Stochastic Processes: Selected Papers of Hiroshi Tanaka - Couverture rigide

Couverture rigide

ISBN 10 : 9810245912 ISBN 13 : 9789810245917

Editeur : World Scientific Publishing Co Pte Ltd, 2002

Synopsis

Hiroshi Tanaka is noted for his discovery of the "Tanaka formula", which is a generalization of the Itô formula in stochastic analysis. This important book is a selection of his brilliant works on stochastic processes and related topics. It contains Tanaka's papers on (i) Brownian motion and stochastic differential equations (additive functionals of Brownian paths and stochastic differential equations with reflecting boundaries), (ii) the probabilistic treatment of nonlinear equations (Boltzmann equation, propagation of chaos and McKean-Vlasov limit), and (iii) stochastic processes in random environments (especially limit theorems on the stochastic processes in one-dimensional random environments and their refinements). The book also includes essays by Henry McKean, Marc Yor, Shinzo Watanabe and Hiroshi Tanaka on Tanaka's works.

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2002
• Langue: anglais
• ISBN 10: 9810245912
• ISBN 13: 9789810245917
• Reliure: Relié
• Nombre de pages: 444
• Éditeur: Maejima Makoto, Shiga Tokuzo
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible