Amarjit Budhiraja
Amarjit Budhiraja
Verified email at email.unc.edu
Title
Cited by
Cited by
Year
A variational representation for positive functionals of infinite dimensional Brownian motion
A Budhiraja, P Dupuis
Probability and mathematical statistics-Wroclaw University 20 (1), 39-61, 2000
1812000
Worst case propagated uncertainty of multidisciplinary systems in robust design optimization
X Gu, JE Renaud, SM Batill, RM Brach, AS Budhiraja
Structural and Multidisciplinary Optimization 20 (3), 190-213, 2000
1702000
Large deviations for infinite dimensional stochastic dynamical systems
A Budhiraja, P Dupuis, V Maroulas
The Annals of Probability, 1390-1420, 2008
1662008
Decision-based collaborative optimization
X Gu, JE Renaud, LM Ashe, SM Batill, AS Budhiraja, LJ Krajewski
J. Mech. Des. 124 (1), 1-13, 2002
1332002
A survey of numerical methods for nonlinear filtering problems
A Budhiraja, L Chen, C Lee
Physica D: Nonlinear Phenomena 230 (1-2), 27-36, 2007
1092007
A nonlinear filtering algorithm based on an approximation of the conditional distribution
HJ Kushner, AS Budhiraja
IEEE Transactions on Automatic Control 45 (3), 580-585, 2000
902000
Variational representations for continuous time processes
A Budhiraja, P Dupuis, V Maroulas
Annales de l'IHP Probabilités et statistiques 47 (3), 725-747, 2011
862011
Variational representations for continuous time processes
A Budhiraja, P Dupuis, V Maroulas
Annales de l'IHP Probabilités et statistiques 47 (3), 725-747, 2011
862011
Stationary distribution convergence for generalized Jackson networks in heavy traffic
A Budhiraja, C Lee
Mathematics of Operations Research 34 (1), 45-56, 2009
812009
Large deviation properties of weakly interacting processes via weak convergence methods
A Budhiraja, P Dupuis, M Fischer
The Annals of Probability 40 (1), 74-102, 2012
772012
Exponential stability of discrete-time filters for bounded observation noise
A Budhiraja, D Ocone
Systems & Control Letters 30 (4), 185-193, 1997
671997
Approximations to the solution of the Zakai equation using multiple Wiener and Stratonovich integral expansions
A Budhiraja, G Kallianpur
Stochastics: An International Journal of Probability and Stochastic …, 1996
671996
Approximations to the solution of the Zakai equation using multiple Wiener and Stratonovich integral expansions
A Budhiraja, G Kallianpur
Stochastics: An International Journal of Probability and Stochastic …, 1996
671996
Exponential stability in discrete-time filtering for non-ergodic signals
A Budhiraja, D Ocone
Stochastic processes and their applications 82 (2), 245-257, 1999
661999
Large deviations for stochastic partial differential equations driven by a Poisson random measure
A Budhiraja, J Chen, P Dupuis
Stochastic Processes and their Applications 123 (2), 523-560, 2013
652013
On positive recurrence of constrained diffusion processes
R Atar, A Budhiraja, P Dupuis
Annals of probability, 979-1000, 2001
632001
Long time asymptotics for constrained diffusions in polyhedral domains
A Budhiraja, C Lee
Stochastic processes and their applications 117 (8), 1014-1036, 2007
532007
Simple necessary and sufficient conditions for the stability of constrained processes
A Budhiraja, P Dupuis
SIAM Journal on Applied Mathematics 59 (5), 1686-1700, 1999
481999
Moderate deviation principles for stochastic differential equations with jumps
A Budhiraja, P Dupuis, A Ganguly
The Annals of Probability 44 (3), 1723-1775, 2016
442016
Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem
A Budhiraja, K Ross
SIAM Journal on Control and Optimization 45 (6), 2169-2206, 2007
372007
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Articles 1–20