Rajeeva Laxman Karandikar

Contact Details

Professor Emeritus
Chennai Mathematical Institute

H1, SIPCOT IT Park
Padur PO, Siruseri 603 103, INDIA

Phone: +91 44 6748 0906
Fax: +91 44 2747 0225
Email: rlk@cmi.ac.in

Research Interests

Stochastic calculus, Semimartingales, General theory of processes, Pathwise approximations of solutions to Stochastic differential equations.
Markov processes, Diffusion processes, Martingale problems.
Filtering theory, linear and non linear.
Finitely additive probability theory.
Limit theorems.
White noise calculus: finitely additive approach.
Stochastic differential equations in infinite dimensions.
Financial applications of Stochastic processes, Option pricing theory.
Boltzman equation and associated Stochastic process.
Psephology in the context of Indian Elections.
Cryptography. Block ciphers.
Monte Carlo simulation.
Bioinformatics- gene identification

Detailed CV ...

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Last updated 4 March, 2016 by Rajeeva Laxman Karandikar <rlk@cmi.ac.in>