1 option
Martingale Approximation / Yu. V. Borovskikh, V. S. Korolyuk.
- Format:
- Book
- Author/Creator:
- Borovskikh, Yu. V., Author.
- Korolyuk, V. S., Author.
- Language:
- English
- Subjects (All):
- Martingal.
- Local Subjects:
- Martingal.
- Physical Description:
- 1 online resource (333 p.)
- Edition:
- Reprint 2018
- Place of Publication:
- Berlin ; Boston : De Gruyter Mouton, [2019]
- Language Note:
- In English.
- Contents:
- Frontmatter
- Contents
- Preface
- 1. Basic notions
- 2. Semimartingales
- 3. Inequalities
- 4. Laws of large numbers
- 5. Central limit theorem
- 6. Convergence of semimartingales
- 7. Rate of weak convergence
- 8. Applications of martingales
- Appendix
- Bibliographic notes
- Bibliography
- Subject index
- Notes:
- Description based on online resource; title from PDF title page (publisher's Web site, viewed 28. Sep 2020)
- ISBN:
- 9783110944686
- 3110944685
- OCLC:
- 1083625520
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.