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Limit theorems for stochastic processes / Jean Jacod, Albert N. Shiryaev.

Math/Physics/Astronomy Library QA274.5 .J33 2003
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Format:
Book
Author/Creator:
Jacod, Jean.
Contributor:
Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich)
Series:
Grundlehren der mathematischen Wissenschaften 0072-7830 ; 288.
Grundlehren der mathematischen Wissenschaften, 0072-7830 ; 288
Language:
English
Subjects (All):
Semimartingales (Mathematics).
Limit theorems (Probability theory).
Physical Description:
xx, 660 pages : illustrations ; 24 cm.
Edition:
Second edition.
Place of Publication:
Berlin ; New York : Springer, [2003]
Notes:
Includes bibliographical references (pages [641]-651) and indexes.
ISBN:
3540439323
OCLC:
50554399

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