Limit Theorems for Stochastic Processes

By Albert Shiryaev and Jean Jacod

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 3540178821
• ISBN13: 9783540178828
• Release Date: January 1987
• Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Length: 601 Pages
• Weight: 2.45 lbs.