Limit Theorems for Stochastic Processes

by Albert Shiryaev and Jean Jacod

Book Overview

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 theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition...

• Format: Paperback
• Language: English
• ISBN: 3642078761
• ISBN13: 9783642078767
• Release Date: December 2010
• Publisher: Springer
• Length: 664 Pages
• Weight: 2.09 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"