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9789810245917: STOCHASTIC PROCESSES: SELECTED PAPERS ON HIROSHI TANAKA
Tapa dura
ISBN 10: 9810245912 ISBN 13: 9789810245917
Editorial: World Scientific Publishing Co Pte Ltd, 2002

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Hiroshi Tanaka is noted for his discovery of the "Tanaka formula", which is a generalization of the Ito 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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
World Scientific Publishing Co Pte Ltd
Año de publicación
2002
Idioma
Inglés
ISBN 10 
9810245912
ISBN 13 
9789810245917
Encuadernación
Tapa dura
Número de páginas
444
Editor
Maejima Makoto, Shiga Tokuzo
Contacto del fabricante
no disponible
Persona responsable
no disponible