Pub. Date:
Springer Berlin Heidelberg
Limit Theorems for Stochastic Processes / Edition 2

Limit Theorems for Stochastic Processes / Edition 2

by Jean Jacod, Albert Shiryaev


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Product Details

ISBN-13: 9783642078767
Publisher: Springer Berlin Heidelberg
Publication date: 12/01/2010
Series: Grundlehren der mathematischen Wissenschaften , #288
Edition description: Softcover reprint of hardcover 2nd ed. 2003
Pages: 664
Product dimensions: 6.10(w) x 9.25(h) x 0.24(d)

Table of Contents

I. The General Theory of Stochastic Processes, Semimartingales and Stochastic 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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