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| #8217978 in Books | World Scientific Pub Co Inc | 2002-08-15 | Original language:English | PDF # 1 | 10.18 x1.07 x6.66l,1.91 | File type: PDF | 420 pages | |
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 ...
You easily download any file type for your gadget.Stochastic Processes | From Brand: World Scientific Pub Co Inc. A good, fresh read, highly recommended.
