Stochastic Processes: Selected Papers On Hiroshi Tanaka
Regular price
€173.60
Boltzmann Equation
Brownian Motion
Category=PBWL
Diffusions
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Markov Process
McKean-Vlasov Limit
Stochastic Differential Equation
Product details
- ISBN 9789810245917
- Publication Date: 04 Apr 2002
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
Secure
checkout
Fast Shipping
Easy returns
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.
