Limit Theorems for Stochastic Processes
(Sprache: Englisch)
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...
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Klappentext zu „Limit Theorems for Stochastic Processes “
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.
Inhaltsverzeichnis zu „Limit Theorems for Stochastic Processes “
I. The General Theory of Stochastic Processes, Semimartingales and Stochastic IntegralsII. Characteristics of Semimartingales and Processes with Independent Increments
III. Martingale Problems and Changes of Measures
IV. Hellinger Processes, Absolute Continuity and Singularity of Measures
V. Contiguity, Entire Separation, Convergence in Variation
VI. Skorokhod Topology and Convergence of Processes
VII. Convergence of Processes with Independent Increments
VIII. Convergence to a Process with Independent Increments
IX. Convergence to a Semimartingale
X. Limit Theorems, Density Processes and Contiguity
- Bibliographical Comments
- References
- Index of Symbols
- Index of Terminology
- Index of Topics
- Index of Conditions for Limit Theorems
Bibliographische Angaben
- Autoren: Jean Jacod , Albert Shiryaev
- 2002, 2nd ed., 664 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer
- ISBN-10: 3540439323
- ISBN-13: 9783540439325
- Erscheinungsdatum: 10.10.2002
Sprache:
Englisch
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