Limit Theorems for Stochastic Processes / Edition 2

Limit Theorems for Stochastic Processes / Edition 2

by Jean Jacod, Albert Shiryaev
     
 

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ISBN-10: 3642078761

ISBN-13: 9783642078767

Pub. Date: 12/01/2010

Publisher: Springer Berlin Heidelberg

This volume by two international leaders in the field proposes a systematic exposition of convergence in law for shastic 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 shastic processes, such as

Overview

This volume by two international leaders in the field proposes a systematic exposition of convergence in law for shastic 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 shastic processes, such as martingale problems and absolute continuity or contiguity results.

Product Details

ISBN-13:
9783642078767
Publisher:
Springer Berlin Heidelberg
Publication date:
12/01/2010
Series:
Grundlehren der mathematischen Wissenschaften Series, #288
Edition description:
Softcover reprint of hardcover 2nd ed. 2003
Pages:
664
Product dimensions:
1.38(w) x 9.21(h) x 6.14(d)

Table of Contents

I. The General Theory of Shastic Processes, Semimartingales and Shastic Integrals.- II. Characteristics of Semimartingales and Processes with Independent Increments.- III. Martingale Problems and Changes of Measures.- IV. Hellinger Processes, Absolute Continuity and Singularity of Measures.- V. Contiguity, Entire Separation, Convergence in Variation.- VI. Skorokhod Topology and Convergence of Processes.- VII. Convergence of Processes with Independent Increments.- VIII. Convergence to a Process with Independent Increments.- IX. Convergence to a Semimartingale.- X. Limit Theorems, Density Processes and Contiguity.- Bibliographical Comments.- References.- Index of Symbols.- Index of Terminology.- Index of Topics.- Index of Conditions for Limit Theorems.

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