Limit theorems for stochastic processes

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Détails bibliographiques
Auteurs principaux : Jacod Jean (Auteur), Chiriaev Albert Nikolaevitch (Auteur)
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