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Book synopsis

Hiroshi Tanaka is noted for his discovery of the "Tanaka Formula", which is a generalization of the Ito formula in stochastic analysis. This 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 volume also includes essays by Henry McKean, Marc Yor, Shinzo Watanabe and Hiroshi Tanaka on Tanaka's works.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Stochastic Processes: Selected Papers On Hiroshi Tanaka
• Author: Hiroshi Tanaka
• Language: English
• Binding: Hardback
• Number of pages: 444
• EAN: 9789810245917
• ISBN: 9810245912
• ID: 05066815
• Publisher: World Scientific Publishing Co Pte Ltd
• Weight: 866 g
• Dimensions: 259 × 169 × 27 mm
• Date of publishing: 04. April 2002

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