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...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
1987.
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| Series: | Grundlehren der mathematischen Wissenschaften ;
288. |
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