## Budhiraja, Amarjit S.

Compute Distance To:
 Author ID: budhiraja.amarjit-s Published as: Budhiraja, Amarjit; Budhiraja, A.; Budhiraja, Amarjit S. External Links: MGP
 Documents Indexed: 109 Publications since 1992, including 1 Book Co-Authors: 69 Co-Authors with 103 Joint Publications 1,811 Co-Co-Authors
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### Co-Authors

 6 single-authored 20 Dupuis, Paul G. 10 Atar, Rami 9 Wu, Ruoyu 6 Bhamidi, Shankar 6 Kallianpur, Gopinath 5 Ghosh, Arka Prasanna 5 Kushner, Harold J. 5 Liu, Xin 4 Lee, Chihoon 3 Banerjee, Sayan 3 Fischer, Markus 3 Friedlander, Eric Mark 3 Lu, Shu 3 Maroulas, Vasileios 3 Ramanan, Kavita 3 Reinhold, Dominik 3 Ross, Kevin 3 Wang, Xuan 2 Bayraktar, Erhan 2 Borkar, Vivek Shripad 2 Chen, Jiang 2 Cohen, Asaf 2 Conroy, Michael J. 2 Fraiman, Nicolas 2 Ganguly, Arnab 2 Nyquist, Pierre 2 Ocone, Daniel L. 2 Rubenthaler, Sylvain 2 Saha, Subhamay 2 Waterbury, Adam 1 Apte, Amit 1 Baehmann, Peggy L. 1 Bhatt, Abhay G. 1 Biswas, Anup 1 Chen, Lingji 1 Chen, Zhen-Qing 1 Collar, R. R. 1 Del Moral, Pierre 1 Fan, Wai-Tong 1 Fan, Wai-Tong Louis 1 Fricks, John 1 Hannig, Jan 1 Hernandez-Campos, Felix 1 Ide, Kayo 1 Johnson, Dane 1 Jones, Christopher K. R. T. 1 Karandikar, Rajeeva Laxman 1 Kira, Elisabeti 1 Kulkarni, Vidyadhar G. 1 Lamm, Michael 1 Majumder, Abhishek Pal 1 Monter, Sergio Almada 1 Mukherjee, Debankur 1 Perlmutter, Michael 1 Pipiras, Vladas 1 Reddy, Anugu Sumith 1 Salins, Michael 1 Sen, Sanchayan 1 Shephard, Mark S. 1 Shwartz, Adam 1 Smith, F. Donelson 1 Song, Xiaoming 1 Spiller, Elaine T. 1 Tran Dinh Quoc 1 Wentorf, R. 1 Williams, Ruth J. 1 Wu, Guo-Jhen 1 Xu, Lihu 1 Yu, Yang
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### Serials

 15 The Annals of Applied Probability 12 Stochastic Processes and their Applications 11 SIAM Journal on Control and Optimization 8 Electronic Journal of Probability 7 The Annals of Probability 6 Mathematics of Operations Research 4 Probability Theory and Related Fields 3 Advances in Applied Probability 2 Applied Mathematics and Optimization 2 Probability and Mathematical Statistics 2 Stochastic Analysis and Applications 2 Physica D 2 Journal of Theoretical Probability 2 SIAM Journal on Applied Mathematics 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Mathematical Physics 1 IEEE Transactions on Automatic Control 1 Journal of Applied Probability 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Queueing Systems 1 Annals of Operations Research 1 Random Structures & Algorithms 1 Mathematical Programming. Series A. Series B 1 Stochastics and Stochastics Reports 1 Combinatorics, Probability and Computing 1 Statistica Sinica 1 Electronic Communications in Probability 1 Bernoulli 1 Probability in the Engineering and Informational Sciences 1 Discrete and Continuous Dynamical Systems. Series B 1 Communications on Stochastic Analysis 1 Stochastic Systems 1 Probability Theory and Stochastic Modelling
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### Fields

 97 Probability theory and stochastic processes (60-XX) 38 Systems theory; control (93-XX) 20 Operations research, mathematical programming (90-XX) 9 Ordinary differential equations (34-XX) 9 Numerical analysis (65-XX) 8 Partial differential equations (35-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 8 Computer science (68-XX) 6 Combinatorics (05-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Biology and other natural sciences (92-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Statistics (62-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX)

### Citations contained in zbMATH Open

83 Publications have been cited 956 times in 583 Documents Cited by Year
A variational representation for positive functionals of infinite dimensional Brownian motion. Zbl 0994.60028
Budhiraja, Amarjit; Dupuis, Paul
2000
Large deviations for infinite dimensional stochastic dynamical systems. Zbl 1155.60024
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2008
Variational representations for continuous time processes. Zbl 1231.60018
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2011
Large deviations for stochastic partial differential equations driven by a Poisson random measure. Zbl 1259.60065
Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul
2013
Large deviation properties of weakly interacting processes via weak convergence methods. Zbl 1242.60026
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus
2012
Moderate deviation principles for stochastic differential equations with jumps. Zbl 1346.60026
Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab
2016
Stationary distribution convergence for generalized Jackson networks in heavy traffic. Zbl 1214.60013
Budhiraja, Amarjit; Lee, Chihoon
2009
Exponential stability in discrete-time filtering for non-ergodic signal. Zbl 1056.93065
Budhiraja, A.; Ocone, D.
1999
On positive recurrence of constrained diffusion processes. Zbl 1018.60081
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul
2001
Analysis and approximation of rare events. Representations and weak convergence methods. Zbl 1427.60003
Budhiraja, Amarjit; Dupuis, Paul
2019
Long time asymptotics for constrained diffusions in polyhedral domains. Zbl 1119.60066
Budhiraja, Amarjit; Lee, Chihoon
2007
Exponential stability of discrete-time filters for bounded observation noise. Zbl 0901.93066
Budhiraja, A.; Ocone, D.
1997
Simple necessary and sufficient conditions for the stability of constrained processes. Zbl 0934.93068
Budhiraja, Amarjit; Dupuis, Paul
1999
Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem. Zbl 1138.93062
Budhiraja, Amarjit; Ross, Kevin
2007
Large deviations for stochastic flows of diffeomorphisms. Zbl 1452.60021
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2010
A survey of numerical methods for nonlinear filtering problems. Zbl 1114.65301
Budhiraja, Amarjit; Chen, Lingji; Lee, Chihoon
2007
Confidence regions for stochastic variational inequalities. Zbl 1291.90262
Lu, Shu; Budhiraja, Amarjit
2013
Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function. Zbl 1125.60096
Budhiraja, Amarjit; Ghosh, Arka Prasanna
2006
Approximations to the solution of the Zakai equation using multiple Wiener and Stratonovich integral expansions. Zbl 0912.60059
Budhiraja, A.; Kallianpur, G.
1996
Ergodic control for constrained diffusions: Characterization using HJB equations. Zbl 1101.93082
Borkar, Vivek; Budhiraja, Amarjit
2005
Existence of optimal controls for singular control problems with state constraints. Zbl 1118.49008
Budhiraja, Amarjit; Ross, Kevin
2006
The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs. Zbl 1318.60012
Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan
2014
Singular control with state constraints on unbounded domain. Zbl 1106.93054
Atar, Rami; Budhiraja, Amarjit
2006
Robustness of nonlinear filters over the infinite time interval. Zbl 0915.93063
Budhiraja, Amarjit; Kushner, Harold J.
1998
Stability properties of constrained jump-diffusion processes. Zbl 1011.60061
Atar, Rami; Budhiraja, Amarjit
2002
A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic. Zbl 1080.60084
Budhiraja, Amarjit; Ghosh, Arka Prasanna
2005
Ergodic rate control problem for single class queueing networks. Zbl 1226.93138
Budhiraja, Amarjit; Ghosh, Arka P.; Lee, Chihoon
2011
Approximation and limit results for nonlinear filters over an infinite time interval. Zbl 0934.93064
Budhiraja, Amarjit; Kushner, Harold J.
1999
Weakly interacting particle systems on inhomogeneous random graphs. Zbl 1455.60017
Bhamidi, Shankar; Budhiraja, Amarjit; Wu, Ruoyu
2019
Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter. Zbl 1160.60318
Budhiraja, A.
2003
Large deviations for multidimensional state-dependent shot-noise processes. Zbl 1334.60028
Budhiraja, Amarjit; Nyquist, Pierre
2015
Large deviations for small noise diffusions in a fast Markovian environment. Zbl 1402.60030
Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab
2018
A stochastic differential game for the inhomogeneous $$\infty$$-Laplace equation. Zbl 1192.91025
Atar, Rami; Budhiraja, Amarjit
2010
Limits of relative entropies associated with weakly interacting particle systems. Zbl 1321.60202
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita
2015
Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes. Zbl 1337.60240
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita
2015
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. Zbl 1386.90159
Lamm, Michael; Lu, Shu; Budhiraja, Amarjit
2017
Aggregation models with limited choice and the multiplicative coalescent. Zbl 1307.05200
Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan
2015
A nonlinear filtering algorithm based on an approximation of the conditional distribution. Zbl 0976.93080
Kushner, Harold J.; Budhiraja, Amarjit S.
2000
Controlled stochastic networks in heavy traffic: convergence of value functions. Zbl 1244.60091
Budhiraja, Amarjit; Ghosh, Arka P.
2012
A further remark on dynamic programming for partially observed Markov processes. Zbl 1114.93098
Borkar, Vivek S.; Budhiraja, Amarjit
2004
Monte Carlo algorithms and asymptotic problems in nonlinear filtering. Zbl 1129.93535
Budhiraja, Amarjit; Kushner, Harold J.
2000
On the multi-dimensional skew Brownian motion. Zbl 1328.60133
Atar, Rami; Budhiraja, Amarjit
2015
Markov property and ergodicity of the nonlinear filter. Zbl 0970.60047
Bhatt, A. G.; Budhiraja, A.; Karandikar, R. L.
2000
Optimal stopping and free boundary characterizations for some Brownian control problems. Zbl 1158.93032
Budhiraja, Amarjit; Ross, Kevin
2008
Approximation and limit results for nonlinear filters over an infinite time interval. II: Random sampling algorithms. Zbl 1031.93148
Budhiraja, Amarjit; Kushner, Harold J.
2000
Some fluctuation results for weakly interacting multi-type particle systems. Zbl 1338.60228
Budhiraja, Amarjit; Wu, Ruoyu
2016
Uniform large deviation principles for Banach space valued stochastic evolution equations. Zbl 1472.60052
Salins, Michael; Budhiraja, Amarjit; Dupuis, Paul
2019
Molecular motors, Brownian ratchets, and reflected diffusions. Zbl 1132.92005
Budhiraja, Amarjit; Fricks, John
2006
HJB equations for certain singularly controlled diffusions. Zbl 1142.93037
Atar, Rami; Budhiraja, Amarjit; Williams, Ruth J.
2007
Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic. Zbl 1310.60126
Budhiraja, Amarjit; Ghosh, Arka; Liu, Xin
2014
Supermarket model on graphs. Zbl 1412.60051
Budhiraja, Amarjit; Mukherjee, Debankur; Wu, Ruoyu
2019
On invariant measures of discrete time filters in the correlated signal-noise case. Zbl 1012.60044
Budhiraja, A.
2002
Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity. Zbl 1156.60037
Atar, Rami; Budhiraja, Amarjit; Ramanan, Kavita
2008
Long time results for a weakly interacting particle system in discrete time. Zbl 1316.60142
Budhiraja, Amarjit; Majumder, Abhishek Pal
2015
Moderate deviation principles for weakly interacting particle systems. Zbl 1369.60012
Budhiraja, Amarjit; Wu, Ruoyu
2017
Central limit results for jump diffusions with mean field interaction and a common factor. Zbl 1373.60051
Budhiraja, Amarjit; Kira, Elisabeti; Saha, Subhamay
2017
Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps. Zbl 1391.60232
Budhiraja, Amarjit; Friedlander, Eric
2018
Stochastic differential equation for TCP window size. Zbl 1037.60056
Budhiraja, A.; Hernández-Campos, F.; Kulkarni, V. G.; Smith, F. D.
2004
The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering. Zbl 0872.60042
Budhiraja, A.; Kallianpur, G.
1997
Exit time and invariant measure asymptotics for small noise constrained diffusions. Zbl 1221.60035
Biswas, Anup; Budhiraja, Amarjit
2011
An ergodic control problem for constrained diffusion processes: Existence of optimal Markov control. Zbl 1037.93073
Budhiraja, Amarjit
2003
Ergodic properties of the nonlinear filter. Zbl 1059.60054
Budhiraja, A.
2001
Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {$$\mathbb R_+$$}. Zbl 1064.60044
Budhiraja, Amarjit; Dupuis, Paul
2003
A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method. Zbl 1425.91043
Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf
2018
Multiscale diffusion approximations for stochastic networks in heavy traffic. Zbl 1219.60021
Budhiraja, Amarjit; Liu, Xin
2011
The generalized Hu-Meyer formula for random kernels. Zbl 0876.60029
Budhiraja, A.; Kallianpur, G.
1997
Two results on multiple Stratonovich integrals. Zbl 1002.60544
Budhiraja, A.; Kallianpur, G.
1997
Modified particle filter methods for assimilating Lagrangian data into a point-vortex model. Zbl 1143.76409
Spiller, Elaine T.; Budhiraja, Amarjit; Ide, Kayo; Jones, Chris K. R. T.
2008
Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type. Zbl 1357.60105
Budhiraja, Amarjit; Fan, Wai-Tong Louis
2017
Bounded-size rules: the barely subcritical regime. Zbl 1336.05113
Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan
2014
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence. Zbl 1476.60056
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu
2021
Many-server asymptotics for join-the-shortest-queue: large deviations and rare events. Zbl 1477.60053
Budhiraja, Amarjit; Friedlander, Eric; Wu, Ruoyu
2021
Stability of constrained Markov-modulated diffusions. Zbl 1297.60056
Budhiraja, Amarjit; Liu, Xin
2012
Large deviations for Brownian particle systems with killing. Zbl 1404.60036
Budhiraja, Amarjit; Fan, Wai-Tong (Louis); Wu, Ruoyu
2018
Representations for functionals of Hilbert space valued diffusions. Zbl 0922.60030
Budhiraja, Amarjit; Dupuis, Paul
1999
On near optimal trajectories for a game associated with the $$\infty$$-Laplacian. Zbl 1233.91026
Atar, Rami; Budhiraja, Amarjit
2011
Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0861.60068
Budhiraja, A.; Kallianpur, G.
1995
Discrete time Markovian agents interacting through a potential. Zbl 1374.60126
Budhiraja, Amarjit; Del Moral, Pierre; Rubenthaler, Sylvain
2013
Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0815.60047
Budhiraja, A.; Kallianpur, G.
1994
Rate control under heavy traffic with strategic servers. Zbl 1409.60131
Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf
2019
Diffusion approximations for load balancing mechanisms in cloud storage systems. Zbl 1427.60187
Budhiraja, Amarjit; Friedlander, Eric
2019
Construction of asymptotically optimal control for crisscross network from a free boundary problem. Zbl 1359.60109
Budhiraja, Amarjit; Liu, Xin; Saha, Subhamay
2016
Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions. Zbl 1472.60135
Banerjee, Sayan; Budhiraja, Amarjit
2020
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence. Zbl 1476.60056
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu
2021
Many-server asymptotics for join-the-shortest-queue: large deviations and rare events. Zbl 1477.60053
Budhiraja, Amarjit; Friedlander, Eric; Wu, Ruoyu
2021
Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions. Zbl 1472.60135
Banerjee, Sayan; Budhiraja, Amarjit
2020
Analysis and approximation of rare events. Representations and weak convergence methods. Zbl 1427.60003
Budhiraja, Amarjit; Dupuis, Paul
2019
Weakly interacting particle systems on inhomogeneous random graphs. Zbl 1455.60017
Bhamidi, Shankar; Budhiraja, Amarjit; Wu, Ruoyu
2019
Uniform large deviation principles for Banach space valued stochastic evolution equations. Zbl 1472.60052
Salins, Michael; Budhiraja, Amarjit; Dupuis, Paul
2019
Supermarket model on graphs. Zbl 1412.60051
Budhiraja, Amarjit; Mukherjee, Debankur; Wu, Ruoyu
2019
Rate control under heavy traffic with strategic servers. Zbl 1409.60131
Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf
2019
Diffusion approximations for load balancing mechanisms in cloud storage systems. Zbl 1427.60187
Budhiraja, Amarjit; Friedlander, Eric
2019
Large deviations for small noise diffusions in a fast Markovian environment. Zbl 1402.60030
Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab
2018
Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps. Zbl 1391.60232
Budhiraja, Amarjit; Friedlander, Eric
2018
A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method. Zbl 1425.91043
Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf
2018
Large deviations for Brownian particle systems with killing. Zbl 1404.60036
Budhiraja, Amarjit; Fan, Wai-Tong (Louis); Wu, Ruoyu
2018
Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. Zbl 1386.90159
Lamm, Michael; Lu, Shu; Budhiraja, Amarjit
2017
Moderate deviation principles for weakly interacting particle systems. Zbl 1369.60012
Budhiraja, Amarjit; Wu, Ruoyu
2017
Central limit results for jump diffusions with mean field interaction and a common factor. Zbl 1373.60051
Budhiraja, Amarjit; Kira, Elisabeti; Saha, Subhamay
2017
Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type. Zbl 1357.60105
Budhiraja, Amarjit; Fan, Wai-Tong Louis
2017
Moderate deviation principles for stochastic differential equations with jumps. Zbl 1346.60026
Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab
2016
Some fluctuation results for weakly interacting multi-type particle systems. Zbl 1338.60228
Budhiraja, Amarjit; Wu, Ruoyu
2016
Construction of asymptotically optimal control for crisscross network from a free boundary problem. Zbl 1359.60109
Budhiraja, Amarjit; Liu, Xin; Saha, Subhamay
2016
Large deviations for multidimensional state-dependent shot-noise processes. Zbl 1334.60028
Budhiraja, Amarjit; Nyquist, Pierre
2015
Limits of relative entropies associated with weakly interacting particle systems. Zbl 1321.60202
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita
2015
Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes. Zbl 1337.60240
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita
2015
Aggregation models with limited choice and the multiplicative coalescent. Zbl 1307.05200
Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan
2015
On the multi-dimensional skew Brownian motion. Zbl 1328.60133
Atar, Rami; Budhiraja, Amarjit
2015
Long time results for a weakly interacting particle system in discrete time. Zbl 1316.60142
Budhiraja, Amarjit; Majumder, Abhishek Pal
2015
The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs. Zbl 1318.60012
Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan
2014
Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic. Zbl 1310.60126
Budhiraja, Amarjit; Ghosh, Arka; Liu, Xin
2014
Bounded-size rules: the barely subcritical regime. Zbl 1336.05113
Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan
2014
Large deviations for stochastic partial differential equations driven by a Poisson random measure. Zbl 1259.60065
Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul
2013
Confidence regions for stochastic variational inequalities. Zbl 1291.90262
Lu, Shu; Budhiraja, Amarjit
2013
Discrete time Markovian agents interacting through a potential. Zbl 1374.60126
Budhiraja, Amarjit; Del Moral, Pierre; Rubenthaler, Sylvain
2013
Large deviation properties of weakly interacting processes via weak convergence methods. Zbl 1242.60026
Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus
2012
Controlled stochastic networks in heavy traffic: convergence of value functions. Zbl 1244.60091
Budhiraja, Amarjit; Ghosh, Arka P.
2012
Stability of constrained Markov-modulated diffusions. Zbl 1297.60056
Budhiraja, Amarjit; Liu, Xin
2012
Variational representations for continuous time processes. Zbl 1231.60018
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2011
Ergodic rate control problem for single class queueing networks. Zbl 1226.93138
Budhiraja, Amarjit; Ghosh, Arka P.; Lee, Chihoon
2011
Exit time and invariant measure asymptotics for small noise constrained diffusions. Zbl 1221.60035
Biswas, Anup; Budhiraja, Amarjit
2011
Multiscale diffusion approximations for stochastic networks in heavy traffic. Zbl 1219.60021
Budhiraja, Amarjit; Liu, Xin
2011
On near optimal trajectories for a game associated with the $$\infty$$-Laplacian. Zbl 1233.91026
Atar, Rami; Budhiraja, Amarjit
2011
Large deviations for stochastic flows of diffeomorphisms. Zbl 1452.60021
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2010
A stochastic differential game for the inhomogeneous $$\infty$$-Laplace equation. Zbl 1192.91025
Atar, Rami; Budhiraja, Amarjit
2010
Stationary distribution convergence for generalized Jackson networks in heavy traffic. Zbl 1214.60013
Budhiraja, Amarjit; Lee, Chihoon
2009
Large deviations for infinite dimensional stochastic dynamical systems. Zbl 1155.60024
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios
2008
Optimal stopping and free boundary characterizations for some Brownian control problems. Zbl 1158.93032
Budhiraja, Amarjit; Ross, Kevin
2008
Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity. Zbl 1156.60037
Atar, Rami; Budhiraja, Amarjit; Ramanan, Kavita
2008
Modified particle filter methods for assimilating Lagrangian data into a point-vortex model. Zbl 1143.76409
Spiller, Elaine T.; Budhiraja, Amarjit; Ide, Kayo; Jones, Chris K. R. T.
2008
Long time asymptotics for constrained diffusions in polyhedral domains. Zbl 1119.60066
Budhiraja, Amarjit; Lee, Chihoon
2007
Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem. Zbl 1138.93062
Budhiraja, Amarjit; Ross, Kevin
2007
A survey of numerical methods for nonlinear filtering problems. Zbl 1114.65301
Budhiraja, Amarjit; Chen, Lingji; Lee, Chihoon
2007
HJB equations for certain singularly controlled diffusions. Zbl 1142.93037
Atar, Rami; Budhiraja, Amarjit; Williams, Ruth J.
2007
Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function. Zbl 1125.60096
Budhiraja, Amarjit; Ghosh, Arka Prasanna
2006
Existence of optimal controls for singular control problems with state constraints. Zbl 1118.49008
Budhiraja, Amarjit; Ross, Kevin
2006
Singular control with state constraints on unbounded domain. Zbl 1106.93054
Atar, Rami; Budhiraja, Amarjit
2006
Molecular motors, Brownian ratchets, and reflected diffusions. Zbl 1132.92005
Budhiraja, Amarjit; Fricks, John
2006
Ergodic control for constrained diffusions: Characterization using HJB equations. Zbl 1101.93082
Borkar, Vivek; Budhiraja, Amarjit
2005
A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic. Zbl 1080.60084
Budhiraja, Amarjit; Ghosh, Arka Prasanna
2005
A further remark on dynamic programming for partially observed Markov processes. Zbl 1114.93098
Borkar, Vivek S.; Budhiraja, Amarjit
2004
Stochastic differential equation for TCP window size. Zbl 1037.60056
Budhiraja, A.; Hernández-Campos, F.; Kulkarni, V. G.; Smith, F. D.
2004
Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter. Zbl 1160.60318
Budhiraja, A.
2003
An ergodic control problem for constrained diffusion processes: Existence of optimal Markov control. Zbl 1037.93073
Budhiraja, Amarjit
2003
Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {$$\mathbb R_+$$}. Zbl 1064.60044
Budhiraja, Amarjit; Dupuis, Paul
2003
Stability properties of constrained jump-diffusion processes. Zbl 1011.60061
Atar, Rami; Budhiraja, Amarjit
2002
On invariant measures of discrete time filters in the correlated signal-noise case. Zbl 1012.60044
Budhiraja, A.
2002
On positive recurrence of constrained diffusion processes. Zbl 1018.60081
Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul
2001
Ergodic properties of the nonlinear filter. Zbl 1059.60054
Budhiraja, A.
2001
A variational representation for positive functionals of infinite dimensional Brownian motion. Zbl 0994.60028
Budhiraja, Amarjit; Dupuis, Paul
2000
A nonlinear filtering algorithm based on an approximation of the conditional distribution. Zbl 0976.93080
Kushner, Harold J.; Budhiraja, Amarjit S.
2000
Monte Carlo algorithms and asymptotic problems in nonlinear filtering. Zbl 1129.93535
Budhiraja, Amarjit; Kushner, Harold J.
2000
Markov property and ergodicity of the nonlinear filter. Zbl 0970.60047
Bhatt, A. G.; Budhiraja, A.; Karandikar, R. L.
2000
Approximation and limit results for nonlinear filters over an infinite time interval. II: Random sampling algorithms. Zbl 1031.93148
Budhiraja, Amarjit; Kushner, Harold J.
2000
Exponential stability in discrete-time filtering for non-ergodic signal. Zbl 1056.93065
Budhiraja, A.; Ocone, D.
1999
Simple necessary and sufficient conditions for the stability of constrained processes. Zbl 0934.93068
Budhiraja, Amarjit; Dupuis, Paul
1999
Approximation and limit results for nonlinear filters over an infinite time interval. Zbl 0934.93064
Budhiraja, Amarjit; Kushner, Harold J.
1999
Representations for functionals of Hilbert space valued diffusions. Zbl 0922.60030
Budhiraja, Amarjit; Dupuis, Paul
1999
Robustness of nonlinear filters over the infinite time interval. Zbl 0915.93063
Budhiraja, Amarjit; Kushner, Harold J.
1998
Exponential stability of discrete-time filters for bounded observation noise. Zbl 0901.93066
Budhiraja, A.; Ocone, D.
1997
The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering. Zbl 0872.60042
Budhiraja, A.; Kallianpur, G.
1997
The generalized Hu-Meyer formula for random kernels. Zbl 0876.60029
Budhiraja, A.; Kallianpur, G.
1997
Two results on multiple Stratonovich integrals. Zbl 1002.60544
Budhiraja, A.; Kallianpur, G.
1997
Approximations to the solution of the Zakai equation using multiple Wiener and Stratonovich integral expansions. Zbl 0912.60059
Budhiraja, A.; Kallianpur, G.
1996
Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0861.60068
Budhiraja, A.; Kallianpur, G.
1995
Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0815.60047
Budhiraja, A.; Kallianpur, G.
1994
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### Cited by 710 Authors

 48 Budhiraja, Amarjit S. 23 Dupuis, Paul G. 16 Zhai, Jianliang 15 Zhang, Tusheng S. 13 Lee, Chihoon 10 Atar, Rami 10 Wu, Ruoyu 10 Zhang, Xicheng 9 Ramanan, Kavita 9 Xiong, Jie 9 Zhang, Rangrang 8 Maroulas, Vasileios 8 van Handel, Ramon 8 Wang, Ran 7 Cohen, Asaf 7 Liu, Wei 6 Banerjee, Sayan 6 Bhamidi, Shankar 6 Dong, Zhao 6 Duan, Jinqiao 6 Fischer, Markus 6 Ghosh, Arka Prasanna 6 Mohan, Manil Thankamani 6 Pang, Guodong 5 Arapostathis, Aristotle 5 Bao, Feng 5 Biswas, Anup 5 Chigansky, Pavel 5 Jin, Zhuo 5 Li, Yumeng 5 Lipshutz, David 5 Ren, Jiagang 5 Saldi, Naci 5 Salins, Michael 5 Suvinthra, Murugan 5 Ye, Hengqing 5 Yin, Gang George 5 Yüksel, Serdar 4 Brzeźniak, Zdzisław 4 Cao, Yanzhao 4 Chen, Yong 4 Fatheddin, Parisa 4 Ganguly, Arnab 4 Gao, Hongjun 4 Han, Huan 4 Hening, Alexandru 4 Högele, Michael Anton 4 Hu, Yaozhong 4 Li, Shihu 4 Lu, Shu 4 Manna, Utpal 4 Moulines, Eric 4 Rudenko, E. A. 4 Sarantsev, Andrey 4 Sen, Sanchayan 4 Tran, Ky Quan 4 Weerasinghe, Ananda P. N. 4 Yin, George Gang 4 Zang, Qingpei 4 Zhang, Shuguang 3 Bailleul, Ismaël F. 3 Balachandran, Krishnan 3 Başar, Tamer 3 Bayraktar, Erhan 3 Chen, Xiaojun 3 Coppini, Fabio 3 Dai Pra, Paolo 3 Dai, J. G. (Jim) 3 Delarue, François 3 Douc, Randal 3 Friedlander, Eric Mark 3 Ghosh, Mrinal Kanti 3 Guo, Boling 3 Kraaij, Richard Clemens 3 Lacker, Daniel 3 Li, Ruinan 3 Liu, Xin 3 Ma, Xiaocui 3 MacLaurin, James N. 3 Mellouk, Mohamed 3 Millet, Annie 3 Mukherjee, Debankur 3 Nguyen Huu Du 3 Nyquist, Pierre 3 Oudjane, Nadia 3 Perthame, Benoît 3 Pradhan, Somnath 3 Qiu, Zhaoyang 3 Raginsky, Maxim 3 Riordan, Oliver Maxim 3 Röckner, Michael 3 Shanbhag, Uday V. 3 Souganidis, Panagiotis E. 3 Spiliopoulos, Konstantinos V. 3 Stettner, Łukasz 3 van der Hofstad, Remco W. 3 van Leeuwaarden, Johan S. H. 3 Ward, Amy R. 3 Warnke, Lutz 3 Whitt, Ward ...and 610 more Authors
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### Cited in 158 Serials

 51 Stochastic Processes and their Applications 41 The Annals of Applied Probability 24 Queueing Systems 18 SIAM Journal on Control and Optimization 17 The Annals of Probability 16 Applied Mathematics and Optimization 14 Mathematics of Operations Research 14 Systems & Control Letters 14 Stochastics and Dynamics 13 Journal of Differential Equations 12 Automatica 11 Journal of Statistical Physics 11 Stochastic Systems 10 Journal of Applied Probability 10 Stochastic Analysis and Applications 10 Probability Theory and Related Fields 10 Mathematical Programming. Series A. Series B 10 Electronic Journal of Probability 9 Statistics & Probability Letters 9 Journal of Theoretical Probability 7 Advances in Applied Probability 7 Physica D 6 Journal of Mathematical Analysis and Applications 6 Bernoulli 6 Discrete and Continuous Dynamical Systems 5 Journal of Mathematical Physics 5 Journal of Functional Analysis 5 Potential Analysis 5 Infinite Dimensional Analysis, Quantum Probability and Related Topics 5 Discrete and Continuous Dynamical Systems. Series B 4 Communications in Mathematical Physics 4 Journal of Mathematical Biology 4 Journal of Optimization Theory and Applications 4 Transactions of the American Mathematical Society 4 Communications on Pure and Applied Analysis 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Frontiers of Mathematics in China 4 Science China. Mathematics 3 Nonlinearity 3 Journal of Computational and Applied Mathematics 3 Acta Mathematicae Applicatae Sinica. English Series 3 Applied Mathematics Letters 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Journal of Computer and Systems Sciences International 3 NoDEA. Nonlinear Differential Equations and Applications 3 Electronic Communications in Probability 3 Mathematical Problems in Engineering 3 Mathematical Methods of Operations Research 3 Chaos 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Applicable Analysis 2 Archive for Rational Mechanics and Analysis 2 Computers & Mathematics with Applications 2 ZAMP. Zeitschrift für angewandte Mathematik und Physik 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Operations Research 2 Acta Applicandae Mathematicae 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Random Structures & Algorithms 2 Journal of Global Optimization 2 SIAM Journal on Mathematical Analysis 2 Calculus of Variations and Partial Differential Equations 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Journal of Inequalities and Applications 2 Fractional Calculus & Applied Analysis 2 Statistical Inference for Stochastic Processes 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Entropy 2 Multiscale Modeling & Simulation 1 Communications on Pure and Applied Mathematics 1 International Journal of Control 1 Indian Journal of Pure & Applied Mathematics 1 Israel Journal of Mathematics 1 Journal of Computational Physics 1 Physica A 1 Acta Mathematica Vietnamica 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 The Annals of Statistics 1 Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica 1 Applied Mathematics and Computation 1 Duke Mathematical Journal 1 Journal of the American Statistical Association 1 Journal of the Mathematical Society of Japan 1 Kybernetika 1 Mathematika 1 Memoirs of the American Mathematical Society 1 Numerische Mathematik 1 Osaka Journal of Mathematics 1 Pacific Journal of Mathematics 1 Quarterly of Applied Mathematics 1 Tohoku Mathematical Journal. Second Series 1 Operations Research Letters 1 Chinese Annals of Mathematics. Series B 1 Optimization 1 Revista Matemática Iberoamericana 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 Asymptotic Analysis ...and 58 more Serials
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### Cited in 34 Fields

 459 Probability theory and stochastic processes (60-XX) 137 Systems theory; control (93-XX) 111 Partial differential equations (35-XX) 96 Operations research, mathematical programming (90-XX) 62 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 57 Calculus of variations and optimal control; optimization (49-XX) 45 Numerical analysis (65-XX) 40 Statistics (62-XX) 29 Dynamical systems and ergodic theory (37-XX) 29 Computer science (68-XX) 29 Statistical mechanics, structure of matter (82-XX) 24 Combinatorics (05-XX) 23 Fluid mechanics (76-XX) 20 Ordinary differential equations (34-XX) 18 Biology and other natural sciences (92-XX) 12 Information and communication theory, circuits (94-XX) 9 Operator theory (47-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Measure and integration (28-XX) 4 Integral equations (45-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Mechanics of particles and systems (70-XX) 3 Functional analysis (46-XX) 2 Nonassociative rings and algebras (17-XX) 2 Quantum theory (81-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Geometry (51-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX)