Stochastic Processes Selected Papers On Hiroshi Tanaka
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Author | : Makoto Maejima |
Publisher | : World Scientific |
Total Pages | : 444 |
Release | : 2002-03-28 |
Genre | : Mathematics |
ISBN | : 9814491276 |
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.
Author | : René L. Schilling |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 533 |
Release | : 2021-09-07 |
Genre | : Mathematics |
ISBN | : 311074127X |
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.
Author | : Giacomo Ascione |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 515 |
Release | : 2023-12-31 |
Genre | : Mathematics |
ISBN | : 3110780224 |
Author | : Hiroshi Tanaka |
Publisher | : World Scientific |
Total Pages | : 443 |
Release | : 2002 |
Genre | : Mathematics |
ISBN | : 9810245912 |
A selection of Hiroshi Tanaka's brilliant works on stochastic processes and related topics.
Author | : |
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Total Pages | : 868 |
Release | : 2003 |
Genre | : Mathematics |
ISBN | : |
Author | : Ed Bowker Staff |
Publisher | : R. R. Bowker |
Total Pages | : 3274 |
Release | : 2004 |
Genre | : Reference |
ISBN | : 9780835246422 |
Author | : Gishirō Maruyama |
Publisher | : |
Total Pages | : 462 |
Release | : 1988 |
Genre | : Mathematics |
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Total Pages | : 2576 |
Release | : 2002 |
Genre | : American literature |
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Author | : Nihon Sūgakkai |
Publisher | : |
Total Pages | : 544 |
Release | : 1998 |
Genre | : Mathematics |
ISBN | : |
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Total Pages | : 234 |
Release | : 1959 |
Genre | : Mathematics |
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