Stochastic Processes: Selected Papers On Hiroshi Tanaka

Stochastic Processes: Selected Papers On Hiroshi Tanaka Praca zbiorowa Wydawca: World Scientific Publishing Co Pte Ltd Data wydania: 2002 ISBN: 9789810245917 Liczba stron: 444 Format: Rodzaj oprawy: Hardback Opis produktu: 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 works on stochastic processes and related topics. It also includes essays by Henry McKean, Marc Yor and others on Tanaka s works.