Stochastic Processes: Selected Papers On Hiroshi Tanaka PDF Download
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Author: Makoto Maejima
Publisher: World Scientific
ISBN: 9814491276
Category : Mathematics
Languages : en
Pages : 444
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Book 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.
Author: Makoto Maejima
Publisher: World Scientific
ISBN: 9814491276
Category : Mathematics
Languages : en
Pages : 444
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Book 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.
Author: Giacomo Ascione
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110780224
Category : Mathematics
Languages : en
Pages : 515
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Book Description
Author: René L. Schilling
Publisher: Walter de Gruyter
ISBN: 3110278987
Category : Mathematics
Languages : en
Pages : 396
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Book Description
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Author: Hiroshi Tanaka
Publisher: World Scientific
ISBN: 9810245912
Category : Mathematics
Languages : en
Pages : 443
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Book Description
A selection of Hiroshi Tanaka's brilliant works on stochastic processes and related topics.
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 868
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Book Description
Author: Gishirō Maruyama
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 462
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Book Description
Author: Masao Nagasawa
Publisher: Birkhäuser
ISBN: 3034883838
Category : Mathematics
Languages : en
Pages : 609
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Book Description
From the reviews: "The text is almost self-contained and requires only an elementary knowledge of probability theory at the graduate level. The book under review is recommended to mathematicians, physicists and graduate students interested in mathematical physics and stochastic processes. Furthermore, some selected chapters can be used as sub-textbooks for advanced courses on stochastic processes, quantum theory and quantum chemistry." ZAA
Author: Ed Bowker Staff
Publisher: R. R. Bowker
ISBN: 9780835246422
Category : Reference
Languages : en
Pages : 3274
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Publisher:
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Category : American literature
Languages : en
Pages : 2576
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Author:
Publisher:
ISBN:
Category : Engineering
Languages : en
Pages : 332
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Book Description
