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Limit Theorems for Stochastic Processes
Limit Theorems for Stochastic Processes
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: 9783540439325
ISBN-10: 3540439323
Publication Date: 12/16/2002
Pages: 661
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Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
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