Download or read book Stochastic Processes Selected Papers On Hiroshi Tanaka written by Makoto Maejima and published by World Scientific. This book was released on 2002-03-28 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Brownian Motion written by René L. Schilling and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-09-07 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.

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Download or read book Stochastic Processes written by Hiroshi Tanaka and published by World Scientific. This book was released on 2002 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: A selection of Hiroshi Tanaka's brilliant works on stochastic processes and related topics.

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