Stochastic processes: selected papers on hiroshi tanaka
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789810245917
Date de publication :
4 avr. 2002
Langue :
Anglais
Pays d'origine :
Singapour
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.