Kallianpur, G.
Overview
Works:  68 works in 261 publications in 5 languages and 3,810 library holdings 

Genres:  Periodicals Conference papers and proceedings 
Roles:  Author, Editor, Honoree, Translator, Dedicatee 
Publication Timeline
.
Most widely held works by
G Kallianpur
Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 39, 1977 by
G Kallianpur(
Book
)
30 editions published between 1978 and 2006 in 3 languages and held by 577 WorldCat member libraries worldwide
30 editions published between 1978 and 2006 in 3 languages and held by 577 WorldCat member libraries worldwide
Stochastic analysis and diffusion processes by
G Kallianpur(
)
15 editions published between 2013 and 2014 in English and held by 501 WorldCat member libraries worldwide
"Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details. Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. The book proceeds to construct stochastic integrals, establish the Itô formula, and discuss its applications. Next, attention is focused on stochastic differential equations (SDEs) which arise in modeling physical phenomena, perturbed by random forces. Diffusion processes are solutions of SDEs and form the main theme of this book. The StroockVaradhan martingale problem, the connection between diffusion processes and partial differential equations, Gaussian solutions of SDEs, and Markov processes with jumps are presented in successive chapters. The book culminates with a careful treatment of important research topics such as invariant measures, ergodic behavior, and large deviation principle for diffusions. Examples are given throughout the book to illustrate concepts and results. In addition, exercises are given at the end of each chapter that will help the reader to understand the concepts better. The book is written for graduate students, young researchers and applied scientists who are interested in stochastic processes and their applications. The reader is assumed to be familiar with probability theory at graduate level. The book can be used as a text for a graduate course on Stochastic Analysis."
15 editions published between 2013 and 2014 in English and held by 501 WorldCat member libraries worldwide
"Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details. Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. The book proceeds to construct stochastic integrals, establish the Itô formula, and discuss its applications. Next, attention is focused on stochastic differential equations (SDEs) which arise in modeling physical phenomena, perturbed by random forces. Diffusion processes are solutions of SDEs and form the main theme of this book. The StroockVaradhan martingale problem, the connection between diffusion processes and partial differential equations, Gaussian solutions of SDEs, and Markov processes with jumps are presented in successive chapters. The book culminates with a careful treatment of important research topics such as invariant measures, ergodic behavior, and large deviation principle for diffusions. Examples are given throughout the book to illustrate concepts and results. In addition, exercises are given at the end of each chapter that will help the reader to understand the concepts better. The book is written for graduate students, young researchers and applied scientists who are interested in stochastic processes and their applications. The reader is assumed to be familiar with probability theory at graduate level. The book can be used as a text for a graduate course on Stochastic Analysis."
Stochastic filtering theory by
G Kallianpur(
Book
)
20 editions published between 1980 and 2010 in 4 languages and held by 471 WorldCat member libraries worldwide
This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How ever, when I accepted Professor A.V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as selfcontained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the twovolume English translation of the work by R.S. Liptser and A.N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter polation and extrapolation as well as filtering
20 editions published between 1980 and 2010 in 4 languages and held by 471 WorldCat member libraries worldwide
This book is based on a seminar given at the University of California at Los Angeles in the Spring of 1975. The choice of topics reflects my interests at the time and the needs of the students taking the course. Initially the lectures were written up for publication in the Lecture Notes series. How ever, when I accepted Professor A.V. Balakrishnan's invitation to publish them in the Springer series on Applications of Mathematics it became necessary to alter the informal and often abridged style of the notes and to rewrite or expand much of the original manuscript so as to make the book as selfcontained as possible. Even so, no attempt has been made to write a comprehensive treatise on filtering theory, and the book still follows the original plan of the lectures. While this book was in preparation, the twovolume English translation of the work by R.S. Liptser and A.N. Shiryaev has appeared in this series. The first volume and the present book have the same approach to the sub ject, viz. that of martingale theory. Liptser and Shiryaev go into greater detail in the discussion of statistical applications and also consider inter polation and extrapolation as well as filtering
Theory and application of random fields : proceedings of the IFIPWG 7/1 Working Conference held under the joint auspices
of the Indian Statistical Institute, Bangalore, India, January 1982 by
G Kallianpur(
Book
)
25 editions published in 1983 in English and German and held by 398 WorldCat member libraries worldwide
25 editions published in 1983 in English and German and held by 398 WorldCat member libraries worldwide
Introduction to option pricing theory by
G Kallianpur(
Book
)
15 editions published between 1999 and 2000 in English and held by 364 WorldCat member libraries worldwide
"Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and termstructure." "Introduction to Option Pricing Theory is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to selfstudy, as well as to a onesemester course at the graduate level."Jacket
15 editions published between 1999 and 2000 in English and held by 364 WorldCat member libraries worldwide
"Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and termstructure." "Introduction to Option Pricing Theory is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to selfstudy, as well as to a onesemester course at the graduate level."Jacket
Stochastic methods in biology : proceedings of a workshop held in Nagoya, Japan, July 812, 1985 by
Motoo Kimura(
Book
)
13 editions published in 1987 in 3 languages and held by 295 WorldCat member libraries worldwide
This proceedings volume collects a selection of the research and/or survey papers presented at a workshop by biologists and probabilists, and thus provides an account of the latest developments in their respective fields, with particular emphasis on population genetics, neurophysiology and stochastic and other mathematical methods
13 editions published in 1987 in 3 languages and held by 295 WorldCat member libraries worldwide
This proceedings volume collects a selection of the research and/or survey papers presented at a workshop by biologists and probabilists, and thus provides an account of the latest developments in their respective fields, with particular emphasis on population genetics, neurophysiology and stochastic and other mathematical methods
Statistics and probability : essays in honor of C.R. Rao(
Book
)
10 editions published in 1982 in English and Dutch and held by 242 WorldCat member libraries worldwide
10 editions published in 1982 in English and Dutch and held by 242 WorldCat member libraries worldwide
Stochastics in finite and infinite dimensions : in honor of Gopinath Kallianpur by
G Kallianpur(
Book
)
9 editions published in 2001 in English and held by 220 WorldCat member libraries worldwide
During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, nonlinear prediction and filtering problems, zeroone laws for Gaussian processes and reproducing kernel Hilbert space theory, and stochastic differential equations in infinite dimensions. To honor Kallianpur's pioneering work and scholarly achievements, a number of leading experts have written research articles highlighting progress and new directions of research in these and related areas. This commemorative volume, dedicated to Kallianpur on the occasion of his seventyfifth birthday, will pay tribute to his multifaceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career. Contributors to the volume: S. Aida, N. Asai, K.B. Athreya, R.N. Bhattacharya, A. Budhiraja, P.S. Chakraborty, P. Del Moral, R. Elliott, L. Gawarecki, D. Goswami, Y. Hu, J. Jacod, G.W. Johnson, L. Johnson, T. Koski, N.V. Krylov, I. Kubo, H.H. Kuo, T.G. Kurtz, H.J. Kushner, V. Mandrekar, B. Margolius, R. Mikulevicius, I. Mitoma, H. Nagai, Y. Ogura, K.R. Parthasarathy, V. PerezAbreu, E. Platen, B.V. Rao, B. Rozovskii, I. Shigekawa, K.B. Sinha, P. Sundar, M. Tomisaki, M. Tsuchiya, C. Tudor, W.A. Woycynski, J. Xiong
9 editions published in 2001 in English and held by 220 WorldCat member libraries worldwide
During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, nonlinear prediction and filtering problems, zeroone laws for Gaussian processes and reproducing kernel Hilbert space theory, and stochastic differential equations in infinite dimensions. To honor Kallianpur's pioneering work and scholarly achievements, a number of leading experts have written research articles highlighting progress and new directions of research in these and related areas. This commemorative volume, dedicated to Kallianpur on the occasion of his seventyfifth birthday, will pay tribute to his multifaceted achievements and to the deep insight and inspiration he has so graciously offered his students and colleagues throughout his career. Contributors to the volume: S. Aida, N. Asai, K.B. Athreya, R.N. Bhattacharya, A. Budhiraja, P.S. Chakraborty, P. Del Moral, R. Elliott, L. Gawarecki, D. Goswami, Y. Hu, J. Jacod, G.W. Johnson, L. Johnson, T. Koski, N.V. Krylov, I. Kubo, H.H. Kuo, T.G. Kurtz, H.J. Kushner, V. Mandrekar, B. Margolius, R. Mikulevicius, I. Mitoma, H. Nagai, Y. Ogura, K.R. Parthasarathy, V. PerezAbreu, E. Platen, B.V. Rao, B. Rozovskii, I. Shigekawa, K.B. Sinha, P. Sundar, M. Tomisaki, M. Tsuchiya, C. Tudor, W.A. Woycynski, J. Xiong
White noise theory of prediction, filtering, and smoothing by
G Kallianpur(
Book
)
13 editions published between 1988 and 1993 in English and held by 214 WorldCat member libraries worldwide
13 editions published between 1988 and 1993 in English and held by 214 WorldCat member libraries worldwide
Stochastic processes : a Festschrift in honor of Gopinath Kallianpur by
Stamatis Cambanis(
Book
)
9 editions published between 1992 and 1993 in English and held by 185 WorldCat member libraries worldwide
This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research. All the chapters have been written by experts in their respective fields and as a result the volume provides a comprehensive survey of the current state of research in stochastic processes
9 editions published between 1992 and 1993 in English and held by 185 WorldCat member libraries worldwide
This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research. All the chapters have been written by experts in their respective fields and as a result the volume provides a comprehensive survey of the current state of research in stochastic processes
Stochastic differential equations in infinite dimensional spaces by
G Kallianpur(
Book
)
14 editions published between 1995 and 2008 in English and held by 139 WorldCat member libraries worldwide
This ebook is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press
14 editions published between 1995 and 2008 in English and held by 139 WorldCat member libraries worldwide
This ebook is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press
Measure Theory Applications to Stochastic Analysis : Proceedings, Oberwolfach Conference, Germany, July 39, 1977(
)
1 edition published in 1978 in English and held by 37 WorldCat member libraries worldwide
1 edition published in 1978 in English and held by 37 WorldCat member libraries worldwide
Stochastic filtering theory by
G Kallianpur(
Book
)
1 edition published in 1980 in English and held by 33 WorldCat member libraries worldwide
1 edition published in 1980 in English and held by 33 WorldCat member libraries worldwide
Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 39, 1977(
Book
)
1 edition published in 1978 in English and held by 29 WorldCat member libraries worldwide
1 edition published in 1978 in English and held by 29 WorldCat member libraries worldwide
Research in Stochastic Processes by
United States(
Book
)
9 editions published between 1981 and 1991 in English and held by 9 WorldCat member libraries worldwide
Research was conducted and directed in the area of stochastic processes and their applications in engineering, biology, physics, seismology and oceanography by the principal investigators, S. Cambanis, G. Kallianpur and M.R. Leadbetter and their associates. Detailed descriptions of the work were given in each of the five annual reports. A list of the main areas of research activity follows: Sampling designs for time series; MonteCarlo integration; Signal compression and digital waveform coding; Nonstationary harmonizable signals; Gaussian processes; Stable processes; Markov processes; Selfsimilar processes; Random fields; Point processes. Nonlinear filtering and prediction. Signal detection. Diffusion models. Propagation of chaos for interacting stochastic differential systems; Homogenous chaos expansions; Feyman integrals; Stochastic calculus; Stochastic evolution; Extremes of random processes and fields; Exceedance random measures; Slepian models; Peaks over threshold modeling; Central limit theory under mixing; Statistical inference for stochastic processes; Exchangeable random processes
9 editions published between 1981 and 1991 in English and held by 9 WorldCat member libraries worldwide
Research was conducted and directed in the area of stochastic processes and their applications in engineering, biology, physics, seismology and oceanography by the principal investigators, S. Cambanis, G. Kallianpur and M.R. Leadbetter and their associates. Detailed descriptions of the work were given in each of the five annual reports. A list of the main areas of research activity follows: Sampling designs for time series; MonteCarlo integration; Signal compression and digital waveform coding; Nonstationary harmonizable signals; Gaussian processes; Stable processes; Markov processes; Selfsimilar processes; Random fields; Point processes. Nonlinear filtering and prediction. Signal detection. Diffusion models. Propagation of chaos for interacting stochastic differential systems; Homogenous chaos expansions; Feyman integrals; Stochastic calculus; Stochastic evolution; Extremes of random processes and fields; Exceedance random measures; Slepian models; Peaks over threshold modeling; Central limit theory under mixing; Statistical inference for stochastic processes; Exchangeable random processes
Measure theory  applications to stochastic analysis : 3.7. bis 9.7.1977 by
G Kallianpur(
Book
)
7 editions published between 1977 and 2008 in English and Undetermined and held by 8 WorldCat member libraries worldwide
7 editions published between 1977 and 2008 in English and Undetermined and held by 8 WorldCat member libraries worldwide
Stochastic Analysis and Diffusion Processes by
G Kallianpur(
)
2 editions published in 2014 in English and held by 8 WorldCat member libraries worldwide
"Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details. Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. The book proceeds to construct stochastic integrals, establish the Itô formula, and discuss its applications. Next, attention is focused on stochastic differential equations (SDEs) which arise in modeling physical phenomena, perturbed by random forces. Diffusion processes are solutions of SDEs and form the main theme of this book. The StroockVaradhan martingale problem, the connection between diffusion processes and partial differential equations, Gaussian solutions of SDEs, and Markov processes with jumps are presented in successive chapters. The book culminates with a careful treatment of important research topics such as invariant measures, ergodic behavior, and large deviation principle for diffusions. Examples are given throughout the book to illustrate concepts and results. In addition, exercises are given at the end of each chapter that will help the reader to understand the concepts better. The book is written for graduate students, young researchers and applied scientists who are interested in stochastic processes and their applications. The reader is assumed to be familiar with probability theory at graduate level. The book can be used as a text for a graduate course on Stochastic Analysis." 
2 editions published in 2014 in English and held by 8 WorldCat member libraries worldwide
"Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details. Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. The book proceeds to construct stochastic integrals, establish the Itô formula, and discuss its applications. Next, attention is focused on stochastic differential equations (SDEs) which arise in modeling physical phenomena, perturbed by random forces. Diffusion processes are solutions of SDEs and form the main theme of this book. The StroockVaradhan martingale problem, the connection between diffusion processes and partial differential equations, Gaussian solutions of SDEs, and Markov processes with jumps are presented in successive chapters. The book culminates with a careful treatment of important research topics such as invariant measures, ergodic behavior, and large deviation principle for diffusions. Examples are given throughout the book to illustrate concepts and results. In addition, exercises are given at the end of each chapter that will help the reader to understand the concepts better. The book is written for graduate students, young researchers and applied scientists who are interested in stochastic processes and their applications. The reader is assumed to be familiar with probability theory at graduate level. The book can be used as a text for a graduate course on Stochastic Analysis." 
Some topics in the theory of stochastic processes by
G Kallianpur(
Book
)
3 editions published in 1951 in English and held by 6 WorldCat member libraries worldwide
3 editions published in 1951 in English and held by 6 WorldCat member libraries worldwide
Applied mathematics and optimization(
)
in English and held by 5 WorldCat member libraries worldwide
in English and held by 5 WorldCat member libraries worldwide
Research in Stochastic Processes and their Applications by
Stamatis Cambanis(
)
5 editions published between 1993 and 1997 in English and held by 5 WorldCat member libraries worldwide
During the project period, Ph. D. student Amites Dasgupta has been investigating "Fractional Brownian Motion: its Properties and Applications to Stochastic Integration."
5 editions published between 1993 and 1997 in English and held by 5 WorldCat member libraries worldwide
During the project period, Ph. D. student Amites Dasgupta has been investigating "Fractional Brownian Motion: its Properties and Applications to Stochastic Integration."
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Related Identities
 Kölzow, D. (Dietrich) 1930 Author Editor
 Karandikar, R. L. (Rajeeva L.) 1956 Editor
 Hida, Takeyuki 1927 Editor
 Sundar, P. Other
 Kimura, Motoo 1924 Author Editor
 Rao, C. Radhakrishna (Calyampudi Radhakrishna) 1920 Honoree
 Krishnaiah, Paruchuri R. Editor
 Ghosh, J. K. Editor
 Cambanis, Stamatis 19431995 Author Editor
 Indian Statistical Institute Editor
Useful Links
Associated Subjects
Biomathematics Canada College teachers Computer science Diffusion processes Dimensions Distribution (Probability theory) Economics Filters (Mathematics) Gaussian processes Kalman filtering Lecturers Markov processes Mathematical models Mathematical optimization Mathematical statistics Mathematicians Mathematics Measure theory Options (Finance)PricesMathematical models Prediction theory Probabilities Random fields Rao, C. Radhakrishna(Calyampudi Radhakrishna), Scientists Statisticians Statistics Stochastic analysis Stochastic differential equations Stochastic processes United States White noise theory
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Alternative Names
Gopinath Kallianpur
Gopinath Kallianpur Indiaas wiskundige (1925)
Gopinath Kallianpur Indian mathematician
Gopinath Kallianpur indischer Statistiker
Gopinath Kallianpur matemático indio
Kallianpur G.
Kallianpur, G. 1925
Kallianpur, Gopinath
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