Limit Theorems for Stochastic Processes /

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...

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Bibliographic Details
Main Author: Jacod, Jean
Other Authors: Shiryaev, Albert N
Format: Book
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2003
Edition:Second edition
Series:Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ; 288
Subjects:

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Stanford University

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Call Number: ISIL:US-CST