Rajeeva Karandikar

Director
Mathematics
Chennai Mathematical Institute
India

Academician Mathematics
Biography

Qualifications:  Ph.D. Indian Statistical Institute, Kolkata (1981). M. Stat., Indian Statistical Institute, Kolkata (1978) B. Sc., Indore University, Indore (1976) Positions Held: Executive Vice-President, Cranes Software International Limited Head, Delhi Center, Indian Statistical Institute Professor, Indian Statistical Institute, Delhi.

Research Intrest

Probability theory and Stochatic Processes Applications of Statistics Cryptography   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