residence gptkb:New_York_City
gptkbp:spouse gptkb:unknown
gptkbp:bfsParent gptkb:Uwe_Schramm
gptkbp:bfsLayer 6