Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic 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 stochastic processes, from the point of view ...
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Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic 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 stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well asa large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.
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Add this copy of Limit Theorems for Stochastic Processes, 2nd edition to cart. $54.90, new condition, Sold by Equilibrium Worldbooks rated 5.0 out of 5 stars, ships from South Pasadena, CA, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
12045280414
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New in new dust jacket. Trade paperback (US). 684 p. Die Grundlehren der Mathematischen Wissenschaften., 288. Audience: Professional and scholarly. Brand New Papercover International 2nd edition textbook (Textbook only). The English content is identical to the American edition. Its ISBN, cover picture, and cover binding may be different. The book printed in black/white, and the book cover which has dual languages design maybe contains restricted sales disclaimer. Expected speedy worldwide shipment with full tracking information delivery in 3-5 business days.
Add this copy of Limit Theorems for Stochastic Processes, 2nd edition to cart. $54.90, new condition, Sold by Equilibrium Worldbooks rated 5.0 out of 5 stars, ships from South Pasadena, CA, UNITED STATES, published 2002 by Springer.
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New in new dust jacket. Sewn binding. Cloth over boards. 664 p. Contains: Illustrations, black & white. Grundlehren Der Mathematischen Wissenschaften (Springer Hardcover), 288. Audience: General/trade. Please double check the textbook description: Express shipping takes 3-5 days with free tracking number! Brand New Paperback International edition textbook, 2nd edition. Different ISBN number and book cover design. The content is exactly same as original US edition. The book printed in Black/White, the book cover may contain the foreign words and the restriction sale disclaimer.
Add this copy of Limit Theorems for Stochastic Processes, 2nd to cart. $54.97, new condition, Sold by Aideo Textbook rated 5.0 out of 5 stars, ships from Arcadia, CA, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
12045297988
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New in new dust jacket. Trade paperback (US). 684 p. Die Grundlehren der Mathematischen Wissenschaften., 288. Audience: Professional and scholarly. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
Add this copy of Limit Theorems for Stochastic Processes, 2nd to cart. $54.97, new condition, Sold by Aideo Textbook rated 5.0 out of 5 stars, ships from Arcadia, CA, UNITED STATES, published 2002 by Springer.
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New in new dust jacket. Sewn binding. Cloth over boards. 664 p. Contains: Illustrations, black & white. Grundlehren Der Mathematischen Wissenschaften (Springer Hardcover), 288. Audience: General/trade. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
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