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...
Call Number: | Libro Electrónico |
---|---|
Main Author: | |
Other Authors: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Singapore :
World Scientific Publishing Company,
2002.
|
Subjects: | |
Online Access: | Texto completo |