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Gopinath Kallianpur
Alumni Distinguished Professor
A new approach to nonlinear filtering and prediction theory, Stochastic differential equations, Stochastic integrals and infinite dimensional calculus, The time domain and spectral theory of two parameter stationary random fields


Education: 

B.A. (1945), M.A. (1946), University of Madras

Ph.D. (1951), UNC-Chapel Hill
 
Professional Background:

University of California, Berkeley (1951-52); Institute of Advanced Study, Princeton (1952-53); Indian Statistical Institute (1953-56); Michigan State University (1956-59, 1961-63); Indiana University (1959-61); University of Minnesota (1963-76); Director, Indian Statistical Institute (1976-79); UNC-Chapel Hill (1979-).

Selected Publications:

White Noise Theory of Prediction, Filtering and Smoothing (with R.L. Karandikar), Gordon and Breach, London, (1988).

Diffusion equations in duals of nuclear spaces (with I. Mitoma and R. Wolpert), Stochastics, 29 (1990), 285-329.

Homogeneous chaos, p-forms, scaling and the Feynman integral (with G.W. Johnson), Transactions of the American Mathematical Society, 340 (1993), 503-548.

Stochastic Differential Equations in Infinite Dimensions (with J. Xiong), IMS Monograph Series, Vol. 25 (1996). 

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