Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288) - Tapa dura

Shiryaev, Albert; Jacod, Jean

 
9783540439325: Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)
Tapa dura
ISBN 10: 3540439323 ISBN 13: 9783540439325
Editorial: Springer, 2002

Sinopsis

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.

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De la contraportada

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 some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.

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Editorial
Springer
Año de publicación
2002
Idioma
Inglés
ISBN 10 
3540439323
ISBN 13 
9783540439325
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
692
Contacto del fabricante
no disponible
Persona responsable
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Hamburg
Alemania

Otras ediciones populares con el mismo título

9783662025154: Limit Theorems for Stochastic Processes

Edición Destacada

ISBN 10:  3662025159 ISBN 13:  9783662025154
Editorial: Springer, 2014
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