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Stochastic Processes : Selected Papers on Hiroshi Tanaka.
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 mo...
| Cote: | Libro Electrónico |
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| Format: | Électronique eBook |
| Langue: | Inglés |
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Singapore :
World Scientific Publishing Company,
2002.
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| Accès en ligne: | Texto completo |