Limit Theorems for Stochastic Processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer
2003
|
| Edition: | Second edition |
| Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
288 |
| Subjects: | |
| Links: | https://ebookcentral.proquest.com/lib/ub-lmu/detail.action?docID=3100707 https://doi.org/10.1007/978-3-662-05265-5 |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XX, 664 Seiten) |
| ISBN: | 9783662052655 9783642078767 |
| DOI: | 10.1007/978-3-662-05265-5 |
Staff View
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| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:10:48Z |
| institution | BVB |
| isbn | 9783662052655 9783642078767 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858766 |
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| publishDate | 2003 |
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| publisher | Springer |
| record_format | marc |
| series2 | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |
| spellingShingle | Jacod, Jean 1944- Limit Theorems for Stochastic Processes Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Grenzwertsatz (DE-588)4158163-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Semimartingal (DE-588)4180967-1 gnd |
| subject_GND | (DE-588)4158163-5 (DE-588)4057630-9 (DE-588)4180967-1 |
| title | Limit Theorems for Stochastic Processes |
| title_auth | Limit Theorems for Stochastic Processes |
| title_exact_search | Limit Theorems for Stochastic Processes |
| title_full | Limit Theorems for Stochastic Processes by Jean Jacod, Albert N. Shiryaev |
| title_fullStr | Limit Theorems for Stochastic Processes by Jean Jacod, Albert N. Shiryaev |
| title_full_unstemmed | Limit Theorems for Stochastic Processes by Jean Jacod, Albert N. Shiryaev |
| title_short | Limit Theorems for Stochastic Processes |
| title_sort | limit theorems for stochastic processes |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Grenzwertsatz (DE-588)4158163-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Semimartingal (DE-588)4180967-1 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Grenzwertsatz Stochastischer Prozess Semimartingal |
| url | https://doi.org/10.1007/978-3-662-05265-5 |
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