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1. 

   STOCHASTIC PROCESSES: SELECTED PAPERS ON HIROSHI TANAKA

   Av MAEJIMA MAKOTO, Makoto Maejima m. fl.

   Inbunden, 2002

   2498 kr

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   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 …