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World Scientific Publishing Company Stochastic Processes: Selected Papers of Hiroshi Tanaka

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£78.08 £63.12 £66.38 £69.65 £72.91 £76.18 £79.44 09 May 2026 18 May 2026 27 May 2026 05 June 2026 15 June 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 April 2002
Listed Since
02 February 2007

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