Srinivasa
Varadhan | |
---|---|
Srinivasa Varadhan at the 1st Heidelberg Laureate Forum in September 2013 | |
Born | |
Alma mater | Presidency College University of Madras Indian Statistical Institute |
Known for | Martingale problems; Large deviation theory |
Awards | Padma Vibhushan (2023) National Medal of Science (2010) Padma Bhushan (2008) Abel Prize (2007) Steele Prize (1996) Birkhoff Prize (1994) |
Scientific career | |
Fields | Mathematics |
Institutions | Courant Institute of Mathematical Sciences (New York University) |
Doctoral advisor | C R Rao |
Doctoral students | Peter Friz Jeremy Quastel Fraydoun Rezakhanlou |
Sathamangalam Ranga Iyengar Srinivasa Varadhan, FRS (born 2 January 1940) is an Indian American mathematician. He is known for his fundamental contributions to probability theory and in particular for creating a unified theory of large deviations.[1] He is regarded as one of the fundamental contributors to the theory of diffusion processes with an orientation towards the refinement and further development of Itô’s stochastic calculus.[2] In the year 2007, he became the first Asian to win the Abel Prize.[3][4]
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