LEADER 04323nam 2200589 a 450 001 9910450785803321 005 20200520144314.0 010 $a981-277-855-1 035 $a(CKB)1000000000407592 035 $a(DLC)2002283277 035 $a(StDuBDS)AH24684824 035 $a(SSID)ssj0000251573 035 $a(PQKBManifestationID)11191533 035 $a(PQKBTitleCode)TC0000251573 035 $a(PQKBWorkID)10169310 035 $a(PQKB)10739044 035 $a(MiAaPQ)EBC1681425 035 $a(WSP)00004673 035 $a(Au-PeEL)EBL1681425 035 $a(CaPaEBR)ebr10201256 035 $a(CaONFJC)MIL505466 035 $a(OCoLC)879025340 035 $a(EXLCZ)991000000000407592 100 $a20020612d2002 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic processes$b[electronic resource] $eselected papers of Hiroshi Tanaka /$fedited by Makoto Maejima, Tokuzo Shiga 210 $aRiver Edge, N.J. $cWorld Scientific$dc2002 215 $a1 online resource (xi, 430 p. ) $cport 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a981-02-4591-2 320 $a"Bibliography of Hiroshi Tanaka": p. 425-430. 320 $aIncludes bibliographical references. 327 $aMachine generated contents note: Stochastic Differential Equations with Reflecting Boundary Condition in Convex Regions -- Some Probabilistic Problems in the Spatially Homogeneous Boltzmann Equation -- Limit Theorems for Certain Diffusion Processes with Interaction -- Central Limit Theorem for a System of Markovian Particles with Mean Field Interactions (with T. Shiga) -- Propagation of Chaos for Diffusing Particles of Two Types with Singular Mean Field Interaction (with M. Nagasawa) -- Stochastic Differential Equations for Mutually Reflecting Brownian Balls (with Y. Saisho) -- Limit Distribution for 1-Dimensional Diffusion in a Reflected Brownian Medium -- Limit Distributions for One-Dimensional Diffusion Processes in Self-Similar Random Environments -- Stochastic Differential Equation Corresponding to the Spatially Homogeneous Boltzmann Equation of Maxwellian and Non-Cutoff Type -- Limit Theorem for One-Dimensional Diffusion Process in Brownian Environment -- On the Maximum of a Diffusion Process in a Drifted Brownian Environment (with K. Kawazu) -- Recurrence of a Diffusion Process in a Multidimensional Brownian Environment -- Localization of a Diffusion Process in a One-Dimensional Brownian Environment -- Diffusion Processes in Random Environments -- Environment-Wise Central Limit Theorem for a Diffusion in a Brownian Environment with Large Drift -- A Diffusion Process in a Brownian Environment with Drift (with K. Kawazu) -- Limit Theorems for a Brownian Motion with Drift in a White Noise Environment -- Invariance Principle for a Brownian Motion with Large Drift in a -- White Noise Environment (with K. Kawazu) -- Some Theorems Concerning Extrema of Brownian Motion with d-Dimensional Time. 330 $aHiroshi Tanaka is noted for his discovery of the "Tanaka formula", which is a generalization of the Ito 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. 606 $aStochastic processes 608 $aElectronic books. 615 0$aStochastic processes. 676 $a519.2/3 700 $aTanaka$b Hiroshi$0486854 701 $aMaejima$b Makoto$0726746 701 $aShiga$b Tokuzo$0965852 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910450785803321 996 $aStochastic processes$92191498 997 $aUNINA