| Publication | Date of Publication | Type |
|---|
On the Feynman–Kac Formula
Infosys Science Foundation Series | 2021-08-31 | Paper |
On martingale chaoses
Séminaire de Probabilités XLIX | 2020-10-20 | Paper |
Solutions of SPDE's associated with a stochastic flow
Potential Analysis | 2020-07-02 | Paper |
| Translation Invariant Diffusions and Stochastic Partial Differential Equations in ${\cal S}^{\prime} | 2019-01-02 | Paper |
Weak convergence of the past and future of Brownian motion given the present
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2017-06-14 | Paper |
A class of stochastic differential equations with pathwise unique solutions
Indian Journal of Pure & Applied Mathematics | 2016-12-13 | Paper |
Martingale representations for functionals of Lévy processes
Sankhyā. Series A | 2015-10-15 | Paper |
Differential operators on Hermite Sobolev spaces
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2015-05-12 | Paper |
Brownian crossings via regeneration times
Sankhyā. Series A | 2013-09-24 | Paper |
Translation invariant diffusions in the space of tempered distributions
Indian Journal of Pure & Applied Mathematics | 2013-08-05 | Paper |
| Linear stochastic differential equations in the dual of a multi-Hilbertian space | 2011-02-22 | Paper |
The monotonicity inequality for linear stochastic partial differential equations
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2010-02-02 | Paper |
Measure free martingales and martingale measures
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2010-01-25 | Paper |
A new approach to the martingale representation theorem
Stochastics | 2009-11-23 | Paper |
Probabilistic representations of solutions of the forward equations
Potential Analysis | 2008-03-11 | Paper |
| A path transformation of Brownian motion | 2007-07-24 | Paper |
Probability representations of solutions to the heat equation
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2004-09-22 | Paper |
| scientific article; zbMATH DE number 1619471 (Why is no real title available?) | 2002-02-03 | Paper |
| scientific article; zbMATH DE number 1619471 (Why is no real title available?) | 2002-02-03 | Paper |
Testing for the Proportionality of Hazards in Two Samples Against the Increasing Cumulative Hazard Ratio Alternative
Scandinavian Journal of Statistics | 1999-11-23 | Paper |
From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 1999-02-18 | Paper |
| scientific article; zbMATH DE number 926742 (Why is no real title available?) | 1997-09-01 | Paper |
| scientific article; zbMATH DE number 926742 (Why is no real title available?) | 1997-09-01 | Paper |
Local times and almost sure convergence of semi-martingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1996-04-01 | Paper |
Local times and almost sure convergence of semi-martingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1996-04-01 | Paper |
On asymptotics of a class of 1-dimensional diffusions
Mathematical Proceedings of the Cambridge Philosophical Society | 1995-02-02 | Paper |
| scientific article; zbMATH DE number 4186766 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4186766 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4104113 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4188932 (Why is no real title available?) | 1989-01-01 | Paper |
