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Limit Theorems for Stochastic Processes (Paperback, Softcover reprint of hardcover 2nd ed. 2003) Loot Price: R4,796
Discovery Miles 47 960
Repayment Terms: R449 pm x 12*
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Limit Theorems for Stochastic Processes (Paperback, Softcover reprint of hardcover 2nd ed. 2003): Jean Jacod, Albert Shiryaev

Limit Theorems for Stochastic Processes (Paperback, Softcover reprint of hardcover 2nd ed. 2003)

Jean Jacod, Albert Shiryaev

Series: Grundlehren der mathematischen Wissenschaften, 288

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Loot Price R4,796 Discovery Miles 47 960 | Repayment Terms: R449 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Grundlehren der mathematischen Wissenschaften, 288
Release date: December 2010
First published: 2003
Authors: Jean Jacod • Albert Shiryaev
Dimensions: 235 x 155 x 32mm (L x W x T)
Format: Paperback
Pages: 664
Edition: Softcover reprint of hardcover 2nd ed. 2003
ISBN-13: 978-3-642-07876-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 3-642-07876-1
Barcode: 9783642078767

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