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- Theory and application of random fields: proceedings of the IFIP-WG 7 (1982)

- Statistics and probability: essays in honor of C.R. Rao (1982)

- Statistics and probability: Essays in honour of C. R. Rao (1982)

- Statistics and Probability: Essays in Honor of C. R. Rao (1982)

- White noise theory of prediction, filtering, and smoothing (1988)

- Stochastic differential equations in infinite dimensional spaces (1995)

- Introduction to option pricing theory (2000)

- Correlation and spectral theory for periodically correlated random fields indexed on $Z^2$. Journal of Multivariate Analysis 2004. 90:359-383 .
- Obituary: Indra Mohan Chakravarti, 1928-2002. IMS Bulletin 2002. 31:10-10 .
- Nonlinear filtering with stochastic delay equations. .
- Robustness of the nonlinear filter. Stochastic Processes and their Applications 1999. 81:247-254 .
- Chaos decomposition of multiple fractional integrals and applications. Probability Theory and Related Fields 1999. 115:527-548 .
- Multiple fractional integrals. Probability Theory and Related Fields 1999. 115:505-525 .
- A curious example from statistical differential geometry. Theory of Probability and its Applications 1998. 43:42-62 .
- Prasanta Chandra Mahalanobis. .
- Two results on multiple Stratonovich integrals. Statistica Sinica 1997. 7:907-922 .
- Approximations to the solution of the Zakai equation using multiple Wiener and Stratonovich integral expansions. Stochastics and Stochastics Reports 1996. 56:271-315 .
- Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering. The Annals of Probability 1995. 23:1895-1938 .
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures. The Annals of Applied Probability 1995. 5:493-517 .
- On Fisher's lower bound to asymptotic variance of a consistent estimate. .
- Stochastic models of environmental pollution. Advances in Applied Probability 1994. 26:377-403 .
- Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity. Acta Applicandae Mathematicae 1994. 35:63-102 .
- The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by Poisson random measures. Stochastics and Stochastics Reports 1994. 50:85-122 .
- Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. .
- Stochastic differential equations in infinite dimensions: A brief survey and some new directions of research. .
- Homogeneous chaos, $p$-forms, scaling and the Feynman integral. Transactions of the American Mathematical Society 1993. 340:503-548 .
- Periodically correlated processes and their relationship to $L_2[0,T]$-valued stationary sequences (STMA V35 3289). .
- The analytic Feynman integral of the natural extension of $p$th homogeneous chaos. Rendiconti del Circolo Matematico di Palermo, Serie II 1992. 28:181-199 .
- Random reflections. .
- Propagation of chaos for systems of interacting neurons (STMA V35 1881). .
- A line grid method in areal sampling and its connection with some early work of H. Robbins. American Journal of Mathematical and Management Sciences 1991. 11:39-53 .
- Parameter estimation in linear filtering. Journal of Multivariate Analysis 1991. 39:284-304 .
- Diffusion equations in duals of nuclear spaces. Stochastics and Stochastics Reports 1990. 29:285-329 .
- Infinite dimensional stochastic differential equations with applications (STMA V33 1705). .
- Some remarks on Hu and Meyer's paper and infinite-dimensional calculus on finitely additive canonical Hilbert space. Theory of Probability and its Applications 1990. 34:679-689 .
- On the prediction theory of two-parameter stationary random fields. Journal of Multivariate Analysis 1990. 32:120-149 .
- Review: Murray Rosenblatt, Stationary sequences and random fields. Bulletin of the American Mathematical Society 1989. 21:133-139 .
- Smoothness properties of the conditional expectation in finitely additive white noise filtering. .
- Smoothness properties of the conditional expectation in finitely additive white noise filtering. Journal of Multivariate Analysis 1988. 27:261-269 .
- Stochastic differential equations for neuronal behavior. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1986. 1986:400-416 .
- Linear prediction and filtering. .
- A finitely additive white noise approach to nonlinear filtering: A brief survey. .
- Prasanta Chandra Mahalanobis. .
- White noise calculus and nonlinear filtering theory. The Annals of Probability 1985. 13:1033-1107 .
- Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula (STMA V27 2768). Annales de l'Institut Henri Poincaré: Probabilités et Statistiques 1985. 21:323-361 .
- Ergodic property of the Brownian motion process. .
- The nonlinear filtering problem for the unbounded case. Stochastic Processes and their Applications 1984. 18:57-66 .
- Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory. Probability Theory and Related Fields 1984. 66:1-17 .
- On the splicing of measures. The Annals of Probability 1983. 11:819-822 .
- Some recent developments in nonlinear filtering theory. Acta Applicandae Mathematicae 1983. 1:399-434 .
- On the diffusion approximation to a discontinuous model for a single neuron. .
- Indian Statistical Institute. .
- A generalized Cameron-Feynman integral. .
- Gaussian random fields. Applied Mathematics and Optimization 1980. 6:361-376 .
- A stochastic equation for the conditional density in a filtering problem. .
- Freidlin-Wentzell type estimates for abstract Wiener spaces. Sankhyā, Series A 1978. 40:116-137 .
- Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem. Journal of Multivariate Analysis 1977. 7:28-49 .
- A stochastic equation for the optimal non-linear filter. .
- Canonical representations of equivalent Gaussian processes. Stochastic Processes and Related Topics 1975. 1:195-222 .
- The square of a Gaussian Markov process and nonlinear prediction. Journal of Multivariate Analysis 1975. 5:451-461 .
- Non-anticipative canonical representations of equivalent Gaussian processes. .
- Canonical representations of equivalent Gaussian processes. Sankhyā, Series A 1973. 35:405-416 .
- Non-anticipative representations of equivalent Gaussian processes. The Annals of Probability 1973. 1:104-122 .
- Oscillation function of a multiparameter Gaussian process. Nagoya Mathematical Journal 1972. 1972:- .
- Supports of Gaussian measures. Berkeley Symposium on Mathematical Statistics and Probability 1972. 1972:- .
- Stochastic differential equations for the non linear filtering problem. Osaka Journal of Mathematics 1972. 9:19-40 .
- Abstract Wiener processes and their reproducing kernel Hilbert spaces. Probability Theory and Related Fields 1971. 17:113-123 .
- A stochastic differential equation of Fisk type for estimation and nonlinear filtering problems. SIAM Journal on Applied Mathematics 1971. 21:61-72 .
- The Bernstein-von Mises theorem for Markov processes. The Annals of Mathematical Statistics 1971. 42:1241-1253 .
- Zero-one laws for Gaussian processes. Transactions of the American Mathematical Society 1970. 149:199-211 .
- A note on uniform convergence of stochastic processes. The Annals of Mathematical Statistics 1970. 41:1360-1362 .
- Stochastic differential equations occurring in the estimation of continuous parameter stochastic processes. Theory of Probability and its Applications 1969. 14:567-594 .
- Stochastic differential equations in statistical estimation problems. .
- Review: Leo Breiman, Probability. The Annals of Mathematical Statistics 1969. 40:1132-1133 .
- Estimation of stochastic systems; arbitrary system process with additive white noise observations error. The Annals of Mathematical Statistics 1968. 39:785-801 .
- Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors. The Annals of Mathematical Statistics 1968. 39:785-801 .
- Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes. Arkiv för Matematik 1966. 6:319-335 .
- Multiplicity and representation theory of purely non-deterministic stochastic processes. Theory of Probability and its Applications 1965. 10:553-581 .
- Review: Ulf Grenander, Probabilities on Algebraic Structures. Bulletin of the American Mathematical Society 1965. 36:345-347 .
- The sequence of sums of independent random variables. Duke Mathematical Journal 1954. 21:285-307 .