Limit Theorems for Stochastic Processes

✍ Scribed by Jean Jacod, Albert N. Shiryaev (auth.)

Publisher: Springer Berlin Heidelberg
Year: 1987
Tongue: English
Leaves: 619
Series: Grundlehren der mathematischen Wissenschaften 288
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages I-XVII
The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals....Pages 1-63
Characteristics of Semimartingales and Processes with Independent Increments....Pages 64-128
Martingale Problems and Changes of Measures....Pages 129-190
Hellinger Processes, Absolute Continuity and Singularity of Measures....Pages 191-247
Contiguity, Entire Separation, Convergence in Variation....Pages 248-287
Skorokhod Topology and Convergence of Processes....Pages 288-347
Convergence of Processes with Independent Increments....Pages 348-414
Convergence to a Process with Independent Increments....Pages 415-479
Convergence to a Semimartingale....Pages 480-534
Limit Theorems, Density Processes and Contiguity....Pages 535-571
Back Matter....Pages 572-604

✦ Subjects

Probability Theory and Stochastic Processes

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