Limit Theorems for Stochastic Processes

Name: Limit Theorems for Stochastic Processes
SKU: 9986069
Price: 494.99 AUD
Availability: InStock

By:

Format:

Paperback / softback

Series:

Grundlehren Der Mathematischen Wissenschaften

Show Hide Adult Content

$494.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $123.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 7-19 June using International Courier

Description

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 asa 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.

Release date Australia

December 18th, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 2nd ed. 2003

Illustrations

XX, 664 p.

Pages

664

Series

Grundlehren Der Mathematischen Wissenschaften

Dimensions

156x234x35

ISBN-13

9783642078767

Product ID

9986069

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here