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Limit theorems for stochastic processes

Author: Jean Jacod; Alʹbert Nikolaevich Shiri︠a︡ev
Publisher: Berlin ; New York : Springer-Verlag, [1987]. ©1987
Series: Grundlehren der mathematischen Wissenschaften, 288.
Edition/Format:   Print book : EnglishView all editions and formats
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Additional Physical Format: Online version:
Jacod, Jean.
Limit theorems for stochastic processes.
Berlin ; New York : Springer-Verlag, ©1987
(OCoLC)899752871
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jean Jacod; Alʹbert Nikolaevich Shiri︠a︡ev
ISBN: 0387178821 9780387178820 3540178821 9783540178828 9780521301367 052130136X
OCLC Number: 15628349
Description: xvii, 600 pages : illustrations ; 24 cm.
Contents: The general theory of stochastic processes, semimartingales and stochastic integrals --
Characteristics of semimartingales and processes with independent increments --
Martingale problems and changes of measures --
Hellinger processes, absolute continuity and singularity of measures --
Contiguity, entire separation, convergence in variation --
Skokhorod topology and convergence of processes --
Convergence of processes with independent increments --
Convergence to a process with independent increments --
Convergence to a semimartingale --
Limit theorems, density processes and contiguity.
Series Title: Grundlehren der mathematischen Wissenschaften, 288.
Responsibility: Jean Jacod, Albert N. Shiryaev.
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