Stochastic Processes: Selected Papers on Hiroshi Tanaka (Hardcover) (ISBN-13: 9789810245917)

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.

Author: Makoto Maejima
ISBN-10: 9810245912
ISBN-13: 9789810245917
Publisher: World Scientific Publishing Company
Language: English
Published: 04/04/2002
Pages: 444
Format: Hardcover
Weight: 1.91lbs
Size: 10.18h x 6.66w x 1.07d