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Více informací o knize Stochastic Processes: Selected Papers On Hiroshi Tanaka

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Anotace knihy

Hiroshi Tanaka is noted for his discovery of the "Tanaka Formula", which is a generalization of the Ito formula in stochastic analysis. This 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 volume also includes essays by Henry McKean, Marc Yor, Shinzo Watanabe and Hiroshi Tanaka on Tanaka's works.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Stochastic Processes: Selected Papers On Hiroshi Tanaka
• Autor: Hiroshi Tanaka
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 444
• EAN: 9789810245917
• ISBN: 9810245912
• ID: 05066815
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 866 g
• Rozměry: 259 × 169 × 27 mm
• Datum vydání: 04. April 2002

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