Stochastic Processes : Selected Papers on Hiroshi Tanaka.
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 mot...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore :
World Scientific Publishing Company,
2002.
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| Online Access: |
Full text (Emmanuel users only) |