Limit Theorems for Stochastic Processes

Limit Theorems for Stochastic Processes This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic processes, such as martingale problems and absolute continuity or contiguity results. Autor: Jean Jacod, Albert Shiryaev Wydawnictwo: Springer Rok wydania: 2003 Okładka: twarda Liczba stron: 664 Wymiary: 15.5 x 23.5 x 4.3 cm Ilustracje: XX, 664 p. Język: angielski ISBN: 9783540439325