During the last fifty years, Gopinath Kallianpur has made extensive
and significant contributions to diverse areas of probability and
statistics, including stochastic finance, Fisher consistent
estimation, non-linear prediction and filtering problems, zero-one
laws for Gaussian processes and reproducing kernel Hilbert space
theory, and stochastic differential equations in infinite
dimensions. To honor Kallianpur's pioneering work and scholarly
achievements, a number of leading experts have written research
articles highlighting progress and new directions of research in
these and related areas. This commemorative volume, dedicated to
Kallianpur on the occasion of his seventy-fifth birthday, will pay
tribute to his multi-faceted achievements and to the deep insight
and inspiration he has so graciously offered his students and
colleagues throughout his career. Contributors to the volume: S.
Aida, N. Asai, K. B. Athreya, R. N. Bhattacharya, A. Budhiraja, P.
S. Chakraborty, P. Del Moral, R. Elliott, L. Gawarecki, D. Goswami,
Y. Hu, J. Jacod, G. W. Johnson, L. Johnson, T. Koski, N. V. Krylov,
I. Kubo, H.-H. Kuo, T. G. Kurtz, H. J. Kushner, V. Mandrekar, B.
Margolius, R. Mikulevicius, I. Mitoma, H. Nagai, Y. Ogura, K. R.
Parthasarathy, V. Perez-Abreu, E. Platen, B. V. Rao, B. Rozovskii,
I. Shigekawa, K. B. Sinha, P. Sundar, M. Tomisaki, M. Tsuchiya, C.
Tudor, W. A. Woycynski, J. Xiong
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