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＜電子ブック＞
Limit Theorems for Stochastic Processes / by Jean Jacod, Albert Shiryaev
(Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics. ISSN:21969701 ; 288)

版	2nd ed. 2003.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	2003
本文言語	英語
大きさ	XX, 664 p : online resource
冊子体	Limit theorems for stochastic processes / Jean Jacod, Albert N. Shiryaev
著者標目	*Jacod, Jean author Shiryaev, Albert author SpringerLink (Online service)
件　名	LCSH:Probabilities FREE:Probability Theory
一般注記	I. The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals -- II. Characteristics of Semimartingales and Processes with Independent Increments -- III. Martingale Problems and Changes of Measures -- IV. Hellinger Processes, Absolute Continuity and Singularity of Measures -- V. Contiguity, Entire Separation, Convergence in Variation -- VI. Skorokhod Topology and Convergence of Processes -- VII. Convergence of Processes with Independent Increments -- VIII. Convergence to a Process with Independent Increments -- IX. Convergence to a Semimartingale -- X. Limit Theorems, Density Processes and Contiguity -- Bibliographical Comments -- References -- Index of Symbols -- Index of Terminology -- Index of Topics -- Index of Conditions for Limit Theorems 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. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/978-3-662-05265-5

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