Gopinath Kallianpur

B. Gopinath Kallianpur ( born April 16, 1925 in Mangalore ) is an Indian statistician.

Kallianpur studied at the University of Madras with a Bachelor 's degree in 1945 and a master's degree in 1946. Afterwards he was with DD Kosambi at the Tata Institute of Fundamental Research and S. Minakshisundaram at the Andhra University. In 1951 he received his doctorate with Herbert Robbins at the University of North Carolina at Chapel Hill on stochastic processes. As a post - graduate student, he was a lecturer at the University of California, Berkeley, and 1952/53, the Institute for Advanced Study. 1953 to 1956 he was at the Indian Statistical Institute ( ISI). 1956 to 1959 he was at the University of Minnesota ( as a Visiting Associate Professor ), then at Indiana University as an Associate Professor, 1961-1963 Professor at Michigan State University and from 1963 professor at the University of Minnesota. 1976 to 1979 he was director of ISI. From 1979 he was professor at the University of North Carolina at Chapel Hill, in which retired in 2001. He then moved to Nashville.

It dealt among other things with filter theory and financial mathematics.

He is a Fellow of the Institute of Mathematical Statistics.

Writings

• Stochastic filtering theory, Springer Verlag 1980
• With RL Karandikar: Introduction to Option Pricing Theory, Birkhauser 1999