MR2248897 Kosygina, Elena; Rezakhanlou, Fraydoun; Varadhan, S. R. S. Stochastic homogenization of Hamilton-Jacobi-Bellman equations. Comm. Pure Appl. Math. 59 (2006), no. 10, 1489--1521. 35B27 (35K55 49J45)

MR2190038 (2006f:60005) Stroock, Daniel W.; Varadhan, S. R. Srinivasa Multidimensional diffusion processes. Reprint of the 1997 edition. Classics in Mathematics. Springer-Verlag, Berlin, 2006. xii+338 pp. ISBN: 978-3-540-28998-2; 3-540-28998-4 60-02 (60H05 60J25 60J60 60J65)

MR2164043 (2006d:60115) Sethuraman, S.; Varadhan, S. R. S. A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains. Electron. J. Probab. 10 (2005), no. 36, 1221--1235 (electronic). (Reviewer: M. Iosifescu) 60J10 (60F05)

MR2116554 Varadan, S. R. S.; Venttsel\cprime, A. D.; Dynkin, E. B.; et al. Mark Iosifovich Fre\u\i dlin. (Russian) Uspekhi Mat. Nauk 59 (2004), no. 3(357), 185--188; translation in Russian Math. Surveys 59 (2004), no. 3, 593--597 01A70

MR2067696 (2005h:60312) Varadhan, S. R. S. Random walks in a random environment. Proc. Indian Acad. Sci. Math. Sci. 114 (2004), no. 4, 309--318. (Reviewer: Ofer Zeitouni) 60K37 (60F10 60G50)

MR2070098 (2005k:82067) Landim, C.; Olla, S.; Varadhan, S. R. S. On viscosity and fluctuation-dissipation in exclusion processes. J. Statist. Phys. 115 (2004), no. 1-2, 323--363. (Reviewer: Ellen Saada) 82C22 (60K35)

MR2073338 (2005j:60183) Landim, Claudio; Olla, Stefano; Varadhan, Srinivasa R. S. Diffusive behaviour of the equilibrium fluctuations in the asymmetric exclusion processes. Stochastic analysis on large scale interacting systems, 307--324, Adv. Stud. Pure Math., 39, Math. Soc. Japan, Tokyo, 2004. (Reviewer: Luis G. Gorostiza) 60K35

MR2073328 (2005f:60072) Varadhan, Srinivasa R. S. Large deviations for the asymmetric simple exclusion process. Stochastic analysis on large scale interacting systems, 1--27, Adv. Stud. Pure Math., 39, Math. Soc. Japan, Tokyo, 2004. (Reviewer: Boualem Djehiche) 60F10 (60K35 82C22 82C31)

MR2055850 (2005b:82061) Varadhan, S. R. S. Particle systems and partial differential equations. Lectures on partial differential equations, 217--222, New Stud. Adv. Math., 2, Int. Press, Somerville, MA, 2003. 82C22 (35L60 35Q53 39A05 60K35)

MR2035822 (2004k:60075) Varadhan, S. R. S. Large deviations and entropy. Entropy, 199--214, Princeton Ser. Appl. Math., Princeton Univ. Press, Princeton, NJ, 2003. (Reviewer: Rita Giuliano Antonini) 60F10 (94A17)

MR1989232 (2004d:60073) Varadhan, S. R. S. Large deviations for random walks in a random environment. Dedicated to the memory of Jürgen K. Moser. Comm. Pure Appl. Math. 56 (2003), no. 8, 1222--1245. (Reviewer: Ofer Zeitouni) 60F10 (60K37)

MR1943135 (2003j:60071) Varadhan, S. R. S. Stochastic analysis and applications. Mathematical challenges of the 21st century (Los Angeles, CA, 2000). Bull. Amer. Math. Soc. (N.S.) 40 (2003), no. 1, 89--97 (electronic). (Reviewer: Nicoletta Cancrini) 60Hxx

MR2023128 (2005d:60001) Varadarajan, V. S. Some mathematical reminiscences. Special issue dedicated to Daniel W. Stroock and Srinivasa S. R.\ Varadhan on the occasion of their 60th birthday. Methods Appl. Anal. 9 (2002), no. 3, v--xviii. (Reviewer: Jean-Claude Zambrini) 60-03 (01A32)

MR2023127 \{Special issue dedicated to Daniel W. Stroock and Srinivasa S. R.\ Varadhan on the occasion of their 60th birthday\}. Methods Appl. Anal. 9 (2002), no. 3. International Press, Somerville, MA, 2002. pp. i--xviii and 329--467. 00B30 (60-06)

MR1960560 (2004b:60089) Varadhan, S. R. S. Rare events, large deviations. Mathematical finance---Bachelier Congress, 2000 (Paris), 85--92, Springer Finance, Springer, Berlin, 2002. (Reviewer: S. A. Book) 60F10

MR1905849 (2003d:60199) Landim, C.; Olla, S.; Varadhan, S. R. S. Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process. Ann. Probab. 30 (2002), no. 2, 483--508. (Reviewer: Timo Seppäläinen) 60K35

MR1869001 (2002h:60160) Landim, C.; Olla, S.; Varadhan, S. R. S. Symmetric simple exclusion process: regularity of the self-diffusion coefficient. Dedicated to Joel L. Lebowitz. Comm. Math. Phys. 224 (2001), no. 1, 307--321. (Reviewer: Lorenza Viola) 60J60 (82C31)

MR1865096 (2002h:60049) Varadhan, Srinivasa R. S. Large deviation and hydrodynamic scaling. Taniguchi Conference on Mathematics Nara '98, 265--286, Adv. Stud. Pure Math., 31, Math. Soc. Japan, Tokyo, 2001. (Reviewer: Raphaël Cerf) 60F10 (76M35 82C31)

MR1861741 Varadhan, S. R. S. Diffusion processes. Stochastic processes: theory and methods, 853--872, Handbook of Statist., 19, North-Holland, Amsterdam, 2001. 60J60 (60G44 60J65)

MR1852999 (2003a:60001) Varadhan, S. R. S. Probability theory. Courant Lecture Notes in Mathematics, 7. New York University, Courant Institute of Mathematical Sciences, New York; American Mathematical Society, Providence, RI, 2001. viii+167 pp. ISBN: 0-8218-2852-5 (Reviewer: F. B. Knight) 60-01

MR1817088 (2002h:60225) Landim, C.; Olla, S.; Varadhan, S. R. S. Asymptotic behavior of a tagged particle in simple exclusion processes. Bol. Soc. Brasil. Mat. (N.S.) 31 (2000), no. 3, 241--275. (Reviewer: Ellen Saada) 60K35 (60F05 60J55 82C22)

MR1799447 Varadhan, S. R. S. Scaling limits of large interacting systems. The mathematical sciences after the year 2000 (Beirut, 1999), 144--158, World Sci. Publ., River Edge, NJ, 2000. 82C22 (60K35 76M35)

MR1798641 (2001m:60229) Varadhan, S. R. S. Lectures on hydrodynamic scaling. Hydrodynamic limits and related topics (Toronto, ON, 1998), 3--40, Fields Inst. Commun., 27, Amer. Math. Soc., Providence, RI, 2000. (Reviewer: Claudio Landim) 60K35 (82C22)

MR1798640 (2001f:60002) Hydrodynamic limits and related topics. Papers from the Workshop on Hydrodynamic Limits held in Toronto, ON, October 7--10, 1998. Edited by Shui Feng, Anna T. Lawniczak and S. R. S. Varadhan. Fields Institute Communications, 27. American Mathematical Society, Providence, RI, 2000. x+141 pp. ISBN: 0-8218-1993-3 60-06

MR1773051 Varadhan, S. R. S. Infinite particle systems and their scaling limits. Mathematical physics 2000, 306--315, Imp. Coll. Press, London, 2000. 82C05 (82-02 82C22 82C41)

MR1762111 Sethuraman, Sunder On Professor S. R. S. Varadhan's contributions to hydrodynamic limits. Current Sci. 78 (2000), no. 9, 1153--1154. 60-03 (60K35)

MR1762110 (2001a:01041) Athreya, K. B. Professor Srinivasa R. S. Varadhan. Current Sci. 78 (2000), no. 9, 1151--1152. 01A70 (60-03)

MR1755948 (2001k:60146) Sethuraman, Sunder; Varadhan, S. R. S.; Yau, Horng-Tzer Diffusive limit of a tagged particle in asymmetric simple exclusion processes. Comm. Pure Appl. Math. 53 (2000), no. 8, 972--1006. (Reviewer: Ellen Saada) 60K35 (60F17 82C22)

MR1703141 (2001h:60044) Varadhan, S. R. S. Large deviations for interacting particle systems. Perplexing problems in probability, 373--383, Progr. Probab., 44, Birkhäuser Boston, Boston, MA, 1999. (Reviewer: Francis Comets) 60F10 (60K35)

MR1678306 (99k:60002) Probability theory and applications. Lectures from the Graduate Summer School on Probability Theory held in Princeton, NJ, June 23--July 13, 1996. Edited by Elton P. Hsu and S. R. S. Varadhan. IAS/Park City Mathematics Series, 6. American Mathematical Society, Providence, RI; Institute for Advanced Study (IAS), Princeton, NJ, 1999. x+374 pp. ISBN: 0-8218-0590-8 60-06

MR1670733 (2000c:60162) Quastel, J.; Rezakhanlou, F.; Varadhan, S. R. S. Large deviations for the symmetric simple exclusion process in dimensions $d\geq 3$. Probab. Theory Related Fields 113 (1999), no. 1, 1--84. (Reviewer: Peter Eichelsbacher) 60K35 (60F10)

MR1662745 (99g:35004) Differential equations: La Pietra 1996. Papers from the conference marking the 70th birthdays of Peter Lax and Louis Nirenberg held in Florence, July 3--7, 1996. Edited by M. Giaquinta, J. Shatah and S. R. S. Varadhan. Proceedings of Symposia in Pure Mathematics, 65. American Mathematical Society, Providence, RI, 1999. xii+219 pp. ISBN: 0-8218-0610-6 35-06 (00B25 00B30 58-06)

MR1622925 Varadhan, S. R. S. The work of Pierre-Louis Lions [see MR1403907 (97c:00049)]. Fields Medallists' lectures, 555--559, World Sci. Ser. 20th Century Math., 5, World Sci. Publ., River Edge, NJ, 1997. 01A70

MR1621569 (99k:60256) Varadhan, S. R. S.; Yau, Horng-Tzer Diffusive limit of lattice gas with mixing conditions. Asian J. Math. 1 (1997), no. 4, 623--678. (Reviewer: Claudio Landim) 60K35 (82C22)

MR1447057 (98b:60141) Quastel, J.; Varadhan, S. R. S. Diffusion semigroups and diffusion processes corresponding to degenerate divergence form operators. Comm. Pure Appl. Math. 50 (1997), no. 7, 667--706. (Reviewer: Ren Ming Song) 60J60 (35K65 82C70)

MR1440413 Varadhan, S. R. S.; Yau, H. T. Scaling limits for lattice gas models. Stochastic processes and functional analysis (Riverside, CA, 1994), 39--43, Lecture Notes in Pure and Appl. Math., 186, Dekker, New York, 1997. 60K35 (60F05)

MR1477705 (99j:60162) Varadhan, S. R. S. Nongradient models in hydrodynamic scaling. Analysis, geometry and probability, 397--416, Texts Read. Math., 10, Hindustan Book Agency, Delhi, 1996. (Reviewer: Pablo A. Ferrari) 60K35 (82C22)

MR1443753 (98j:60139) Ramirez, A. F.; Varadhan, S. R. S. Relative entropy and mixing properties of interacting particle systems. J. Math. Kyoto Univ. 36 (1996), no. 4, 869--875. (Reviewer: Rossana Marra) 60K35

MR1439538 (98g:60058) Varadhan, S. R. S. The complex story of simple exclusion. Itô's stochastic calculus and probability theory, 385--400, Springer, Tokyo, 1996. (Reviewer: Shui Feng) 60F10 (60K35)

MR1415232 (97j:60186) Landim, C.; Sethuraman, S.; Varadhan, S. Spectral gap for zero-range dynamics. Ann. Probab. 24 (1996), no. 4, 1871--1902. (Reviewer: Timo Seppäläinen) 60K35 (82C22)

MR1412777 (97k:01066) 1996 Steele Prizes. Notices Amer. Math. Soc. 43 (1996), no. 11, 1340--1347. 01A70

MR1403922 (97d:60163) Varadhan, S. R. S. Entropy methods in hydrodynamic scaling. Proceedings of the International Congress of Mathematicians, Vol. 1, 2 (Zürich, 1994), 196--208, Birkhäuser, Basel, 1995. (Reviewer: Shui Feng) 60K35 (82C05)

MR1403909 Varadhan, S. R. S. The work of Pierre-Louis Lions. Proceedings of the International Congress of Mathematicians, Vol. 1, 2 (Zürich, 1994), 6--10, Birkhäuser, Basel, 1995. 01A70 (01A60)

MR1340041 (96h:60167) Varadhan, S. R. S. Self-diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion. Ann. Inst. H. Poincaré Probab. Statist. 31 (1995), no. 1, 273--285. (Reviewer: T. M. Liggett) 60K35

MR1311731 (95k:60254) Varadhan, S. R. S. Regularity of self-diffusion coefficient. The Dynkin Festschrift, 387--397, Progr. Probab., 34, Birkhäuser Boston, Boston, MA, 1994. (Reviewer: Ingemar Kaj) 60K35 (60J25)

MR1290691 (96e:81028) Digernes, Trond; Varadarajan, V. S.; Varadhan, S. R. S. Finite approximations to quantum systems. Rev. Math. Phys. 6 (1994), no. 4, 621--648. 81Q05 (81-08)

MR1258192 (95h:35053) Berestycki, H.; Nirenberg, L.; Varadhan, S. R. S. The principal eigenvalue and maximum principle for second-order elliptic operators in general domains. Comm. Pure Appl. Math. 47 (1994), no. 1, 47--92. (Reviewer: M. S. Agranovich) 35J15 (35B50 35J20 35P15)

MR1427330 (97j:60193) Varadhan, S. R. S. Relative entropy and hydrodynamic limits. Stochastic processes, 329--336, Springer, New York, 1993. 60K35 (35Q55 35R60)

MR1354152 (97a:60144) Varadhan, S. R. S. Nonlinear diffusion limit for a system with nearest neighbor interactions. II. Asymptotic problems in probability theory: stochastic models and diffusions on fractals (Sanda/Kyoto, 1990), 75--128, Pitman Res. Notes Math. Ser., 283, Longman Sci. Tech., Harlow, 1993. (Reviewer: Ingemar Kaj) 60K35 (60J60)

MR1296260 (96b:60256) Varadhan, S. R. S. Entropy methods in hydrodynamic scaling. Nonequilibrium problems in many-particle systems (Montecatini, 1992), 112--145, Lecture Notes in Math., 1551, Springer, Berlin, 1993. (Reviewer: Pablo A. Ferrari) 60K35 (60F10 82C05)

MR1231642 (94k:60158) Olla, S.; Varadhan, S. R. S.; Yau, H.-T. Hydrodynamical limit for a Hamiltonian system with weak noise. Comm. Math. Phys. 155 (1993), no. 3, 523--560. (Reviewer: Pablo A. Ferrari) 60K35 (82C22 82C31)

MR1228964 (94h:47091) Berestycki, Henri; Nirenberg, Louis; Varadhan, Srinivasa État fondamental et principe du maximum pour les opérateurs elliptiques du second ordre dans des domaines généraux. (French) [The ground state and maximum principle for second-order elliptic operators in general domains] C. R. Acad. Sci. Paris Sér. I Math. 317 (1993), no. 1, 51--56. (Reviewer: Iuliu Dan Coroian) 47F05 (35B50 35J15 35P15)

MR1386400 Varadhan, S. R. S. Entropy methods in hydrodynamical scaling. Mathematical physics, X (Leipzig, 1991), 103--112, Springer, Berlin, 1992. 82C31 (60K35)

MR1127039 (93d:60038) Baxter, J. R.; Jain, N. C.; Varadhan, S. R. S. Some familiar examples for which the large deviation principle does not hold. Comm. Pure Appl. Math. 44 (1991), no. 8-9, 911--923. (Reviewer: Tsu Shu Chiang) 60F10 (60J05)

MR1087388 (92h:60154) Olla, Stefano; Varadhan, S. R. S. Scaling limit for interacting Ornstein-Uhlenbeck processes. Comm. Math. Phys. 135 (1991), no. 2, 355--378. 60K35 (60J60)

MR1087387 (92e:60195) Varadhan, S. R. S. Scaling limits for interacting diffusions. Comm. Math. Phys. 135 (1991), no. 2, 313--353. (Reviewer: D. W. Stroock) 60K35 (60J60 82C22)

MR1090429 (92h:60151) Fritz, J. On the diffusive nature of entropy flow in infinite systems: remarks to a paper: "Nonlinear diffusion limit for a system with nearest neighbor interactions" [Comm. Math. Phys. 118 (1988), no. 1, 31--59; MR0954674 (89m:60255)] by M. Z. Guo, G. C. Papanicolau and S. R. S. Varadhan. Comm. Math. Phys. 133 (1990), no. 2, 331--352. 60K35 (60J60)

MR1039368 (92a:60211) Varadhan, S. R. S. On the derivation of conservation laws for stochastic dynamics. Analysis, et cetera, 677--694, Academic Press, Boston, MA, 1990. (Reviewer: Philip J. Feinsilver) 60K35 (35L65 35R60 60F10 82C21)

MR1039631 (91h:60101) Gubner, John A.; Gopinath, B.; Varadhan, S. R. S. Bounding functions of Markov processes and the shortest queue problem. Adv. in Appl. Probab. 21 (1989), no. 4, 842--860. (Reviewer: Brian Conolly) 60K25 (90B22)

MR0982350 (90i:60077) Donsker, M. D.; Varadhan, S. R. S. Large deviations from a hydrodynamic scaling limit. Comm. Pure Appl. Math. 42 (1989), no. 3, 243--270. (Reviewer: Francis Comets) 60K35 (60F10 82A31)

MR0978701 (91h:60115) Kipnis, C.; Olla, S.; Varadhan, S. R. S. Hydrodynamics and large deviation for simple exclusion processes. Comm. Pure Appl. Math. 42 (1989), no. 2, 115--137. (Reviewer: Shuenn Jyi Sheu) 60K35 (60F10 82C40)

MR0983371 (89m:60068) Varadhan, Srinivasa R. S. Large deviations and applications. École d'Été de Probabilités de Saint-Flour XV--XVII, 1985--87, 1--49, Lecture Notes in Math., 1362, Springer, Berlin, 1988. (Reviewer: Esa Nummelin) 60F10

MR0976209 (89g:60001) Colloque Paul Lévy sur les Processus Stochastiques. [Paul Levy Colloquium on Stochastic Processes] Papers from the colloquium held in Palaiseau, June 22--26, 1987. Edited by M. Métivier, J. Neveu and S. R. S. Varadhan. Astérisque No. 157-158 (1988). Société Mathématique de France, Paris, 1988. pp. 1--371. 60-06

MR0954674 (89m:60255) Guo, M. Z.; Papanicolaou, G. C.; Varadhan, S. R. S. Nonlinear diffusion limit for a system with nearest neighbor interactions. Comm. Math. Phys. 118 (1988), no. 1, 31--59. (Reviewer: F. L. Spitzer) 60K35 (60J60)

MR0893138 (88i:60047) Donsker, M. D.; Varadhan, S. R. S. Large deviations for noninteracting infinite-particle systems. J. Statist. Phys. 46 (1987), no. 5-6, 1195--1232. (Reviewer: H. Kesten) 60F10 (60K35 82A05)

MR0868862 (88d:60001) It\=o, Kiyosi Selected papers. Edited and with an introduction by S. R. S. Varadhan and Daniel W. Stroock. Springer-Verlag, New York, 1987. xxii+647 pp. ISBN: 0-387-96326-X (Reviewer: F. B. Knight) 60-00 (01A75 60G05 60Hxx 60Jxx)

MR0880536 (88h:60058) Varadhan, S. R. S. Stochastic differential equations---large deviations. Phénomènes critiques, systèmes aléatoires, théories de jauge, Part I, II (Les Houches, 1984), 625--678, North-Holland, Amsterdam, 1986. (Reviewer: Tsu Shu Chiang) 60F10 (58G32 60H10)

MR0865130 (88a:60022) Kolchin, Valentin F. Random mappings. Translated from the Russian. With a foreword by S. R. S. Varadhan. Translation Series in Mathematics and Engineering. Optimization Software, Inc., Publications Division, New York, 1986. xiv + 207 pp. ISBN: 0-911575-16-2 60C05

MR0834478 (87i:60038) Kipnis, C.; Varadhan, S. R. S. Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Comm. Math. Phys. 104 (1986), no. 1, 1--19. (Reviewer: H. Kesten) 60F17 (60J05 60K35)

MR0833269 (87j:60115) Sznitman, A.-S.; Varadhan, S. R. S. A multidimensional process involving local time. Probab. Theory Relat. Fields 71 (1986), no. 4, 553--579. (Reviewer: Shinichi Kotani) 60J60 (60J55)

MR0861018 (88f:60053) Varadhan, S. R. S. Large deviations and applications. Exposition. Math. 3 (1985), no. 3, 251--272. (Reviewer: Naresh C. Jain) 60F10

MR0816760 (87a:60082) Kipnis, Claude; Varadhan, S. R. S. Central limit theorems for additive functionals of reversible Markov chains and applications. Colloquium in honor of Laurent Schwartz, Vol. 2 (Palaiseau, 1983). Astérisque No. 132 (1985), 65--70. 60J55 (60F05 60K35)

MR0812349 (87a:60085) Papanicolaou, G.; Varadhan, S. R. S. Ornstein-Uhlenbeck process in a random potential. Comm. Pure Appl. Math. 38 (1985), no. 6, 819--834. (Reviewer: Michèle Mastrangelo-Dehen) 60J60

MR0798313 Donsker, M. D.; Varadhan, S. R. S. Large deviations for stationary Gaussian processes. Stochastic differential systems (Marseille-Luminy, 1984), 108--112, Lecture Notes in Control and Inform. Sci., 69, Springer, Berlin, 1985. 60G15

MR0792398 (87c:60066) Varadhan, S. R. S.; Williams, R. J. Brownian motion in a wedge with oblique reflection. Comm. Pure Appl. Math. 38 (1985), no. 4, 405--443. (Reviewer: Naresh C. Jain) 60J60

MR0782966 (86k:60064) Donsker, M. D.; Varadhan, S. R. S. Large deviations for stationary Gaussian processes. Comm. Math. Phys. 97 (1985), no. 1-2, 187--210. (Reviewer: Sujit K. Basu) 60G15 (60F10)

MR0758258 (86h:60067b) Varadhan, S. R. S. Large deviations and applications. CBMS-NSF Regional Conference Series in Applied Mathematics, 46. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1984. v+75 pp. ISBN: 0-89871-189-4 (Reviewer: François Bronner) 60F10 (60J25)

MR0799951 Varadhan, S. R. S. Random walks among random scatterers. Theory and application of random fields (Bangalore, 1982), 282--283, Lecture Notes in Control and Inform. Sci., 49, Springer, Berlin, 1983. 60J15

MR0690656 (84h:60128) Donsker, M. D.; Varadhan, S. R. S. Asymptotic evaluation of certain Markov process expectations for large time. IV. Comm. Pure Appl. Math. 36 (1983), no. 2, 183--212. (Reviewer: D. W. Stroock) 60J25

MR0709647 (85i:82007) Donsker, M. D.; Varadhan, S. R. S. Asymptotics for the polaron. Comm. Pure Appl. Math. 36 (1983), no. 4, 505--528. (Reviewer: Ronald F. Fox) 82A05 (60F10 82A31)

MR0794532 (86k:60044) Varadhan, S. R. S. Large deviations. Advances in filtering and optimal stochastic control (Cocoyoc, 1982), 382--392, Lecture Notes in Control and Inform. Sci., 42, Springer, Berlin, 1982. (Reviewer: J. Steinebach) 60F10 (60J25)

MR0659505 (85e:60082) Papanicolaou, George C.; Varadhan, S. R. S. Diffusions with random coefficients. Statistics and probability: essays in honor of C. R. Rao, pp. 547--552, North-Holland, Amsterdam, 1982. (Reviewer: A. D. Borisenko) 60J60

MR0712714 (84k:58233) Varadhan, S. R. S. Boundary value problems with rapidly oscillating random coefficients. Random fields, Vol. I, II (Esztergom, 1979), 835--873, Colloq. Math. Soc. János Bolyai, 27, North-Holland, Amsterdam-New York, 1981. (Reviewer: Jacques Vauthier) 58G32 (35R60 60H10 82A05)

MR0653644 (83k:60089) Donsker, M. D.; Varadhan, S. R. S. Some problems of large deviations. Stochastic differential systems (Visegrád, 1980), pp. 41--46, Lecture Notes in Control and Information Sci., 36, Springer, Berlin-New York, 1981. (Reviewer: Gh. Opri\c san) 60J65 (60F10 81C20 82A05)

MR0639028 Donsker, M. D.; Varadhan, S. R. S. The polaron problem and large deviations. New stochasitic methods in physics. Phys. Rep. 77 (1981), no. 3, 235--237. 82A15 (60J65)

MR0609184 (84f:60110) Papanicolaou, G. C.; Varadhan, S. R. S. Diffusion in regions with many small holes. Stochastic differential systems (Proc. IFIP-WG 7/1 Working Conf., Vilnius, 1978), pp. 190--206, Lecture Notes in Control and Information Sci., 25, Springer, Berlin-New York, 1980. (Reviewer: Constantin Tudor) 60J60

MR0607678 (83j:60087) Varadhan, S. R. S. Lectures on diffusion problems and partial differential equations. With notes by Pl. Muthuramalingam and Tara R. Nanda. Tata Institute of Fundamental Research Lectures on Mathematics and Physics, 64. Tata Institute of Fundamental Research, Bombay, 1980. iii+315 pp. ISBN: 3-540-08773-7 (Reviewer: A. D. Wentzell (Venttsel\cprime )) 60J60 (60H10)

MR0599148 (82d:60145) Chung, Kai Lai; Varadhan, S. R. S. Kac functional and Schrödinger equation. Studia Math. 68 (1980), no. 3, 249--260. (Reviewer: Mark Pinsky) 60J57 (60J65 81C20)

MR0562683 (81c:60031) Varadhan, S. R. S. Some problems of large deviations. Proceedings of the International Congress of Mathematicians (Helsinki, 1978), pp. 755--762, Acad. Sci. Fennica, Helsinki, 1980. (Reviewer: V. K. Rohatgi) 60F10 (60J05 60J55)

MR0562740 (81b:60080) Donsker, M. D.; Varadhan, S. R. S. A law of the iterated logarithm for total occupation times of transient Brownian motion. Comm. Pure Appl. Math. 33 (1980), no. 3, 365--393. (Reviewer: S. J. Taylor) 60J65 (60F15)

MR0539157 (81j:60080) Donsker, M. D.; Varadhan, S. R. S. On the number of distinct sites visited by a random walk. Comm. Pure Appl. Math. 32 (1979), no. 6, 721--747. (Reviewer: W. E. Pruitt) 60J15 (60F10)

MR0532498 (81f:60108) Stroock, Daniel W.; Varadhan, S. R. Srinivasa Multidimensional diffusion processes. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 233. Springer-Verlag, Berlin-New York, 1979. xii+338 pp. ISBN: 3-540-90353-4 (Reviewer: A. D. Wentzell (Ventcel\cprime )) 60J60

MR0536002 (80i:35140) Donsker, M. D.; Varadhan, S. R. S. On the principal eigenvalue of elliptic second order differential operators. Proceedings of the International Symposium on Stochastic Differential Equations (Res. Inst. Math. Sci., Kyoto Univ., Kyoto, 1976), pp. 41--47, Wiley, New York-Chichester-Brisbane, 1978. (Reviewer: Jan Bochenek) 35P15 (35J25 60J60)

MR0517233 (80e:60085) Donsker, M. D.; Varadhan, S. R. S. On the number of distinct sites visited by a random walk. Stochastic analysis (Proc. Internat. Conf., Northwestern Univ., Evanston, Ill., 1978), pp. 57--62, Academic Press, New York-London, 1978. (Reviewer: H. Kesten) 60J15 (60F10)

MR0520021 Saint-Raymond, Jean Quelques remarques sur un article de M. D. Donsker et S. R. S. Varadhan: "Asymptotic evaluation of certain Markov process expectations for large time, III" (Comm. Pure Appl. Math. 29 (1976), no. 4, 389--461). (French) Séminaire de Probabilités, XII (Univ. Strasbourg, Strasbourg, 1976/1977), pp. 468--481, Lecture Notes in Math., 649, Springer, Berlin, 1978. 60Jxx

MR0517541 (58 #24487) Donsker, M. D.; Varadhan, S. R. S. Some problems of large deviations. Symposia Mathematica, Vol. XXI (Convegno sulle Misure su Gruppi e su Spazi Vettoriali, Convegno sui Gruppi e Anelli Ordinati, INDAM, Rome, 1975), pp. 313--318. Academic Press, London, 1977. 60F10

MR0461684 (57 #1669) Papanicolaou, G. C.; Stroock, D.; Varadhan, S. R. S. Martingale approach to some limit theorems. Papers from the Duke Turbulence Conference (Duke Univ., Durham, N.C., 1976), Paper No. 6, ii+120 pp. Duke Univ. Math. Ser., Vol. III, Duke Univ., Durham, N.C., 1977. (Reviewer: Mark Pinsky) 60J60 (60H10 60F05 60G45)

MR0461682 (57 #1667) Donsker, M. D.; Varadhan, S. R. S. On laws of the iterated logarithm for local times. Comm. Pure Appl. Math. 30 (1977), no. 6, 707--753. (Reviewer: H. Kesten) 60J55 (60F15)

MR0428471 (55 #1492) Donsker, M. D.; Varadhan, S. R. S. Asymptotic evaluation of certain Markov process expectations for large time. III. Comm. Pure Appl. Math. 29 (1976), no. 4, 389--461. (Reviewer: D. W. Stroock) 60J25 (60G15)

MR0425380 (54 #13336) Donsker, M. D.; Varadhan, S. R. S. On the principal eigenvalue of second-order elliptic differential operators. Comm. Pure Appl. Math. 29 (1976), no. 6, 595--621. (Reviewer: H. F. Weinberger) 35P15