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Stochastic Processes : Selected Papers of Hiroshi Tanaka /

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 mot...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Tanaka, Hiroshi
Otros Autores: Maejima, Makoto, Shiga, Tokuzo
Formato: Electrónico eBook
Idioma:Inglés
Publicado: River Edge, N.J. : World Scientific, ©2002.
Temas:
Acceso en línea:Texto completo