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Limit Theorems for Stochastic Processes
Jacod, Jean; Shiryaev, Albert N.
€ 231.98
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Description for Limit Theorems for Stochastic Processes
Hardcover. Proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. This book emphasizes results that are useful for mathematical theory and mathematical statistics. Series: Die Grundlehren der Mathematischen Wissenschaften. Num Pages: 684 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 243 x 165 x 44. Weight in Grams: 1124.
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 theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail ... Read more
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 theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail ... Read more
Product Details
Format
Hardback
Publication date
2002
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
684
Condition
New
Series
Die Grundlehren der Mathematischen Wissenschaften
Number of Pages
664
Place of Publication
Berlin, Germany
ISBN
9783540439325
SKU
V9783540439325
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Limit Theorems for Stochastic Processes
From the reviews of the second edition: "This is the second edition of a well-known book. Fifteen years ago, the first edition ... proved essential for all people interested in functional convergence of stochastic processes. ... Some new materials have been included in the present edition. ... There is also an up-to-date account on predictable uniform tightness because there has ... Read more