Limit Theorems for Stochastic Processes

Initially the theory of convergence in law of shastic processes was developed quite independently from the theory of martingales, semimartingales and shastic 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 shastic processes...