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Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Dezember 2010
Genre:	Schulbücher
	absolute continuity / B / central limit theorem / contiguity / diffusion process / Mathematics and Statistics / Probabilities / Probability Theory / Probability Theory and Stochastic Processes / random measure / Statistics / stochastic process / Stochastics / Stochastik mehr...
ISBN:	9783642078767
EAN-Code:	9783642078767
Verlag:	Springer EN
Einband:	Kartoniert
Sprache:	English
Serie:	#288 - Grundlehren der mathematischen Wissenschaften
Dimensionen:	H 235 mm / B 155 mm / D 35 mm
Gewicht:	1038 gr
Seiten:	664
Illustration:	XX, 664 p.
Zus. Info:	EUDR exemption - product or manufacturing materials placed on the market prior to 31.12.2025.
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.