Limit Theorems for Stochastic Processes |
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| Author:
| Jacod, Jean
Shiryaev, Albert N. |
| Series title: | Grundlehren der Mathematischen Wissenschaften Ser. |
| ISBN: | 978-3-540-43932-5 |
| Publication Date: | Oct 2002 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $199.99 |
Book Description:
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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.
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.