**Some Fluctuation Results for Weakly
Interacting Multi-type Particle Systems** (with R.Wu). *Submitted*.

**Construction of
Asymptotically Optimal Control for a Stochastic Network from a Free Boundary
Problem**
(with X.Liu
and S.Saha). *Submitted*.

**Local stability of Kolmogorov forward equations for finite state nonlinear
Markov processes** (with P. Dupuis, M. Fischer and K. Ramanan).
*Submitted*.

**Limits of relative entropies
associated with weakly interacting particle systems** (with P. Dupuis, M. Fischer and
K. Ramanan). *Submitted*.

**Large deviations for multidimensional
state-dependent shot noise processes **(with P. Nyquist). *To Appear in Adv. App. Prob.*

**Individual
confidence intervals for true solutions to stochastic variational
inequalities (with M.Lamm and S.Lu).** *Submitted.*

**On the multi-dimensional skew
Brownian motion **(with R. Atar). *Stoch**.** Proc. App*., **125**(2015),
no. 3, 1911–1925.

**Moderate deviation
principles for stochastic differential equations with jumps**** **(with P. Dupuis and A. Ganguly). *To
Appear in Ann. Prob..*

**Long time results for a weakly
interacting particle system in discrete time**** **(with A. Pal Majumdar). *Stoch**.** Anal. App, ***33 **(2015)*, *no. 3, 429-463* .*

**Stability of Constrained Markov Modulated Diffusions** (with Xin
Liu). *Math.** Oper. Res.** ***37 **(2012),
no. 4, 626–653.

**Controlled Stochastic Networks in
Heavy Traffic: Convergence of Value Functions** (with Arka Ghosh). *Ann. App. Prob., ***22** (2012), Number 2, 734-791.

**Exit Time and Invariant Measure Asymptotics
for Small Noise Constrained Diffusions **(with Anup Biswas).** ***Stoch**.** Proc. App. 121(2011), 899 --
924.*

**Action Time Sharing Policies for Ergodic Control of Markov Chains** (with Adam Shwartz and Xin Liu). *SIAM J. Control Optim., ***50**, (2012), no. 1, 171-195*.*

**Multiscale Diffusion Approximations for Stochastic Networks in Heavy Traffic (with Xin
Liu).**
*Stoch**.** Proc. App. 121(2011), 630
--656.*

**Large deviation properties
of weakly interacting processes via weak convergence methods (with Paul Dupuis and Markus
Fischer).**
*Ann. Prob.,* **40** (2012), no. 1, 74-102*.*

**Some asymptotic results for near
critical branching processes (with Dominik Reinhold).** *Comm. on Stoch.** Anal. 4 (2010), no. 1, 91—113.*

Variational Representations for Continuous Time Processes (with P. Dupuis and V. Maroulas).Annalesde l’Institut Henri Poincaré (B) Probabilités et Statistiques,47(2011), no. 3, 725 -- 747.

**On Near Optimal Trajectories of Games Associated with the infinity-Laplacian (with Rami Atar).** *Prob. Th. Rel Fiel., ***151** (2011), no. 3-4, 509–528.

**A stochastic differential game for the inhomogeneous
infinity-Laplace equation (with Rami Atar).** *Ann. Prob.
38 (2010), no. 2, 498—531.*

**An Ergodic Rate Control Problem for
Single Class Queueing Networks (with Arka
Ghosh and Chihoon Lee).** * SIAM J. Cont. Opt.,* **49, **no. 4 (2011), 1570–1606*.*

**Large Deviations for Stochastic Flows of Diffeomorphisms (with P. Dupuis and V. Maroulas).** *Bernoulli 16 (2010), no. 1,
91--113.** *

**Stationary Distribution Convergence for Generalized Jackson
Networks in Heavy Traffic (with Chihoon Lee).** *Math.**
Oper.
Res.*, Vol. **34**, No. 1, February 2009, pp. 45-56.** **

**Optimal Stopping and Free Boundary Characterizations for some
Brownian Control Problems (with Kevin Ross) Ann. App. Prob., 18, no. 6, 2367-2391.**

**Large Deviations for Infinite Dimensional Stochastic Dynamical
Systems (with
Paul Dupuis and Vasileios Maroulas).** *Ann. Prob.*, **36**,
no. 4 (2008), 1390-1420.

**Deterministic and Stochastic Differential Inclusions with Multiple
Surfaces of Discontinuity (with Rami Atar and
Kavita Ramanan).** *Probability Theory and
Related Fields*, **142**, no. 1-2 (2008), 249-283.** **

**HJB Equations for Certain Singularly Controlled Diffusions (with Rami
Atar and Ruth J. Williams).** *Ann. App. Prob.*, **17**
(2007), no. 5-6, 1745-1776.

**Long time asymptotics for constrained
diffusions in polyhedral domains (with Chihoon Lee).** *Stochastic Processes
and their Applications* **117** (2007) 1014-1036.

**Existence of Optimal Controls for Singular Control Problems with
State Constraints (with
Kevin Ross).**
*Ann. App. Prob.*, **16**, no. 4(2006), 2235-2255.**
**

**Convergent Numerical Scheme for Singular Stochastic Control with
State Constraints in a Portfolio Selection Problem
(with Kevin Ross).** *SIAM J.
Cont. Opt.*, **45** (2007), no. 6, 2169-2206.

**Diffusion approximations for controlled
stochastic networks: An asymptotic bound for the value function **(with Arka
Ghosh). *Ann. App. Prob.*, **16**, no.
4 (2006), 1962-2006.

**Molecular
Motors, Brownian Ratchets, and Reflected Diffusions **(with John Fricks).
*Discrete and Continuous Dynamical Systems*, *Series B*, **6** , no. 4 (2006), 711-734.

**Singular Control with State Constraints on Unbounded Domain (with Rami
Atar).** *Ann. Prob.*, **34**,
no. 5 (2006), 1864-1909.** **

**A Large Deviations Approach to Asymptotically Optimal Control of
Crisscross Network in Heavy Traffic (with A. P. Ghosh).
***Ann. App.
Prob.* **15**
(2005), no. 3, 1887-1935.** **

**Ergodic Control for Constrained
Diffusions: Characterization using HJB Equations **(with V. Borkar).**
***SIAM J. Control Optim*.
**43** (2004/05), no. 4, 1467-1492.

**A
Further Remark on Dynamic Programming For Partially Observed Markov Processes
**(with V. Borkar) *Stochastic Processes and their applications*,
**112** (2004), no. 1, 79-93.

**Stochastic
Differential Equation for TCP Window Size: Analysis and Experimental Validation
**(with F.
Hernandez-Campos, V.G. Kulkarni and F.D. Smith) *Probability
in the Engineering and Informational Sciences*, **18** (2004), 111-140.**
**

**Asymptotic
Stability, Ergodicity and
other asymptotic properties of the Nonlinear Filter ***Annales** de l'Institut
Henri Poincare: Probabilites et statistiques*, **39** (2003), no. 6,
919-941.

**Stability
Properties of Constrained Jump-Diffusion Processes **(with R. Atar) *Electron**. J. Probab*.
**7** (2002), no. 22, 31 pp**. **(electronic).

**Large
Deviations for the Empirical Measures of Reflecting Brownian Motion
and Related Constrained Processes in R _{+} **(with P. Dupuis)

**An Ergodic Control Problem for Constrained Diffusion
Processes: Existence of Optimal Markov Control. ***SIAM J.
Control Optim*.
**42** (2003), no. 2, 532-558.

**On Positive Recurrence of Constrained Diffusion Processes (with R. Atar
and P. Dupuis) Annals of Probability, 29 (2001), no. 2, 979-1000.**

**On invariant
measures of discrete time filters in the correlated signal-noise case.**** ***Ann .** Appl. Prob.* **12** (2002), no. 3,
1096-1113.

**Ergodic**** properties
of the nonlinear filter.****
***Stochastic
Processes and their applications*,
**95** (2001) 1-24.

**A variational representation for positive functionals
of an infinite dimensional Brownian motion **(with P.Dupuis). *Probab**.** Math. Statist.*
**20** (2000), no. 1, 39-61.

**Markov
Property and Ergodicity of the Nonlinear **Filter (with A.G. Bhatt and R.L.Karandikar). *SIAM J. Control Optim*. **39** (2000), no. 3, 928-949.

**Monte Carlo
Algorithms and Asymptotic Problems in Nonlinear Filtering **(with H.J. Kushner). *Stochastics**
in finite and infinite dimensions, A volume in honor
of G. Kallianpur*.

**A nonlinear filtering algorithm
based on an approximation of the conditional distribution **(with H.J. Kushner). *IEEE
Trans. Automat. Control* **45** (2000), no. 3, 580-585**. **

**Exponential stability in discrete
time filtering for non-ergodic signals **(with D.Ocone).
*Stochastic Processes and their applications*, Vol. **82**, (1999),
245-257.

**Approximation and limit results
for nonlinear filters over an infinite time interval: Part II, random sampling
algorithms **(with
H. Kushner).* SIAM J. Control Optim.* **38** (2000), no. 6,
1874-1908.** **

**Representations for functionals of Hilbert space valued diffusions **(with P. Dupuis). *Stochastic
analysis, control, optimization and applications*, 1-20, Systems Control
Found. Appl., Birkhäuser Boston,
Boston, MA, 1999**.**

**Simple
necessary and sufficient conditions for the stability of constrained processes **(with P. Dupuis). *SIAM J. Appl. Math*., Vol.
**59**, (1999), 1686-1700.** **

**Approximation
and limit results for nonlinear filters over an infinite time interval (with H.
Kushner).****
***SIAM J. Cont.
Opt.*, Vol. **37**,
No. 6, (1999), 1946-1979.

**Robustness
of nonlinear filters over the infinite time interval **(with H. Kushner). *SIAM J. Control and Opt.*
Vol. **36**, (1998), 1618-1637.

**A limit
theorem for symmetric statistics of Brownian particles.**** ***Stochastic Processes and their
Applications*,
Vol. **77**, (1998), 155-174.

**Exponential stability of discrete
time filters for bounded observation noise** (with D. Ocone). *System
and Control Letters*, Vol. **30**, (1997) 185-193.

**Approximations
to solutions of Zakai equations using multiple Wiener
and Stratonovich expansions** (with G. Kallianpur). *Stochastics**
and Stochastic Reports*, Vol. **3**, (1996), 271-315.

**Hilbert space valued traces and
multiple Stratonovich integrals with statistical
applications **(with
G. Kallianpur). *Probability and Mathematical
Statistics*, Vol. **15**, (1995), 127-163.

**The Feynman-Stratonovich semigroup and Stratonovich integral expansions in nonlinear filtering **(with G. Kallianpur). *Appl. Math. Optim*.
Vol. **35**, (1997), no. 1, 91-116.

**The
generalized Hu-Meyer formula for random kernels **(with G. Kallianpur). *Appl. Math. Optim*.
**35** (1997), no. 2, 177-202.

**Two results on multiple Stratonovich integrals **(with G. Kallianpur). *Statist.** Sinica* Vol.
**7** (1997), no. 4, 907-922.

**Hilbert space valued traces and
multiple Stratonovich integrals with statistical
applications **(with
G. Kallianpur). *Stochastic
analysis on infinite-dimensional spaces* (Baton Rouge, LA, 1994), 26--32,
Pitman Res. Notes Math. Ser., 310, Longman Sci. Tech.,
Harlow, 1994.

** **

**May
14, 2015**