Stochastic processes selected papers of Hiroshi Tanaka

Machine 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 Sys...

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Bibliographische Detailangaben
1. Verfasser: Tanaka, Hiroshi (VerfasserIn)
Weitere Verfasser: Maejima, Makoto (HerausgeberIn)
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Sprache:eng
Veröffentlicht: Singapore u.a. World Scientific Publ. 2002
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Zusammenfassung:Machine 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
Beschreibung:Literaturangaben
Beschreibung:XI, 430 S
graph. Darst
ISBN:9810245912
981-02-4591-2