Jean Jacod,
Albert Shiryaev
Limit Theorems for Stochastic Processes
Paperback Engels 2010 2e druk 9783642078767Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9783642078767
Taal:Engels
Bindwijze:paperback
Aantal pagina's:664
Uitgever:Springer Berlin Heidelberg
Druk:2
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Inhoudsopgave
I. The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals.- II. Characteristics of Semimartingales and Processes with Independent Increments.- III. Martingale Problems and Changes of Measures.- IV. Hellinger Processes, Absolute Continuity and Singularity of Measures.- V. Contiguity, Entire Separation, Convergence in Variation.- VI. Skorokhod Topology and Convergence of Processes.- VII. Convergence of Processes with Independent Increments.- VIII. Convergence to a Process with Independent Increments.- IX. Convergence to a Semimartingale.- X. Limit Theorems, Density Processes and Contiguity.- Bibliographical Comments.- References.- Index of Symbols.- Index of Terminology.- Index of Topics.- Index of Conditions for Limit Theorems.
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