This item doesn’t have any media yet
2010 | Science & Mathematics
This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic processes, such as martingale problems and absolute continuity or contiguity results.
Albert N. Shiryaev
(Author)
| Published by | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Edition | Unknown |
| ISBN | 9783642078767 |
| Language | N/A |
Images And Data Courtesy Of: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG.
This content (including text, images, videos and other media) is published and used in accordance
with Fair Use.