Srs Varadhan

Biography

Professor Varadhan is an outstanding probabilist and a leading mathematician in the world today. He has provided unusual insights into probability theory and created powerful methods for a number of general problems; in particular for solutions of diffusion equations with non-lipschitz coefficients and estimates for large deviaiton probabilities. His work with stroock on the Martingale formulation for Markov processes has changed fundamentally the way these processes are viewed and the solutions of the associated stochastic differential equations are constructed. He has also developed methods for estimating with precision the probabilities for various rare events in diverse probailistic models.

Research Interest

probabilities