<p>Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the
Limit Theorems for Stochastic Processes
โ Scribed by Jean Jacod, Albert N. Shiryaev (auth.)
- Publisher
- Springer Berlin Heidelberg
- Year
- 1987
- Tongue
- English
- Leaves
- 683
- Series
- Grundlehren der mathematischen Wissenschaften 288
- Edition
- 2nd ed
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Subjects
Probability Theory and Stochastic Processes
๐ SIMILAR VOLUMES
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes. This volume is the first to pres