Shiryayev / Liptser | Theory of Martingales | Buch | 978-0-7923-0395-4 | sack.de

Buch, Englisch, Band 49, 792 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1367 g

Reihe: Mathematics and its Applications

Shiryayev / Liptser

Theory of Martingales


1989
ISBN: 978-0-7923-0395-4
Verlag: Springer Netherlands

Buch, Englisch, Band 49, 792 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1367 g

Reihe: Mathematics and its Applications

ISBN: 978-0-7923-0395-4
Verlag: Springer Netherlands


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Weitere Infos & Material


I.- 1. Basic Concepts and the Review of Results of 'The General Theory of Stochastic Processes'.- 2. Semimartingales. I. Stochastic Integral.- 3. Random Measures and their Compensators.- 4. Semimartingales. II Canonical Representation.- II.- 5. Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments.- 6. The Space D. Relative Compactness of Probability Distributions of Semimartingales.- 7. Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments.- 8. Weak Convergence of Distributions of Semimartingales to the Distribution of a Semimartingale.- III.- 9. Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes.- 10. Diffusion Approximation for Semimartingales with a Normal Reflexion in a Convex Region.- Historic-Bibliographical notes.



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