| Publication | Date of Publication | Type |
|---|
On the second fundamental theorem of asset pricing
Communications on Stochastic Analysis | 2025-09-25 | Paper |
On the fundamental theorem of asset pricing
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
Journal of Optimization Theory and Applications | 2024-12-27 | Paper |
K. R. Parthasarathy: early years as a researcher
Indian Journal of Pure & Applied Mathematics | 2024-10-24 | Paper |
Remembering K. R. Parthasarathy (KRP)
Indian Journal of Pure & Applied Mathematics | 2024-10-24 | Paper |
Stochastic integrals and two filtrations
(available as arXiv preprint) | 2022-11-01 | Paper |
Parking game
Queueing Systems | 2022-06-16 | Paper |
| How can 20,000 be enough? -- a conversation with psephologist Rajeeva Karandikar | 2021-06-02 | Paper |
Introduction to stochastic calculus
Texts and Readings in Mathematics | 2019-07-03 | Paper |
Introduction to stochastic calculus
Indian Statistical Institute Series | 2018-07-18 | Paper |
Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Remarks on the stochastic integral
Indian Journal of Pure & Applied Mathematics | 2018-04-18 | Paper |
Uniqueness of solution to the Kolmogorov forward equation: applications to white noise theory of filtering
Communications on Stochastic Analysis | 2016-03-04 | Paper |
| On the Second Fundamental Theorem of Asset Pricing | 2015-12-12 | Paper |
On quadratic variation of martingales
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2015-02-12 | Paper |
Monotonicity of the matrix geometric mean
Mathematische Annalen | 2012-08-13 | Paper |
| Martingale problems and path properties of solutions | 2010-08-12 | Paper |
| On almost sure convergence results in stochastic calculus | 2007-07-24 | Paper |
On the Markov chain Monte Carlo (MCMC) method
Sādhanā | 2007-07-02 | Paper |
On characterisation of Markov processes via martingale problems
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2006-06-14 | Paper |
A Learning Theory Approach to System Identification and Stochastic Adaptive Control
Probabilistic and Randomized Methods for Design under Uncertainty | 2006-04-18 | Paper |
Measure free martingales
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2005-04-05 | Paper |
Robustness of the nonlinear filter: the correlated case.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Rates of uniform convergence of empirical means with mixing processes
Statistics & Probability Letters | 2003-05-07 | Paper |
| scientific article; zbMATH DE number 2012410 (Why is no real title available?) | 2003-01-01 | Paper |
On interacting systems of Hilbert-space-valued diffusions
Applied Mathematics and Optimization | 2002-11-11 | Paper |
Path continuity of the nonlinear filter
Statistics & Probability Letters | 2002-06-30 | Paper |
Markov property and ergodicity of the nonlinear filter
SIAM Journal on Control and Optimization | 2001-06-21 | Paper |
Robustness of the nonlinear filter
Stochastic Processes and their Applications | 2001-01-17 | Paper |
| scientific article; zbMATH DE number 1393004 (Why is no real title available?) | 2000-01-25 | Paper |
Characterization of the optimal filter: the non markov case
Stochastics and Stochastic Reports | 1999-08-03 | Paper |
Evolving aspirations and cooperation
Journal of Economic Theory | 1999-05-05 | Paper |
| scientific article; zbMATH DE number 1054339 (Why is no real title available?) | 1998-02-10 | Paper |
Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering
The Annals of Probability | 1997-04-22 | Paper |
| scientific article; zbMATH DE number 897224 (Why is no real title available?) | 1996-09-04 | Paper |
White noise theory of robust nonlinear filtering with correlated state and observation noises
Systems & Control Letters | 1996-05-30 | Paper |
Mean rates of convergence of empirical measures in the Wasserstein metric
Journal of Computational and Applied Mathematics | 1995-08-21 | Paper |
Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
Operations Research | 1995-08-01 | Paper |
On pathwise stochastic integration
Stochastic Processes and their Applications | 1995-05-23 | Paper |
Evolution equations for Markov processes: Application to the white-noise theory of filtering
Applied Mathematics and Optimization | 1995-05-22 | Paper |
Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
Acta Applicandae Mathematicae | 1995-01-03 | Paper |
Weak convergence to a Markov process: The martingale approach
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
| scientific article; zbMATH DE number 579135 (Why is no real title available?) | 1994-07-07 | Paper |
Invariant measures and evolution equations for Markov processes characterized via martingale problems
The Annals of Probability | 1994-04-18 | Paper |
| scientific article; zbMATH DE number 409883 (Why is no real title available?) | 1993-09-13 | Paper |
Asymptotic distribution of the maximum of n independent stochastic processes
Journal of Applied Probability | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 48231 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 19579 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19579 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19570 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19570 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4140986 (Why is no real title available?) | 1990-01-01 | Paper |
Embedding a stochastic difference equation into a continuous-time process
Stochastic Processes and their Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4147211 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4190835 (Why is no real title available?) | 1989-01-01 | Paper |
Smoothness properties of the conditional expectation in finitely additive white noise filtering
Journal of Multivariate Analysis | 1988-01-01 | Paper |
A general principle for limit theorems in finitely additive probability: The dependent case
Journal of Multivariate Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4061124 (Why is no real title available?) | 1988-01-01 | Paper |
On the Feynman-Kac formula and its applications to filtering theory
Applied Mathematics and Optimization | 1987-01-01 | Paper |
White noise calculus and nonlinear filtering theory
The Annals of Probability | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3936115 (Why is no real title available?) | 1985-01-01 | Paper |
Limiting distributions of functionals of Markov chains
Stochastic Processes and their Applications | 1985-01-01 | Paper |
The nonlinear filtering problem for the unbounded case
Stochastic Processes and their Applications | 1984-01-01 | Paper |
The markov property of the filter in the finitely additive white noise approach to nonlinear filtering†
Stochastics | 1984-01-01 | Paper |
Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1984-01-01 | Paper |
A finitely additive white noise approach to nonlinear filtering
Applied Mathematics and Optimization | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3862160 (Why is no real title available?) | 1983-01-01 | Paper |
On the quadratic variation process of a continuous martingale
Illinois Journal of Mathematics | 1983-01-01 | Paper |
Some recent developments in nonlinear filtering theory
Acta Applicandae Mathematicae | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3812641 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3800683 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3800683 (Why is no real title available?) | 1983-01-01 | Paper |
A remark on paths of continuous martingales
Expositiones Mathematicae | 1983-01-01 | Paper |
Stochastic integration w.r.t. continuous local martingales
Stochastic Processes and their Applications | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3812640 (Why is no real title available?) | 1983-01-01 | Paper |
| A General Principle for Limit Theorems in Finitely Additive Probability | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3791366 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3791366 (Why is no real title available?) | 1982-01-01 | Paper |
Multiplicative decomposition of non-singular matrix valued continuous semimartingales
The Annals of Probability | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3800698 (Why is no real title available?) | 1981-01-01 | Paper |
Convergence of Batch Asynchronous Stochastic Approximation With Applications to Reinforcement Learning
(available as arXiv preprint) | N/A | Paper |
Stochastic approximation in infinite dimensions
(available as arXiv preprint) | N/A | Paper |
