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Grundlehren der mathematischen Wissenschaften

Limit Theorems for Stochastic Processes

Authors: Jacod, Jean, Shiryaev, Albert N.

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eBook 101,14 €
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  • ISBN 978-3-662-05265-5
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About this book

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.

Table of contents (10 chapters)

Table of contents (10 chapters)

Buy this book

eBook 101,14 €
price for Spain (gross)
  • ISBN 978-3-662-05265-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 124,79 €
price for Spain (gross)
  • ISBN 978-3-540-43932-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 103,95 €
price for Spain (gross)
  • ISBN 978-3-642-07876-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Limit Theorems for Stochastic Processes
Authors
Series Title
Grundlehren der mathematischen Wissenschaften
Series Volume
288
Copyright
2003
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag GmbH Germany
eBook ISBN
978-3-662-05265-5
DOI
10.1007/978-3-662-05265-5
Hardcover ISBN
978-3-540-43932-5
Softcover ISBN
978-3-642-07876-7
Series ISSN
0072-7830
Edition Number
2
Number of Pages
XX, 664
Topics