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
- Paperback | 664 pages
- 155 x 235 x 35.05mm | 1,038g
- 18 Dec 2010
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Berlin, Germany
- English
- Revised
- Softcover reprint of hardcover 2nd ed. 2003
- XX, 664 p.
- 3642078761
- 9783642078767
- 3,264,235
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