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

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Bibliographic Details
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Year of Publication:2002
Language:English
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Physical Description:xi, 430 p. :; port.
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Table of Contents:
  • 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.