Limit Theorems for Stochastic Processes - Grundlehren der mathematischen Wissenschaften Series Comprehensive Studies in Mathematics 288
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Limit Theorems for Stochastic Processes (2002)
DE NWISBN: 9783540439325 bzw. 3540439323, in Deutsch, Springer-Verlag Gmbh Okt 2002, neu.
Von Händler/Antiquariat, Buchhandlung - Bides GbR [52676528], Dresden, SA, Germany.
Neuware - 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 of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten. 661 pp. Deutsch.
Neuware - 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 of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten. 661 pp. Deutsch.
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Limit Theorems for Stochastic Processes (2002)
~EN HC NWISBN: 9783540439325 bzw. 3540439323, vermutlich in Englisch, 2. Ausgabe, Springer, Berlin/Heidelberg, Deutschland, gebundenes Buch, neu.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
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Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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Jacod, J. (universite Paris Vi, Paris, France); Shiryaev, A.n. (russian Academy Of Sciences, Moscow, Russia); Jacod, Jean; Jacod, J.; Franzen, K. Erik
Limit Theorems for Stochastic Processes 2nd Edition
DE NWISBN: 9783540439325 bzw. 3540439323, in Deutsch, 2. Ausgabe, Springer, Berlin/Heidelberg, Deutschland, neu.
Von Händler/Antiquariat, GreatBookPrices [56873923], Westminster, MD, U.S.A.
This item is printed on demand.
This item is printed on demand.
6
Limit Theorems for Stochastic Processes
DE NWISBN: 9783540439325 bzw. 3540439323, in Deutsch, Springer, Berlin/Heidelberg, Deutschland, neu.
Lieferung aus: Deutschland, Versandkosten, 3540439323.
Grundlehren der mathematischen Wissenschaften. 2. Auflage, Grundlehren der mathematischen Wissenschaften. 2. Auflage.
Grundlehren der mathematischen Wissenschaften. 2. Auflage, Grundlehren der mathematischen Wissenschaften. 2. Auflage.
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