Edit Profile (opens in new tab) Budhiraja, Amarjit S. Compute Distance To: Compute 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 all top 5 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 all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 0994.60028Budhiraja, Amarjit; Dupuis, Paul 106 2000 Large deviations for infinite dimensional stochastic dynamical systems. Zbl 1155.60024Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios 104 2008 Variational representations for continuous time processes. Zbl 1231.60018Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios 57 2011 Large deviations for stochastic partial differential equations driven by a Poisson random measure. Zbl 1259.60065Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul 45 2013 Large deviation properties of weakly interacting processes via weak convergence methods. Zbl 1242.60026Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus 41 2012 Moderate deviation principles for stochastic differential equations with jumps. Zbl 1346.60026Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab 33 2016 Stationary distribution convergence for generalized Jackson networks in heavy traffic. Zbl 1214.60013Budhiraja, Amarjit; Lee, Chihoon 28 2009 Exponential stability in discrete-time filtering for non-ergodic signal. Zbl 1056.93065Budhiraja, A.; Ocone, D. 25 1999 On positive recurrence of constrained diffusion processes. Zbl 1018.60081Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul 25 2001 Analysis and approximation of rare events. Representations and weak convergence methods. Zbl 1427.60003Budhiraja, Amarjit; Dupuis, Paul 23 2019 Long time asymptotics for constrained diffusions in polyhedral domains. Zbl 1119.60066Budhiraja, Amarjit; Lee, Chihoon 23 2007 Exponential stability of discrete-time filters for bounded observation noise. Zbl 0901.93066Budhiraja, A.; Ocone, D. 22 1997 Simple necessary and sufficient conditions for the stability of constrained processes. Zbl 0934.93068Budhiraja, Amarjit; Dupuis, Paul 18 1999 Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem. Zbl 1138.93062Budhiraja, Amarjit; Ross, Kevin 18 2007 Large deviations for stochastic flows of diffeomorphisms. Zbl 1452.60021Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios 17 2010 A survey of numerical methods for nonlinear filtering problems. Zbl 1114.65301Budhiraja, Amarjit; Chen, Lingji; Lee, Chihoon 17 2007 Confidence regions for stochastic variational inequalities. Zbl 1291.90262Lu, Shu; Budhiraja, Amarjit 14 2013 Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function. Zbl 1125.60096Budhiraja, Amarjit; Ghosh, Arka Prasanna 14 2006 Approximations to the solution of the Zakai equation using multiple Wiener and Stratonovich integral expansions. Zbl 0912.60059Budhiraja, A.; Kallianpur, G. 13 1996 Ergodic control for constrained diffusions: Characterization using HJB equations. Zbl 1101.93082Borkar, Vivek; Budhiraja, Amarjit 13 2005 Existence of optimal controls for singular control problems with state constraints. Zbl 1118.49008Budhiraja, Amarjit; Ross, Kevin 13 2006 The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs. Zbl 1318.60012Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan 11 2014 Singular control with state constraints on unbounded domain. Zbl 1106.93054Atar, Rami; Budhiraja, Amarjit 11 2006 Robustness of nonlinear filters over the infinite time interval. Zbl 0915.93063Budhiraja, Amarjit; Kushner, Harold J. 10 1998 Stability properties of constrained jump-diffusion processes. Zbl 1011.60061Atar, Rami; Budhiraja, Amarjit 10 2002 A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic. Zbl 1080.60084Budhiraja, Amarjit; Ghosh, Arka Prasanna 10 2005 Ergodic rate control problem for single class queueing networks. Zbl 1226.93138Budhiraja, Amarjit; Ghosh, Arka P.; Lee, Chihoon 10 2011 Approximation and limit results for nonlinear filters over an infinite time interval. Zbl 0934.93064Budhiraja, Amarjit; Kushner, Harold J. 10 1999 Weakly interacting particle systems on inhomogeneous random graphs. Zbl 1455.60017Bhamidi, Shankar; Budhiraja, Amarjit; Wu, Ruoyu 9 2019 Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter. Zbl 1160.60318Budhiraja, A. 9 2003 Large deviations for multidimensional state-dependent shot-noise processes. Zbl 1334.60028Budhiraja, Amarjit; Nyquist, Pierre 9 2015 Large deviations for small noise diffusions in a fast Markovian environment. Zbl 1402.60030Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab 8 2018 A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation. Zbl 1192.91025Atar, Rami; Budhiraja, Amarjit 8 2010 Limits of relative entropies associated with weakly interacting particle systems. Zbl 1321.60202Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita 8 2015 Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes. Zbl 1337.60240Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita 8 2015 Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. Zbl 1386.90159Lamm, Michael; Lu, Shu; Budhiraja, Amarjit 8 2017 Aggregation models with limited choice and the multiplicative coalescent. Zbl 1307.05200Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan 7 2015 A nonlinear filtering algorithm based on an approximation of the conditional distribution. Zbl 0976.93080Kushner, Harold J.; Budhiraja, Amarjit S. 7 2000 Controlled stochastic networks in heavy traffic: convergence of value functions. Zbl 1244.60091Budhiraja, Amarjit; Ghosh, Arka P. 6 2012 A further remark on dynamic programming for partially observed Markov processes. Zbl 1114.93098Borkar, Vivek S.; Budhiraja, Amarjit 6 2004 Monte Carlo algorithms and asymptotic problems in nonlinear filtering. Zbl 1129.93535Budhiraja, Amarjit; Kushner, Harold J. 6 2000 On the multi-dimensional skew Brownian motion. Zbl 1328.60133Atar, Rami; Budhiraja, Amarjit 5 2015 Markov property and ergodicity of the nonlinear filter. Zbl 0970.60047Bhatt, A. G.; Budhiraja, A.; Karandikar, R. L. 5 2000 Optimal stopping and free boundary characterizations for some Brownian control problems. Zbl 1158.93032Budhiraja, Amarjit; Ross, Kevin 5 2008 Approximation and limit results for nonlinear filters over an infinite time interval. II: Random sampling algorithms. Zbl 1031.93148Budhiraja, Amarjit; Kushner, Harold J. 5 2000 Some fluctuation results for weakly interacting multi-type particle systems. Zbl 1338.60228Budhiraja, Amarjit; Wu, Ruoyu 5 2016 Uniform large deviation principles for Banach space valued stochastic evolution equations. Zbl 1472.60052Salins, Michael; Budhiraja, Amarjit; Dupuis, Paul 5 2019 Molecular motors, Brownian ratchets, and reflected diffusions. Zbl 1132.92005Budhiraja, Amarjit; Fricks, John 5 2006 HJB equations for certain singularly controlled diffusions. Zbl 1142.93037Atar, Rami; Budhiraja, Amarjit; Williams, Ruth J. 5 2007 Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic. Zbl 1310.60126Budhiraja, Amarjit; Ghosh, Arka; Liu, Xin 4 2014 Supermarket model on graphs. Zbl 1412.60051Budhiraja, Amarjit; Mukherjee, Debankur; Wu, Ruoyu 4 2019 On invariant measures of discrete time filters in the correlated signal-noise case. Zbl 1012.60044Budhiraja, A. 4 2002 Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity. Zbl 1156.60037Atar, Rami; Budhiraja, Amarjit; Ramanan, Kavita 4 2008 Long time results for a weakly interacting particle system in discrete time. Zbl 1316.60142Budhiraja, Amarjit; Majumder, Abhishek Pal 4 2015 Moderate deviation principles for weakly interacting particle systems. Zbl 1369.60012Budhiraja, Amarjit; Wu, Ruoyu 4 2017 Central limit results for jump diffusions with mean field interaction and a common factor. Zbl 1373.60051Budhiraja, Amarjit; Kira, Elisabeti; Saha, Subhamay 4 2017 Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps. Zbl 1391.60232Budhiraja, Amarjit; Friedlander, Eric 3 2018 Stochastic differential equation for TCP window size. Zbl 1037.60056Budhiraja, A.; Hernández-Campos, F.; Kulkarni, V. G.; Smith, F. D. 3 2004 The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering. Zbl 0872.60042Budhiraja, A.; Kallianpur, G. 3 1997 Exit time and invariant measure asymptotics for small noise constrained diffusions. Zbl 1221.60035Biswas, Anup; Budhiraja, Amarjit 3 2011 An ergodic control problem for constrained diffusion processes: Existence of optimal Markov control. Zbl 1037.93073Budhiraja, Amarjit 3 2003 Ergodic properties of the nonlinear filter. Zbl 1059.60054Budhiraja, A. 3 2001 Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}. Zbl 1064.60044Budhiraja, Amarjit; Dupuis, Paul 3 2003 A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method. Zbl 1425.91043Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf 2 2018 Multiscale diffusion approximations for stochastic networks in heavy traffic. Zbl 1219.60021Budhiraja, Amarjit; Liu, Xin 2 2011 The generalized Hu-Meyer formula for random kernels. Zbl 0876.60029Budhiraja, A.; Kallianpur, G. 2 1997 Two results on multiple Stratonovich integrals. Zbl 1002.60544Budhiraja, A.; Kallianpur, G. 2 1997 Modified particle filter methods for assimilating Lagrangian data into a point-vortex model. Zbl 1143.76409Spiller, Elaine T.; Budhiraja, Amarjit; Ide, Kayo; Jones, Chris K. R. T. 2 2008 Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type. Zbl 1357.60105Budhiraja, Amarjit; Fan, Wai-Tong Louis 2 2017 Bounded-size rules: the barely subcritical regime. Zbl 1336.05113Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan 2 2014 Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence. Zbl 1476.60056Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu 1 2021 Many-server asymptotics for join-the-shortest-queue: large deviations and rare events. Zbl 1477.60053Budhiraja, Amarjit; Friedlander, Eric; Wu, Ruoyu 1 2021 Stability of constrained Markov-modulated diffusions. Zbl 1297.60056Budhiraja, Amarjit; Liu, Xin 1 2012 Large deviations for Brownian particle systems with killing. Zbl 1404.60036Budhiraja, Amarjit; Fan, Wai-Tong (Louis); Wu, Ruoyu 1 2018 Representations for functionals of Hilbert space valued diffusions. Zbl 0922.60030Budhiraja, Amarjit; Dupuis, Paul 1 1999 On near optimal trajectories for a game associated with the \(\infty\)-Laplacian. Zbl 1233.91026Atar, Rami; Budhiraja, Amarjit 1 2011 Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0861.60068Budhiraja, A.; Kallianpur, G. 1 1995 Discrete time Markovian agents interacting through a potential. Zbl 1374.60126Budhiraja, Amarjit; Del Moral, Pierre; Rubenthaler, Sylvain 1 2013 Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0815.60047Budhiraja, A.; Kallianpur, G. 1 1994 Rate control under heavy traffic with strategic servers. Zbl 1409.60131Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf 1 2019 Diffusion approximations for load balancing mechanisms in cloud storage systems. Zbl 1427.60187Budhiraja, Amarjit; Friedlander, Eric 1 2019 Construction of asymptotically optimal control for crisscross network from a free boundary problem. Zbl 1359.60109Budhiraja, Amarjit; Liu, Xin; Saha, Subhamay 1 2016 Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions. Zbl 1472.60135Banerjee, Sayan; Budhiraja, Amarjit 1 2020 Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence. Zbl 1476.60056Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul; Wu, Ruoyu 1 2021 Many-server asymptotics for join-the-shortest-queue: large deviations and rare events. Zbl 1477.60053Budhiraja, Amarjit; Friedlander, Eric; Wu, Ruoyu 1 2021 Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions. Zbl 1472.60135Banerjee, Sayan; Budhiraja, Amarjit 1 2020 Analysis and approximation of rare events. Representations and weak convergence methods. Zbl 1427.60003Budhiraja, Amarjit; Dupuis, Paul 23 2019 Weakly interacting particle systems on inhomogeneous random graphs. Zbl 1455.60017Bhamidi, Shankar; Budhiraja, Amarjit; Wu, Ruoyu 9 2019 Uniform large deviation principles for Banach space valued stochastic evolution equations. Zbl 1472.60052Salins, Michael; Budhiraja, Amarjit; Dupuis, Paul 5 2019 Supermarket model on graphs. Zbl 1412.60051Budhiraja, Amarjit; Mukherjee, Debankur; Wu, Ruoyu 4 2019 Rate control under heavy traffic with strategic servers. Zbl 1409.60131Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf 1 2019 Diffusion approximations for load balancing mechanisms in cloud storage systems. Zbl 1427.60187Budhiraja, Amarjit; Friedlander, Eric 1 2019 Large deviations for small noise diffusions in a fast Markovian environment. Zbl 1402.60030Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab 8 2018 Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps. Zbl 1391.60232Budhiraja, Amarjit; Friedlander, Eric 3 2018 A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method. Zbl 1425.91043Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf 2 2018 Large deviations for Brownian particle systems with killing. Zbl 1404.60036Budhiraja, Amarjit; Fan, Wai-Tong (Louis); Wu, Ruoyu 1 2018 Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities. Zbl 1386.90159Lamm, Michael; Lu, Shu; Budhiraja, Amarjit 8 2017 Moderate deviation principles for weakly interacting particle systems. Zbl 1369.60012Budhiraja, Amarjit; Wu, Ruoyu 4 2017 Central limit results for jump diffusions with mean field interaction and a common factor. Zbl 1373.60051Budhiraja, Amarjit; Kira, Elisabeti; Saha, Subhamay 4 2017 Uniform in time interacting particle approximations for nonlinear equations of Patlak-Keller-Segel type. Zbl 1357.60105Budhiraja, Amarjit; Fan, Wai-Tong Louis 2 2017 Moderate deviation principles for stochastic differential equations with jumps. Zbl 1346.60026Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab 33 2016 Some fluctuation results for weakly interacting multi-type particle systems. Zbl 1338.60228Budhiraja, Amarjit; Wu, Ruoyu 5 2016 Construction of asymptotically optimal control for crisscross network from a free boundary problem. Zbl 1359.60109Budhiraja, Amarjit; Liu, Xin; Saha, Subhamay 1 2016 Large deviations for multidimensional state-dependent shot-noise processes. Zbl 1334.60028Budhiraja, Amarjit; Nyquist, Pierre 9 2015 Limits of relative entropies associated with weakly interacting particle systems. Zbl 1321.60202Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita 8 2015 Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes. Zbl 1337.60240Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus; Ramanan, Kavita 8 2015 Aggregation models with limited choice and the multiplicative coalescent. Zbl 1307.05200Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan 7 2015 On the multi-dimensional skew Brownian motion. Zbl 1328.60133Atar, Rami; Budhiraja, Amarjit 5 2015 Long time results for a weakly interacting particle system in discrete time. Zbl 1316.60142Budhiraja, Amarjit; Majumder, Abhishek Pal 4 2015 The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs. Zbl 1318.60012Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan 11 2014 Scheduling control for Markov-modulated single-server multiclass queueing systems in heavy traffic. Zbl 1310.60126Budhiraja, Amarjit; Ghosh, Arka; Liu, Xin 4 2014 Bounded-size rules: the barely subcritical regime. Zbl 1336.05113Bhamidi, Shankar; Budhiraja, Amarjit; Wang, Xuan 2 2014 Large deviations for stochastic partial differential equations driven by a Poisson random measure. Zbl 1259.60065Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul 45 2013 Confidence regions for stochastic variational inequalities. Zbl 1291.90262Lu, Shu; Budhiraja, Amarjit 14 2013 Discrete time Markovian agents interacting through a potential. Zbl 1374.60126Budhiraja, Amarjit; Del Moral, Pierre; Rubenthaler, Sylvain 1 2013 Large deviation properties of weakly interacting processes via weak convergence methods. Zbl 1242.60026Budhiraja, Amarjit; Dupuis, Paul; Fischer, Markus 41 2012 Controlled stochastic networks in heavy traffic: convergence of value functions. Zbl 1244.60091Budhiraja, Amarjit; Ghosh, Arka P. 6 2012 Stability of constrained Markov-modulated diffusions. Zbl 1297.60056Budhiraja, Amarjit; Liu, Xin 1 2012 Variational representations for continuous time processes. Zbl 1231.60018Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios 57 2011 Ergodic rate control problem for single class queueing networks. Zbl 1226.93138Budhiraja, Amarjit; Ghosh, Arka P.; Lee, Chihoon 10 2011 Exit time and invariant measure asymptotics for small noise constrained diffusions. Zbl 1221.60035Biswas, Anup; Budhiraja, Amarjit 3 2011 Multiscale diffusion approximations for stochastic networks in heavy traffic. Zbl 1219.60021Budhiraja, Amarjit; Liu, Xin 2 2011 On near optimal trajectories for a game associated with the \(\infty\)-Laplacian. Zbl 1233.91026Atar, Rami; Budhiraja, Amarjit 1 2011 Large deviations for stochastic flows of diffeomorphisms. Zbl 1452.60021Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios 17 2010 A stochastic differential game for the inhomogeneous \(\infty \)-Laplace equation. Zbl 1192.91025Atar, Rami; Budhiraja, Amarjit 8 2010 Stationary distribution convergence for generalized Jackson networks in heavy traffic. Zbl 1214.60013Budhiraja, Amarjit; Lee, Chihoon 28 2009 Large deviations for infinite dimensional stochastic dynamical systems. Zbl 1155.60024Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios 104 2008 Optimal stopping and free boundary characterizations for some Brownian control problems. Zbl 1158.93032Budhiraja, Amarjit; Ross, Kevin 5 2008 Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity. Zbl 1156.60037Atar, Rami; Budhiraja, Amarjit; Ramanan, Kavita 4 2008 Modified particle filter methods for assimilating Lagrangian data into a point-vortex model. Zbl 1143.76409Spiller, Elaine T.; Budhiraja, Amarjit; Ide, Kayo; Jones, Chris K. R. T. 2 2008 Long time asymptotics for constrained diffusions in polyhedral domains. Zbl 1119.60066Budhiraja, Amarjit; Lee, Chihoon 23 2007 Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem. Zbl 1138.93062Budhiraja, Amarjit; Ross, Kevin 18 2007 A survey of numerical methods for nonlinear filtering problems. Zbl 1114.65301Budhiraja, Amarjit; Chen, Lingji; Lee, Chihoon 17 2007 HJB equations for certain singularly controlled diffusions. Zbl 1142.93037Atar, Rami; Budhiraja, Amarjit; Williams, Ruth J. 5 2007 Diffusion approximations for controlled stochastic networks: an asymptotic bound for the value function. Zbl 1125.60096Budhiraja, Amarjit; Ghosh, Arka Prasanna 14 2006 Existence of optimal controls for singular control problems with state constraints. Zbl 1118.49008Budhiraja, Amarjit; Ross, Kevin 13 2006 Singular control with state constraints on unbounded domain. Zbl 1106.93054Atar, Rami; Budhiraja, Amarjit 11 2006 Molecular motors, Brownian ratchets, and reflected diffusions. Zbl 1132.92005Budhiraja, Amarjit; Fricks, John 5 2006 Ergodic control for constrained diffusions: Characterization using HJB equations. Zbl 1101.93082Borkar, Vivek; Budhiraja, Amarjit 13 2005 A large deviations approach to asymptotically optimal control of crisscross network in heavy traffic. Zbl 1080.60084Budhiraja, Amarjit; Ghosh, Arka Prasanna 10 2005 A further remark on dynamic programming for partially observed Markov processes. Zbl 1114.93098Borkar, Vivek S.; Budhiraja, Amarjit 6 2004 Stochastic differential equation for TCP window size. Zbl 1037.60056Budhiraja, A.; Hernández-Campos, F.; Kulkarni, V. G.; Smith, F. D. 3 2004 Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter. Zbl 1160.60318Budhiraja, A. 9 2003 An ergodic control problem for constrained diffusion processes: Existence of optimal Markov control. Zbl 1037.93073Budhiraja, Amarjit 3 2003 Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}. Zbl 1064.60044Budhiraja, Amarjit; Dupuis, Paul 3 2003 Stability properties of constrained jump-diffusion processes. Zbl 1011.60061Atar, Rami; Budhiraja, Amarjit 10 2002 On invariant measures of discrete time filters in the correlated signal-noise case. Zbl 1012.60044Budhiraja, A. 4 2002 On positive recurrence of constrained diffusion processes. Zbl 1018.60081Atar, Rami; Budhiraja, Amarjit; Dupuis, Paul 25 2001 Ergodic properties of the nonlinear filter. Zbl 1059.60054Budhiraja, A. 3 2001 A variational representation for positive functionals of infinite dimensional Brownian motion. Zbl 0994.60028Budhiraja, Amarjit; Dupuis, Paul 106 2000 A nonlinear filtering algorithm based on an approximation of the conditional distribution. Zbl 0976.93080Kushner, Harold J.; Budhiraja, Amarjit S. 7 2000 Monte Carlo algorithms and asymptotic problems in nonlinear filtering. Zbl 1129.93535Budhiraja, Amarjit; Kushner, Harold J. 6 2000 Markov property and ergodicity of the nonlinear filter. Zbl 0970.60047Bhatt, A. G.; Budhiraja, A.; Karandikar, R. L. 5 2000 Approximation and limit results for nonlinear filters over an infinite time interval. II: Random sampling algorithms. Zbl 1031.93148Budhiraja, Amarjit; Kushner, Harold J. 5 2000 Exponential stability in discrete-time filtering for non-ergodic signal. Zbl 1056.93065Budhiraja, A.; Ocone, D. 25 1999 Simple necessary and sufficient conditions for the stability of constrained processes. Zbl 0934.93068Budhiraja, Amarjit; Dupuis, Paul 18 1999 Approximation and limit results for nonlinear filters over an infinite time interval. Zbl 0934.93064Budhiraja, Amarjit; Kushner, Harold J. 10 1999 Representations for functionals of Hilbert space valued diffusions. Zbl 0922.60030Budhiraja, Amarjit; Dupuis, Paul 1 1999 Robustness of nonlinear filters over the infinite time interval. Zbl 0915.93063Budhiraja, Amarjit; Kushner, Harold J. 10 1998 Exponential stability of discrete-time filters for bounded observation noise. Zbl 0901.93066Budhiraja, A.; Ocone, D. 22 1997 The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering. Zbl 0872.60042Budhiraja, A.; Kallianpur, G. 3 1997 The generalized Hu-Meyer formula for random kernels. Zbl 0876.60029Budhiraja, A.; Kallianpur, G. 2 1997 Two results on multiple Stratonovich integrals. Zbl 1002.60544Budhiraja, A.; Kallianpur, G. 2 1997 Approximations to the solution of the Zakai equation using multiple Wiener and Stratonovich integral expansions. Zbl 0912.60059Budhiraja, A.; Kallianpur, G. 13 1996 Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0861.60068Budhiraja, A.; Kallianpur, G. 1 1995 Hilbert space valued traces and multiple Stratonovich integrals with statistical applications. Zbl 0815.60047Budhiraja, A.; Kallianpur, G. 1 1994 all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 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) Citations by Year