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Amarjit Budhiraja

Title: Professor, Statistics and Operations Res
Department/School: Statistics and Operations Res , CB#3260
Telephone: (919) 962-2189
Email:amarjit@unc.edu
Webpage:http://www.stat.unc.edu/faculty/budhiraja.html
Appointed Year: 2000
Education:• PHD Statistics, UNC-Chapel Hill 1994
Languages:• Hindi (native/bilingual proficiency)
Specialization:Probability, Stochastic Analysis, Stochastic Modeling, Numerical methods for Stochastic Dynamical Systems, Large Deviations, Stochastic Networks, Stochastic partial differential equations.
Dissertations and Theses Supervised in Past 5 Years: 5
Relevant Courses Taught:• STOR 435 Introduction to Probability
• STOR 635 Probability
• STOR 836 Stochastic Analysis
Recent Publications:• 2008 Rami Atar, Amarjit Budhiraja and Kavita Ramanan. "Deterministic and Stochastic Differential Inclusions with Multiple Surfaces of Discontinuity." Probability Theory and Related Fields, 142 (1): 2008, 249-284.
• 2008 Budhiraja, Amarjit (co-author). "Optimal Stopping and Free Boundary Characterizations for some Brownian Control Problems." Annals of Applied Probability (2008) 18, no. 6: 2367-2391.
• 2006 "Stochastic Dynamics in Finite and Infinite Dimensions: Theory and Applications." Discrete and Continuous Dynamical Systems - Series B (DCDS-B), Volume: 6, Number: 4, July 2006.
• 2000 Budhiraja, Amarjit (co-author). "A nonlinear filtering algorithm based on an approximation of the conditional distribution." IEEE Trans. Automat. Control 45 no. No. 3 (2000): 580--585.
• 2000 Budhiraja, Amarjit (co-author). "A variational representation for positive functionals of an infinite dimensional Brownian motion." Probability and Mathematical Statistics 20 no. Number 1 (2000):39--61.
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