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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