S.R.Srinivasa Varadhan

Professor, Mathematics Dept

Advanced Topics in Probability. Fall2012. G63.2932.01

Large Deviations Spring 2012. G63.2932.01

Large Deviations, Spring, 2010

Calculus II, Fall 2009

Limit Theorems II, Spring 2006.

fall 05 course

Wald Lectures (2005)

To appear in Annals of Probability

Harmonic Analysis (Spring 00)

Statistics (Spring 00)

Stochastic Processes (Fall 00)

PDE in Finance (Spring 2002)

Limit Theorems (Fall 02)

Introduction to Mathematical Analysis (Spring 03)

Real Analysis (Fall 2003)

PDE in Finance (Spring 2004)

Linear Algebra (Fall 04)

Undergraduate Probability and Statistics V63.0235 (Spring 2005)

Stochastic Analysis. Fall 06. G63.2931.002

Real variables. Fall 07. G63.2430

Stochastic Calculus. Fall 08. G63.2902.001

Advanced Topics in Probability. Spring 2011. G63.2932.01


Statistical and Mathematical Methods
Courant Institute of Mathematica Sciences
Department of Mathematics
New York University


Mail Address

251 Mercer St. New York, NY 10012, U.S.A.

Phones

212.998.3334 (voice) 212.995.4121 (fax)

Email

varadhan@cims.nyu.edu