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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

MARC

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100 1 |a Tanaka, Hiroshi. 
245 1 0 |a Stochastic Processes :  |b Selected Papers of Hiroshi Tanaka /  |c edited by Makoto Maejima, Tokuzo Shiga. 
260 |a River Edge, N.J. :  |b World Scientific,  |c ©2002. 
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504 |a "Bibliography of Hiroshi Tanaka": pages 425-430. 
504 |a Includes bibliographical references. 
505 8 |a Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. 
588 0 |a Print version record. 
520 |a 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. 
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700 1 |a Maejima, Makoto. 
700 1 |a Shiga, Tokuzo. 
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