Stochastic Processes Selected Papers On Hiroshi Tanaka
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Stochastic Processes
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Author : Hiroshi Tanaka
language : en
Publisher: World Scientific
Release Date : 2002
Stochastic Processes written by Hiroshi Tanaka and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
A selection of Hiroshi Tanaka's brilliant works on stochastic processes and related topics.
Stochastic Processes Selected Papers On Hiroshi Tanaka
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Author : Makoto Maejima
language : en
Publisher: World Scientific
Release Date : 2002-03-28
Stochastic Processes Selected Papers On Hiroshi Tanaka written by Makoto Maejima and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-03-28 with Mathematics categories.
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.
Fractional Deterministic And Stochastic Calculus
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Author : Giacomo Ascione
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2023-12-31
Fractional Deterministic And Stochastic Calculus written by Giacomo Ascione and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-31 with Mathematics categories.
Brownian Motion
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Author : René L. Schilling
language : en
Publisher: Walter de Gruyter
Release Date : 2012-05-29
Brownian Motion written by René L. Schilling and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-29 with Mathematics categories.
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.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2003
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
Selected Papers
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Author : Gishirō Maruyama
language : en
Publisher:
Release Date : 1988
Selected Papers written by Gishirō Maruyama and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Mathematics categories.
Stochastic Processes And Related Topics
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Author : Rainer Buckdahn
language : en
Publisher: CRC Press
Release Date : 2002-05-16
Stochastic Processes And Related Topics written by Rainer Buckdahn and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-16 with Mathematics categories.
This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.
Selected Papers Of Hirotugu Akaike
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Author : Emanuel Parzen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Selected Papers Of Hirotugu Akaike written by Emanuel Parzen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world. His 1974 paper "A new look at the statistical model identification" (IEEE Trans Automatic Control, AC-19, 716-723) is one of the most frequently cited papers in the area of engineering, technology, and applied sciences (according to a 1981 Citation Classic of the Institute of Scientific Information). It introduced the broad scientific community to model identification using the methods of Akaike's criterion AIC. The AIC method is cited and applied in almost every area of physical and social science. The best way to learn about the seminal ideas of pioneering researchers is to read their original papers. This book reprints 29 papers of Akaike's more than 140 papers. This book of papers by Akaike is a tribute to his outstanding career and a service to provide students and researchers with access to Akaike's innovative and influential ideas and applications. To provide a commentary on the career of Akaike, the motivations of his ideas, and his many remarkable honors and prizes, this book reprints "A Conversation with Hirotugu Akaike" by David F. Findley and Emanuel Parzen, published in 1995 in the journal Statistical Science. This survey of Akaike's career provides each of us with a role model for how to have an impact on society by stimulating applied researchers to implement new statistical methods.
Books In Print 2004 2005
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Author : Ed Bowker Staff
language : en
Publisher: R. R. Bowker
Release Date : 2004
Books In Print 2004 2005 written by Ed Bowker Staff and has been published by R. R. Bowker this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Reference categories.
Selected Papers
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Author : Kiyoshi Itō
language : en
Publisher:
Release Date : 1987
Selected Papers written by Kiyoshi Itō and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Stochastic processes categories.