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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Maejima, Makoto
Other Authors: Shiga, Tokuzo
Format: Electronic eBook
Language:Inglés
Published: Singapore : World Scientific Publishing Company, 2002.
Subjects:
Online Access:Texto completo