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Author : Hiroshi Tanaka,Makoto Maejima,Tokuzo Shiga
Publisher : World Scientific
Page : 443 pages
File Size : 48,7 Mb
Release : 2002
Category : Mathematics
ISBN : 9789810245917
A selection of Hiroshi Tanaka's brilliant works on stochastic processes and related topics.
Author : Makoto Maejima,Tokuzo Shiga
Publisher : World Scientific
Page : 444 pages
File Size : 46,5 Mb
Release : 2002-03-28
Category : Mathematics
ISBN : 9789814491273
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 treatment of nonlinear equations (Boltzmann equation, propagation of chaos and McKean-Vlasov limit), and (iii) stochastic processes in random environments (especially limit theorems on the stochastic processes in one-dimensional random environments and their refinements). The book also includes essays by Henry McKean, Marc Yor, Shinzo Watanabe and Hiroshi Tanaka on Tanaka's works.
Author : Giacomo Ascione,Yuliya Mishura,Enrica Pirozzi
Publisher : Walter de Gruyter GmbH & Co KG
Page : 515 pages
File Size : 41,9 Mb
Release : 2023-12-31
Category : Mathematics
ISBN : 9783110780222
Author : René L. Schilling,Lothar Partzsch
Publisher : Walter de Gruyter
Page : 396 pages
File Size : 44,6 Mb
Release : 2012-05-29
Category : Mathematics
ISBN : 9783110278989
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Author : Anonim
Publisher : Unknown
Page : 868 pages
File Size : 40,9 Mb
Release : 2003
Category : Mathematics
ISBN : UVA:X006180443
Author : Gishirō Maruyama
Publisher : Unknown
Page : 462 pages
File Size : 40,9 Mb
Release : 1988
Category : Mathematics
ISBN : CORNELL:31924064399847
Author : Ed Bowker Staff,Staff Bowker, Ed
Publisher : R. R. Bowker
Page : 3274 pages
File Size : 48,8 Mb
Release : 2004
Category : Reference
ISBN : 0835246426
Author : Anonim
Publisher : Unknown
Page : 2576 pages
File Size : 48,9 Mb
Release : 2002
Category : American literature
ISBN : STANFORD:36105025417838
Author : Anonim
Publisher : Unknown
Page : 234 pages
File Size : 41,7 Mb
Release : 1959
Category : Mathematics
ISBN : UCSD:31822022723415
Author : Tōkyō Daigaku. Rigakubu
Publisher : Unknown
Page : 886 pages
File Size : 55,5 Mb
Release : 1987
Category : Mathematics
ISBN : CORNELL:31924003839127
Author : Anonim
Publisher : Unknown
Page : 1008 pages
File Size : 43,5 Mb
Release : 1964
Category : Mathematical statistics
ISBN : UOM:39015009673909
Author : Masanao Aoki,Hiroshi Yoshikawa
Publisher : Cambridge University Press
Page : 353 pages
File Size : 52,9 Mb
Release : 2011-08-29
Category : Business & Economics
ISBN : 9781107634206
In this book, the authors reconceptualize existing macroeconomics by treating equilibria as statistical distributions, not as fixed points.
Author : American Statistical Association
Publisher : Unknown
Page : 1108 pages
File Size : 49,6 Mb
Release : 1980
Category : Electronic journals
ISBN : UOM:49015003225704
A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.
Author : Nihon Sūgakkai
Publisher : Unknown
Page : 544 pages
File Size : 54,5 Mb
Release : 1998
Category : Mathematics
ISBN : UCSC:32106014906801
Author : Anonim
Publisher : Unknown
Page : 948 pages
File Size : 48,9 Mb
Release : 1999
Category : Mathematical statistics
ISBN : UOM:39015053598119
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
