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Limit Theorems for Stochastic Processes (Grundlehren Der Mathematischen Wissenschaften)
Limit Theorems for Stochastic Processes - Grundlehren Der Mathematischen Wissenschaften
Author: 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 theories has been thoroughly studied. The auth...  more »
ISBN-13: 9780387178820
ISBN-10: 0387178821
Publication Date: 11/1987
Pages: 600
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Publisher: Springer
Book Type: Hardcover
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