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.
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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.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Grundlehren der mathematischen Wissenschaften, 288 |
Release date | December 2010 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2003 |
Authors | Jean Jacod, Albert Shiryaev |
Dimensions | 235 x 155 x 32mm (L x W x T) |
Format | Paperback |
Pages | 664 |
Edition | Softcover reprint of hardcover 2nd ed. 2003 |
ISBN-13 | 978-3-642-07876-7 |
Barcode | 9783642078767 |
Categories | |
LSN | 3-642-07876-1 |