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Stochastic Processes: Selected Papers of Hiroshi Tanaka

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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.Contents: Existence of Diffusions with Continuous CoefficientsOn the Uniqueness of Markov Process Associated with the Boltzmann Equation of Maxwellian MoleculesStochastic Differential Equations with Reflecting Boundary Condition in Convex RegionsLimit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random EnvironmentsRecurrence of a Diffusion Process in a Multidimensional Brownian EnvironmentDiffusion Processes in Random Environmentsand other papersReadership: Researchers and graduate students in probability theory, analysis and mathematical physics."We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Stochastic Processes: Selected Papers of Hiroshi Tanaka. To get started finding Stochastic Processes: Selected Papers of Hiroshi Tanaka, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 443

Format: PDF, EPUB & Kindle Edition

Publisher: World Scientific Publishing Company

Release: 2014

ISBN: 1299742157

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.Contents: Existence of Diffusions with Continuous CoefficientsOn the Uniqueness of Markov Process Associated with the Boltzmann Equation of Maxwellian MoleculesStochastic Differential Equations with Reflecting Boundary Condition in Convex RegionsLimit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random EnvironmentsRecurrence of a Diffusion Process in a Multidimensional Brownian EnvironmentDiffusion Processes in Random Environmentsand other papersReadership: Researchers and graduate students in probability theory, analysis and mathematical physics."We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Stochastic Processes: Selected Papers of Hiroshi Tanaka. To get started finding Stochastic Processes: Selected Papers of Hiroshi Tanaka, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Stochastic Processes: Selected Papers of Hiroshi Tanaka

Stochastic Processes: Selected Papers of Hiroshi Tanaka

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