Stochastic Processes Selected Papers On Hiroshi Tanaka is popular PDF and ePub book, written by Makoto Maejima in 2002-03-28, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Processes Selected Papers On Hiroshi Tanaka can be Read Online from any device for your convenience.
Stochastic Processes Selected Papers On Hiroshi Tanaka Book PDF Summary
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 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.
Detail Book of Stochastic Processes Selected Papers On Hiroshi Tanaka PDF
- Author : Makoto Maejima
- Release : 28 March 2002
- Publisher : World Scientific
- ISBN : 9789814491273
- Genre : Mathematics
- Total Page : 444 pages
- Language : English
- PDF File Size : 14,6 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Stochastic Processes Selected Papers On Hiroshi Tanaka by Makoto Maejima, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.