Discretization of Processes

Discretization of Processes

by Jean Jacod, Philip Protter


View All Available Formats & Editions
Want it by Wednesday, November 21 Order now and choose Expedited Shipping during checkout.

Product Details

ISBN-13: 9783642269509
Publisher: Springer Berlin Heidelberg
Publication date: 11/28/2013
Series: Stochastic Modelling and Applied Probability , #67
Edition description: 2012
Pages: 596
Product dimensions: 6.10(w) x 9.25(h) x 0.05(d)

Table of Contents

Part I Introduction and Preliminary Material.- 1.Introduction .- 2.Some Prerequisites.- Part II The Basic Results.- 3.Laws of Large Numbers: the Basic Results.- 4.Central Limit Theorems: Technical Tools.- 5.Central Limit Theorems: the Basic Results.- 6.Integrated Discretization Error.- Part III More Laws of Large Numbers.- 7.First Extension: Random Weights.- 8.Second Extension: Functions of Several Increments.- 9.Third Extension: Truncated Functionals.- Part IV Extensions of the Central Limit Theorems.- 10.The Central Limit Theorem for Random Weights.- 11.The Central Limit Theorem for Functions of a Finite Number of Increments.- 12.The Central Limit Theorem for Functions of an Increasing Number of Increments.- 13.The Central Limit Theorem for Truncated Functionals.- Part V Various Extensions.- 14.Irregular Discretization Schemes. 15.Higher Order Limit Theorems.- 16.Semimartingales Contaminated by Noise.- Appendix.- References.- Assumptions.- Index of Functionals.- Index.

Customer Reviews

Most Helpful Customer Reviews

See All Customer Reviews