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Limit theorems for stochastic processes
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| Auteurs principaux : | , |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Limit theorems for stochastic processes / Jean Jacod, Albert N. Shiryaev |
| Édition : | 2nd edition |
| Publié : |
Berlin, Heidelberg, Paris [etc.] :
Springer
, cop. 2003 |
| Description matérielle : | 1 vol. (XX-660 p.) |
| Collection : | Grundlehren der mathematischen Wissenschaften ; 288 |
| Sujets : |
- 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