Gopinath Kallianpur
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Indian mathematician
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Gopinath Kallianpurmathematics Degrees
Mathematics
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#1861
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Probability Theory
#60
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#82
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Measure Theory
#1631
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#2012
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Mathematics
Why Is Gopinath Kallianpur Influential?
(Suggest an Edit or Addition)According to Wikipedia, Gopinath Kallianpur was an Indian American mathematician and statistician who became the first director of the Indian Statistical Institute under its new Memorandum of Association. During his tenure as the director the new centre of ISI at Bangalore, Karnataka was founded.
Gopinath Kallianpur's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Stochastic differential equations and diffusion processes (1981) (1004)
- Stochastic filtering theory (1979) (705)
- Stochastic differential equations for the non linear filtering problem (1972) (379)
- Stochastic Differential Equations in Infinite Dimensional Spaces (1995) (231)
- Arbitrary system process with additive white noise observation errors (1968) (138)
- Statistics and probability : essays in honor of C.R. Rao (1983) (124)
- Introduction to the Statistical Dynamics of Automatic Control Systems. (1962) (102)
- Abstract Wiener processes and their reproducing Kernel Hilbert spaces (1971) (91)
- Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula (1985) (66)
- Stochastic evolution equations driven by nuclear-space-valued martingales (1987) (63)
- Zero-one laws for Gaussian processes (1970) (63)
- White Noise Theory of Prediction, Filtering and Smoothing (1988) (59)
- Infinite dimensional stochastic differential equation models for spatially distributed neurons (1984) (58)
- Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions (1996) (56)
- The Bernstein-Von Mises theorem for Markov processes (1971) (54)
- Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes (1969) (53)
- Introduction to option pricing theory (1999) (50)
- Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering (1995) (47)
- Weak convergence of stochastic neuronal models (1985) (42)
- Large deviations for a class of stochastic partial dif-ferential equations (1996) (41)
- Multiple fractional integrals (1999) (40)
- Ergodic Property of the Brownian Motion Process. (1953) (39)
- The sequence of sums of independent random variables (1954) (38)
- Homogeneous chaos, p-forms, scaling and the Feynman integral (1993) (38)
- Diffusion equations in duals of nuclear spaces (1990) (37)
- The Markov property for generalized gaussian random fields (1974) (36)
- White Noise Calculus and Nonlinear Filtering Theory (1985) (34)
- Schrödinger Equations with Fractional Laplacians (2000) (33)
- An Approximation for the Zakai Equation (2002) (32)
- On Fisher's lower bound to asymptotic variance of a consistent estimate (1955) (31)
- A finitely additive white noise approach to nonlinear filtering (1983) (31)
- Multiplicity and Representation Theory of Purely Non-Deterministic Stochastic Processes (1965) (31)
- A Note on Uniform Convergence of Stochastic Processes (1970) (31)
- Theory and Application of Random Fields (1983) (29)
- On the prediction theory of two-parameter stationary random fields (1990) (29)
- Exponential Integrability and Application to Stochastic Quantization (1998) (28)
- Norm convergent expansions for Gaussian processes in Banach spaces. (1970) (27)
- Chaos decomposition of multiple fractional integrals and applications (1999) (26)
- The Russian Options (2000) (26)
- Robustness of the nonlinear filter (1999) (26)
- Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces (1990) (23)
- Parameter estimation in linear filtering (1991) (22)
- Stochastic Analysis and Diffusion Processes (2014) (22)
- A Note on the Robbins-Monro Stochastic Approximation Method (1954) (21)
- Stochastic Differential Equations in Duals of Nuclear Spaces with Some Applications. (1986) (20)
- Diffusion Approximation of Nuclear Space-Valued Stochastic Differential Equations Driven by Poisson Random Measures (1995) (19)
- The Feynman-Stratonovich semigroup and stratonovich integral expansions in nonlinear filtering (1997) (18)
- Non-Anticipative Representations of Equivalent Gaussian Processes (1973) (17)
- Stochastic models of environmental pollution (1994) (17)
- THE NONLINEAR FILTERING PROBLEM FOR THE UNBOUNDED CASE (1984) (17)
- Stochastic Methods in Biology (1987) (17)
- Correlation and spectral theory for periodically correlated random fields indexed on Z 2 (2004) (16)
- Some Remarks on Hu and Meyer’s Paper and Infinite-Dimensional Calculus on Finitely Additive Canonical Hilbert Space (1990) (13)
- A Curious Example from Statistical Differential Geometry (1999) (13)
- Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory (1984) (13)
- Weak convergence of solutions of stochastic evolution equations on nuclear spaces (1989) (13)
- The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by Poisson random measures (1994) (13)
- VON MISES FUNCTIONALS AND MAXIMUM LIKELIHOOD ESTIMATION (1965) (12)
- Estimation of Hilbert Space Valued Parameters by the Method of Sieves (1989) (12)
- Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures (1994) (12)
- On Interacting Systems of Hilbert-Space-Valued Diffusions (1998) (12)
- Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem (1977) (10)
- A nuclear space-valued stochastic differential equation driven by poisson random measures (1992) (10)
- A Segal-Langevin Type Stochastic Differential Equation on a Space Of Generalized Functionals (1992) (10)
- Regularity property of Donsker's delta function (1984) (9)
- Option Pricing in Discrete Time (2000) (9)
- Asset Pricing with Stochastic Volatility (2001) (9)
- American Options (2021) (8)
- The square of a Gaussian Markov process and nonlinear prediction (1975) (8)
- Some recent developments in nonlinear filtering theory (1983) (7)
- The Markov property of the filter in the finitely additive white noise approach to nonlinear filtering (1984) (7)
- The Skorohod integral and the derivative operator of functional of a cylindrical Brownian motion (1992) (7)
- Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes (1966) (7)
- A Problem in Optimum Filtering with Finite Data (1959) (7)
- A NOTE ON PERFECT PROBABILITY (1959) (6)
- Nonlinear Filtering with Stochastic Delay Equations (2003) (6)
- Nonlinear transformations of the canonical gauss measure on Hilbert space and absolute continuity (1994) (6)
- Correlation and Spectral Theory for Periodically (1997) (6)
- The generalized hu-meyer formula for random kernels (1997) (5)
- Stochastic differential equation models for spatially distributed neurons and propagation of chaos for interacting systems. (1992) (5)
- Stochastic differential equations for neuronal behavior (1986) (5)
- Supports of Gaussian measures (1972) (4)
- White noise calculus for two-parameter filtering (1987) (4)
- White noise theory of filtering-some robustness and consistency results (1985) (3)
- Nuclear space-valued stochastic differential equations with applications (1992) (3)
- On the Splicing of Measures (1983) (3)
- COMMUNICATIONS OF THE MOSCOW MATHEMATICAL SOCIETY: On free boundary problems arising in probability theory (uniqueness theorems) (1996) (3)
- Distributions, Feynman Integrals and Measures on Abstract Wiener Spaces (1992) (3)
- A Stochastic Differential Equation of Fisk Type for Estimation and Nonlinear Filtering Problems (1971) (2)
- Commuting semigroups of isometries and karhunen representation of second order stationary random fields (1983) (2)
- A Line Grid Method in Areal Sampling and its Connection with some Early Work of H. Robbins (1991) (2)
- Linear Filtering Theory (1980) (2)
- Measure Theory Applications to Stochastic Analysis (1978) (2)
- Stochastic-evolution equations with values on the dual of a countably Hilbert nuclear space. Technical report, September 1985-September 1986 (1986) (2)
- Representations of Gaussian random fields (1980) (1)
- Some remarks on the purely nondeterministic property of second order random fields (1981) (1)
- Review: Murray Rosenblatt, Stationary sequences and random fields (1989) (1)
- On free boundary problems arising in probability theory (existence theorems) (1996) (1)
- On the Least Favorable Configurations in Certain Two-Stage Selection Procedures, (1982) (1)
- Nonlinear Stochastic Filtering: A Brief Survey (2004) (1)
- Proceedings of a workshop on Stochastic methods in biology (1987) (1)
- Non-Anticipative Canonical Representations of Equivalent Gaussian Processes (1973) (1)
- Hilbert-Space-Valued Super-Brownian Motion and Related Evolution Equations (2000) (1)
- Chapter 5. SDE in Hilbert space (1995) (1)
- The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I) (1980) (1)
- Stochastic filtering: a part of stochastic nonlinear analysis (1997) (1)
- Theory and application of random fields : proceedings of the IFIP-WG 7/1 Working Conference held under the joint auspices of the Indian Statistical Institute, Bangalore, India, January 1982 (1983) (0)
- ON TRACIAL DISTRIBUTIONS — A CONTRIBUTION TO THE HIDA THEORY (2005) (0)
- Representation of Square Integrable Martingales (2000) (0)
- Norbert Wiener and probability theory (1999) (0)
- Introduction to Continuous Time Trading (2000) (0)
- Girsanov’s Theorem (2000) (0)
- Functionals of a Wiener Process (1980) (0)
- The Itô Formula (1980) (0)
- A curious example from statistical differential geometry@@@A curious example from statistical differential geometry (1998) (0)
- Chapter 3. Stochastic integrals (1995) (0)
- Chapter 2. Probability measures (1995) (0)
- On an ergodic property of a certain class of Markov processes (1955) (0)
- Probability Theory and Partial Differential Equations (2014) (0)
- Research in Stochastic Processes. (1982) (0)
- Analytical Tools for Brownian Motion (2014) (0)
- The Stochastic Equation of the Optimal Filter (Part II) (1980) (0)
- Stochastic Differential Equations (2000) (0)
- Research in Stochastic Processes and their Applications. (1993) (0)
- Gaussian Solutions of Stochastic Equations (1980) (0)
- Itô’s Formula and its Applications (2000) (0)
- Arbitrage and Equivalent Martingale Measures (2000) (0)
- Stochastic methods in biology : proceedings of a workshop held in Nagoya, Japan, July 8-12, 1985 (1987) (0)
- Chapter 1. Topological vector spaces (1995) (0)
- Jump Markov Processes (2014) (0)
- Chapter 9. Interacting systems (1995) (0)
- Abstracts. International Workshop on Stochastic Filtering Theory, Held in Chapel Hill, North Carolina on June 26-28, 1994. (1995) (0)
- A Skeletal Theory of Filtering (1991) (0)
- Chapter 7. Environmental pollution (1995) (0)
- Mahalanobis, Prasanta Chandra (2006) (0)
- Large Deviations Principle for Diffusions (2014) (0)
- Exact computation of Feynman-type integrals involving Gaussian random fields (2000) (0)
- Black and Scholes Theory (2000) (0)
- Research in Stochastic Analysis and Its Applications (1991) (0)
- Book reviews (1997) (0)
- Absolute Continuity of Measures and Radon-Nikodym Derivatives (1980) (0)
- Elements of Martingale Theory (2014) (0)
- The Martingale Problem (2014) (0)
- Stochastic Processes: Basic Concepts and Definitions (1980) (0)
- A General Stochastic Equation for the Non-Linear Filtering Problem (1974) (0)
- Chapter 10. Large deviations (1995) (0)
- Book Review: Random series and stochastic integrals: Single and multiple (1997) (0)
- Invariant Measures and Ergodicity (2014) (0)
- Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 (1978) (0)
- Chapter 8. Diffusion processes (1995) (0)
- Chapter 6. Stochastic differential equations (1995) (0)
- Some Recent Results in Nonlinear Filtering Theory with Finitely Additive White Noise. (1985) (0)
- Some topics in the theory of stochastic processes (1951) (0)
- Jacques-Louis Lions (2002) (0)
- NON-ANTICIPATIVE REPRESENTATIONS OF (2016) (0)
- Prediction and Filtering, Linear (2006) (0)
- Interacting Hilbert Space Valued Stochastic Differential Equations and Propagation of Chaos (1990) (0)
- Review: Ulf Grenander, Probabilities on Algebraic Structures (1965) (0)
- Review: Leo Breiman, Probability (1969) (0)
- Martingales and the Wiener Process (1980) (0)
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