Stochastic processes: selected papers of Hiroshi Tanaka
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 mot...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2002
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Schlagworte: | |
Online-Zugang: | FHN01 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | xi, 430 p. ill., port |
ISBN: | 9789812778550 |
Internformat
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520 | |a 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 | ||
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Datensatz im Suchindex
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any_adam_object | |
author | Tanaka, Hiroshi |
author_facet | Tanaka, Hiroshi |
author_role | aut |
author_sort | Tanaka, Hiroshi |
author_variant | h t ht |
building | Verbundindex |
bvnumber | BV044635253 |
collection | ZDB-124-WOP |
ctrlnum | (ZDB-124-WOP)00003946 (OCoLC)1012724292 (DE-599)BVBBV044635253 |
dewey-full | 519.23 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.23 |
dewey-search | 519.23 |
dewey-sort | 3519.23 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
format | Electronic eBook |
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id | DE-604.BV044635253 |
illustrated | Illustrated |
indexdate | 2024-07-10T07:57:46Z |
institution | BVB |
isbn | 9789812778550 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030033225 |
oclc_num | 1012724292 |
open_access_boolean | |
owner | DE-92 |
owner_facet | DE-92 |
physical | xi, 430 p. ill., port |
psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
publishDate | 2002 |
publishDateSearch | 2002 |
publishDateSort | 2002 |
publisher | World Scientific Pub. Co. |
record_format | marc |
spelling | Tanaka, Hiroshi Verfasser aut Stochastic processes selected papers of Hiroshi Tanaka edited by Makoto Maejima, Tokuzo Shiga Singapore World Scientific Pub. Co. c2002 xi, 430 p. ill., port txt rdacontent c rdamedia cr rdacarrier 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 Tanaka, Hiroshi Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Maejima, Makoto Sonstige oth Shiga, Tokuzo Sonstige oth Erscheint auch als Druck-Ausgabe 9789810245917 Erscheint auch als Druck-Ausgabe 9810245912 http://www.worldscientific.com/worldscibooks/10.1142/4673#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Tanaka, Hiroshi Stochastic processes selected papers of Hiroshi Tanaka Tanaka, Hiroshi Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
subject_GND | (DE-588)4057630-9 |
title | Stochastic processes selected papers of Hiroshi Tanaka |
title_auth | Stochastic processes selected papers of Hiroshi Tanaka |
title_exact_search | Stochastic processes selected papers of Hiroshi Tanaka |
title_full | Stochastic processes selected papers of Hiroshi Tanaka edited by Makoto Maejima, Tokuzo Shiga |
title_fullStr | Stochastic processes selected papers of Hiroshi Tanaka edited by Makoto Maejima, Tokuzo Shiga |
title_full_unstemmed | Stochastic processes selected papers of Hiroshi Tanaka edited by Makoto Maejima, Tokuzo Shiga |
title_short | Stochastic processes |
title_sort | stochastic processes selected papers of hiroshi tanaka |
title_sub | selected papers of Hiroshi Tanaka |
topic | Tanaka, Hiroshi Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd |
topic_facet | Tanaka, Hiroshi Stochastic processes Stochastischer Prozess |
url | http://www.worldscientific.com/worldscibooks/10.1142/4673#t=toc |
work_keys_str_mv | AT tanakahiroshi stochasticprocessesselectedpapersofhiroshitanaka AT maejimamakoto stochasticprocessesselectedpapersofhiroshitanaka AT shigatokuzo stochasticprocessesselectedpapersofhiroshitanaka |