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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| Weitere Verfasser: | , |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
River Edge, N.J. :
World Scientific,
©2002.
|
| Schlagworte: | |
| Online-Zugang: | 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: | 1 online resource (xi, 430 pages) : portrait |
| Bibliographie: | "Bibliography of Hiroshi Tanaka": pages 425-430. Includes bibliographical references. |
| ISBN: | 9789812778550 9812778551 9789810245917 9810245912 |
Internformat
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| 245 | 1 | 0 | |a Stochastic Processes : |b Selected Papers of Hiroshi Tanaka / |c edited by Makoto Maejima, Tokuzo Shiga. |
| 260 | |a River Edge, N.J. : |b World Scientific, |c ©2002. | ||
| 300 | |a 1 online resource (xi, 430 pages) : |b portrait | ||
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| 504 | |a "Bibliography of Hiroshi Tanaka": pages 425-430. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 8 | |a Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. | |
| 588 | 0 | |a Print version record. | |
| 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. | ||
| 546 | |a English. | ||
| 600 | 1 | 0 | |a Tanaka, Hiroshi. |0 http://id.loc.gov/authorities/names/no2002087661 |
| 600 | 1 | 7 | |a Tanaka, Hiroshi |2 fast |
| 650 | 0 | |a Stochastic processes. |0 http://id.loc.gov/authorities/subjects/sh85128181 | |
| 650 | 2 | |a Stochastic Processes |0 https://id.nlm.nih.gov/mesh/D013269 | |
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| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x Stochastic Processes. |2 bisacsh | |
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| _version_ | 1816881719511351296 |
| adam_text | |
| any_adam_object | |
| author | Tanaka, Hiroshi |
| author2 | Maejima, Makoto Shiga, Tokuzo |
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| author_GND | http://id.loc.gov/authorities/names/no2002087661 http://id.loc.gov/authorities/names/n2003004268 http://id.loc.gov/authorities/names/no2002087648 |
| author_facet | Tanaka, Hiroshi Maejima, Makoto Shiga, Tokuzo |
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| author_sort | Tanaka, Hiroshi |
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| contents | Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. |
| ctrlnum | (OCoLC)614463335 |
| dewey-full | 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | ZDB-4-EBA-ocn614463335 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:17:11Z |
| institution | BVB |
| isbn | 9789812778550 9812778551 9789810245917 9810245912 |
| language | English |
| lccn | 2002283277 |
| oclc_num | 614463335 |
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| physical | 1 online resource (xi, 430 pages) : portrait |
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| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | World Scientific, |
| record_format | marc |
| spelling | Tanaka, Hiroshi. http://id.loc.gov/authorities/names/no2002087661 Stochastic Processes : Selected Papers of Hiroshi Tanaka / edited by Makoto Maejima, Tokuzo Shiga. River Edge, N.J. : World Scientific, ©2002. 1 online resource (xi, 430 pages) : portrait text txt rdacontent computer c rdamedia online resource cr rdacarrier "Bibliography of Hiroshi Tanaka": pages 425-430. Includes bibliographical references. Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. Print version record. 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. English. Tanaka, Hiroshi fast Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Processus stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Stochastic processes fast Maejima, Makoto. http://id.loc.gov/authorities/names/n2003004268 Shiga, Tokuzo. http://id.loc.gov/authorities/names/no2002087648 has work: Stochastic processes (Text) https://id.oclc.org/worldcat/entity/E39PCGhyM7cqKRVKhKWDKGQBxC https://id.oclc.org/worldcat/ontology/hasWork Print version: Tanaka, Hiroshi. Stochastic processes. River Edge, N.J. : World Scientific, ©2002 (DLC) 2002283277 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210658 Volltext |
| spellingShingle | Tanaka, Hiroshi Stochastic Processes : Selected Papers of Hiroshi Tanaka / Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. Tanaka, Hiroshi. http://id.loc.gov/authorities/names/no2002087661 Tanaka, Hiroshi fast Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Processus stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Stochastic processes fast |
| subject_GND | http://id.loc.gov/authorities/names/no2002087661 http://id.loc.gov/authorities/subjects/sh85128181 https://id.nlm.nih.gov/mesh/D013269 |
| 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. http://id.loc.gov/authorities/names/no2002087661 Tanaka, Hiroshi fast Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Processus stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. bisacsh Stochastic processes fast |
| topic_facet | Tanaka, Hiroshi. Tanaka, Hiroshi Stochastic processes. Stochastic Processes Processus stochastiques. MATHEMATICS Probability & Statistics Stochastic Processes. Stochastic processes |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=210658 |
| work_keys_str_mv | AT tanakahiroshi stochasticprocessesselectedpapersofhiroshitanaka AT maejimamakoto stochasticprocessesselectedpapersofhiroshitanaka AT shigatokuzo stochasticprocessesselectedpapersofhiroshitanaka |