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Limit Theorems for Stochastic Processes by Jean Jacod, Albert N. Shiryaev (auth.) is a mathematics available to read on EtoBox.
What is Limit Theorems for Stochastic Processes about?
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 proce
Who reads Limit Theorems for Stochastic Processes?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Jean Jacod, Albert N. Shiryaev (auth.)
- Publisher
- Springer Berlin Heidelberg : Imprint : Springer
- Published
- 1987
- Language
- EN
- ISBN
- 9783662052655
- Category
- mathematics
- Subjects
- Mathematics, Stem
- Updated
- 2026-03-25
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