Limit Theorems for Stochastic Processes

Albert N. Shiryaev Jean Jacod

ISBN 10: 0387178821 / ISBN 13: 9780387178820

Published by Springer, 1987

About this Item

pp. 601.

Seller Inventory # 263122429

Bibliographic Details

• Title: Limit Theorems for Stochastic Processes
• Publisher: Springer
• Publication Date: 1987
• Language: French
• ISBN 10: 0387178821
• ISBN 13: 9780387178820
• Binding: Soft cover
• Condition: Used

About this title

Synopsis

This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic processes, such as martingale problems and absolute continuity or contiguity results.

Review

as a landmark in probability theory. The same can be said about the second edition. I can recommend this book to every reader who is sufficiently experienced and willing to spend some effort ... . Also, I think the book is very useful as a reference. ... To conclude, this book is still the reference in this domain and as such I can definitely recommend it to both pure and applied probabilists who are interested in this topic." (A.P. Zwart, Nieuw Archief voor Wiskunde, Vol. 7 (2), 2006)