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Titlebook: Limit Theorems for Stochastic Processes; Jean Jacod,Albert N. Shiryaev Book 2003Latest edition Springer-Verlag GmbH Germany 2003 Convergen

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發(fā)表于 2025-3-21 18:17:25 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Limit Theorems for Stochastic Processes
編輯Jean Jacod,Albert N. Shiryaev
視頻videohttp://file.papertrans.cn/587/586168/586168.mp4
概述Includes supplementary material:
叢書名稱Grundlehren der mathematischen Wissenschaften
圖書封面Titlebook: Limit Theorems for Stochastic Processes;  Jean Jacod,Albert N. Shiryaev Book 2003Latest edition Springer-Verlag GmbH Germany 2003 Convergen
描述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. The second edition contains some additions to the text and references. Some parts are completely rewritt
出版日期Book 2003Latest edition
關(guān)鍵詞Convergence of processes; Martingale; Semimartingale; Semimartingales; Stochastic integrals; Stochastic p
版次2
doihttps://doi.org/10.1007/978-3-662-05265-5
isbn_softcover978-3-642-07876-7
isbn_ebook978-3-662-05265-5Series ISSN 0072-7830 Series E-ISSN 2196-9701
issn_series 0072-7830
copyrightSpringer-Verlag GmbH Germany 2003
The information of publication is updating

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Convergence to a Semimartingale,relations between . and its characteristics, we need these characteristics to indeed characterize the distribution . of .. So, in most of the chapter, we will assume that . is the unique solution to the martingale problem associated with the characteristics of ., as introduced in Chapter III.
板凳
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Convergence of Processes with Independent Increments,dependent increments; thirdly, the limiting process itself belongs to some rather broad class of semimartingales. This method of exposition, going from the particular to the general, surely leaves way to many redundancies; it also have some advantages:
地板
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Book 2003Latest editionnd 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 exp
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0072-7830 he 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 lea
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Hellinger Processes, Absolute Continuity and Singularity of Measures,d Feldman [53] proved a similar alternative for Gaussian measures, and several authors gave effective criteria in terms of the covariance functions or spectral quantities, for the laws of two Gaussian processes.
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