Limit theorems for stochastic processes
By: Jacod, Jean.
Contributor(s): Shiryaev, Albert N.
Series: Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics. / edited by M. Berger...[et al.] ; v. 288.Publisher: Berlin Springer 2002Edition: 2nd ed.Description: xx, 660p.ISBN: 3540439323.ISSN: 00727830.Subject(s): Limit theorems (Probability theory)DDC classification: 519.287 | J159l2 Summary: 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.| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Books
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PK Kelkar Library, IIT Kanpur | General Stacks | 519.287 J159l2 (Browse shelf) | Available | A183983 |
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| 519.282 W436a Aspects and applications of the random walk | 519.287 B193m Martingales and Markov chains | 519.287 G328r Reliability theory | 519.287 J159l2 Limit theorems for stochastic processes | 519.287 R328C3 CONTINUOUS MARTINGALES AND BROWNIAN MOTION | 519.287 W671P PROBABILITY WITH MARTINGALES | 519.3 Ad34aE Alogrithms for games |
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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