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...

Full description

Bibliographic Details
Main Author: Jacod, Jean
Corporate Author: SpringerLink (Online service)
Other Authors: Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1987.
Series:Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ; 288.
Subjects:
Online Access:Connect to the full text of this electronic book
Search Result 1
by Jacod, Jean
Published 2003
Book
Search Result 2
Search Result 3
by Jacod, Jean
Published 1987
Book