Stochastic Processes

 Stochastic Processes pdf

By Makoto Maejima | Category: Science and Math books | DMCA

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 equat...

Hardcover: 420 pages
Publisher: World Scientific Pub Co Inc; 1st edition (August 15, 2002)
Language: English
ISBN-10: 9810245912
ISBN-13: 978-9810245917
Product Dimensions: 6.8 x 1.2 x 9.8 inches
Amazon Rank: 11540873
Format: PDF Text TXT book

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