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Item Details
| Title:
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LIMIT THEOREMS FOR STOCHASTIC PROCESSES
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| By: |
Jean Jacod, Albert N. Shiryaev |
| Format: |
Hardback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540439323 |
| ISBN 13: |
9783540439325 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
10 October, 2002 |
| Edition: |
2nd ed. 2003 |
| Series: |
Grundlehren der mathematischen Wissenschaften 288 |
| Pages: |
664 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
XX, 664 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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