000 | 01234 a2200265 4500 | ||
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003 | OSt | ||
005 | 20240118125752.0 | ||
008 | 181030b xxu||||| |||| 00| 0 eng d | ||
020 | _a3540439323 | ||
022 | _a00727830 | ||
040 | _cIIT Kanpur | ||
041 | _aeng | ||
082 |
_a519.287 _bJ159l2 |
||
100 | _aJacod, Jean | ||
245 |
_aLimit theorems for stochastic processes _cJean Jacod and Albert N. Shiryaev |
||
250 | _a2nd ed | ||
260 |
_bSpringer _c2002 _aBerlin |
||
300 | _axx, 660p | ||
440 | _aGrundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics | ||
490 |
_a / edited by M. Berger...[et al.] _v; v. 288 _x0072780 |
||
520 | _aThis 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. | ||
650 | _aLimit theorems (Probability theory) | ||
700 | _aShiryaev, Albert N. | ||
942 | _cBK | ||
999 |
_c559535 _d559535 |