Limit theorems for stochastic processes. Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen ; 288
Jacod, Jean and Albert N. shiryaev:
ISBN 10: 3540178821 ISBN 13: 9783540178828
Published by Springer, 1987
Used
gebundene Ausgabe
From
books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
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About this Item
Description:
XVII, 600 S. Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1055. Seller Inventory # 2234026
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)
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Bibliographic Details
Title: Limit theorems for stochastic processes. Die...
Publisher: Springer
Publication Date: 1987
Binding: gebundene Ausgabe
Condition: Gut
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