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9789810245917

Stochastic Processes : Selected Papers on Hiroshi Tanaka

by ; ; ; ;
  • ISBN13:

    9789810245917

  • ISBN10:

    9810245912

  • Format: Hardcover
  • Copyright: 2002-04-01
  • Publisher: World Scientific Pub Co Inc
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Supplemental Materials

What is included with this book?

Summary

A selection of Hiroshi Tanaka's brilliant works on stochastic processes and related topics.

Table of Contents

Preface vii
An Appreciation 1(1)
H. Tanaka
Henry McKean
From Local Times to Random Environments 2(3)
Marc Yor
Contributions and Influences of Professor Tanaka in Stochastic Analysis 5(5)
Shinzo Watanabe
Some Comments on My Mathematical Works in Retrospect 10(9)
Hiroshi Tanaka
Additive Functionals of the Brownian Path
19(28)
H. P. McKean
Note on Continuous Additive Functionals of the 1-Dimensional
47(7)
Brownian Path
Existence of Diffusions with Continuous Coefficients
54(15)
Propagation of Chaos for Certain Purely Discontinuous Markov Processes with Interactions
69(14)
An Inequality for a Functional of Probability Distributions and Its Application to Kac's One-Dimensional Model of a Maxwellian Gas
83(6)
On Markov Process Corresponding to Boltzmann's Equation of Maxwellian Gas
89(12)
On the Uniqueness of Markov Process Associated with the Boltzmann Equation of Maxwellian Molecules
101(17)
Probabilistic Treatment of the Boltzmann Equation of Maxwellian Molecules
118(39)
Stochastic Differential Equations with Reflecting Boundary Condition in Convex Regions
157(15)
Some Probabilistic Problems in the Spatially Homogeneous Boltzmann Equation
172(10)
Limit Theorems for Certain Diffusion Processes with Interaction
182(20)
Central Limit Theorem for a System of Markovian Particles with Mean Field Interactions
202(21)
T. Shiga
Propagation of Chaos for Diffusing Particles of Two Types with Singular Mean Field Interaction
223(15)
M. Nagasawa
Stochastic Differential Equations for Mutually Reflecting Brownian Balls
238(16)
Y. Saisho
Limit Distribution for 1-Dimensional Diffusion in a Reflected Brownian Medium
254(16)
Limit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random Environments
270(22)
Stochastic Differential Equation Corresponding to the Spatially Homogeneous Boltzmann Equation of Maxwellian and Non-Cutoff Type
292(19)
Limit Theorem for One-Dimensional Diffusion Process in Brownian Environment
311(17)
On the Maximum of a Diffusion Process in a Drifted Brownian Environment
328(8)
K. Kawazu
Recurrence of a Diffusion Process in a Multidimensional Brownian Environment
336(5)
Localization of a Diffusion Process in a One-Dimensional Brownian Environment
341(12)
Diffusion Processes in Random Environments
353(8)
Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift
361(12)
A Diffusion Process in a Brownian Environment with Drift
373(23)
K. Kawazu
Limit Theorems for a Brownian Motion with Drift in a White Noise Environment
396(10)
Invariance Principle for a Brownian Motion with Large Drift in a White Noise Environment
406(9)
K. Kawazu
Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time
415(10)
Bibliography of Hiroshi Tanaka 425(4)
Permissions 429

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What is included with this book?

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