Limit Theorems for Stochastic Processes / by Jean Jacod, Albert N. Shiryaev.

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...

Full description

Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Jacod, Jean
Other Authors:	Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1987.
Series:	Grundlehren der mathematischen Wissenschaften ; 288.
Subjects:	Mathematics. Distribution (Probability theory)