Discretization of Processes

by Philip E. Protter, Jean Jacod, Philip Protter

Book Overview

Part I Introduction and Preliminary Material.- 1.Introduction .- 2.Some Prerequisites.- Part II The Basic Results.- 3.Laws of Large Numbers: the Basic Results.- 4.Central Limit Theorems: Technical Tools.- 5.Central Limit Theorems: the Basic Results.- 6.Integrated Discretization Error.- Part III More Laws of Large Numbers.- 7.First Extension: Random Weights.- 8.Second Extension: Functions of Several Increments.- 9.Third Extension: Truncated Functionals.-...

• Format: Hardcover
• Language: English
• ISBN: 3642241263
• ISBN13: 9783642241260
• Release Date: October 2011
• Publisher: Springer
• Length: 596 Pages
• Weight: 2.26 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"