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Science & Math Books > Statistics Books
Paperback Limit Theorems for Stochastic Processes Book
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ISBN: 3642078761

ISBN13: 9783642078767

Limit Theorems for Stochastic Processes

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Format: Paperback

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Book Overview

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...

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Math Mathematics Science & Math Statistics

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