Limit Theorems for Stochastic Processes /
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...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1987.
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| Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ;
288. |
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals
- Characteristics of Semimartingales and Processes with Independent Increments
- Martingale Problems and Changes of Measures
- Hellinger Processes, Absolute Continuity and Singularity of Measures
- Contiguity, Entire Separation, Convergence in Variation
- Skorokhod Topology and Convergence of Processes
- Convergence of Processes with Independent Increments
- Convergence to a Process with Independent Increments
- Convergence to a Semimartingale
- Limit Theorems, Density Processes and Contiguity
- Bibliographical Comments
- References
- Index of Symbols
- Index of Terminology
- Index of Topics
- Index of Conditions for Limit Theorems.