Stochastic Processes: Selected Papers On Hiroshi Tanaka
Will be published approx. on 4. April 2002
Book
Hardback
444 pages
978-981-02-4591-7 (ISBN)
Description
Hiroshi Tanaka is noted for his discovery of the "Tanaka formula", which is a generalization of the Ito 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.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professional and scholarly
Product notice
sewn/stitched
Cloth over boards
Dimensions
Height: 259 mm
Width: 169 mm
Thickness: 27 mm
Weight
866 gr
ISBN-13
978-981-02-4591-7 (9789810245917)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Existence of Diffusions with Continuous Coefficients; On the Uniqueness of Markov Process Associated with the Boltzmann Equation of Maxwellian Molecules; Stochastic Differential Equations with Reflecting Boundary Condition in Convex Regions; Limit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random Environments; Recurrence of a Diffusion Process in a Multidimensional Brownian Environment; Diffusion Processes in Random Environments; and other papers.