Jean Jacod

(Author)

Limit Theorems for Stochastic Processes (2003)Hardcover - 2003, 10 October 2002

Limit Theorems for Stochastic Processes (2003)
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Description

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.

Product Details

Book Edition:
2003
Book Format:
Hardcover
Country of Origin:
DE
Date Published:
10 October 2002
Dimensions:
23.98 x 16.46 x 4.32 cm
ISBN-10:
3540439323
ISBN-13:
9783540439325
Language:
English
Location:
Berlin, Heidelberg
Pages:
664
Publisher:
Weight:
1174.8 gm