Monday 1 July 2019

Stochastic processes: selected papers of Hiroshi Tanaka

Stochastic processes: selected papers of Hiroshi Tanaka by Hiroshi Tanaka, Makoto Maejima, Tokuzo Shiga, Makoto Maejima, Tokuzo Shiga

Hiroshi Tanaka is known for his outstanding contributions to the theory of stochastic processes. Since his first paper on diffusion processes in 1957, he has obtained brilliant mathematical results including construction of diffusion processes with continuous coefficients, Tanaka formula for Brownian motion, Skorohod equation on a convex domain, Boltzmann equations, diffusion processes in random media and so on.



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