Martingale Approximation

Nachdruck 2018
ISBN: 978-90-6764-271-2
Verlag: De Gruyter

Buch, Englisch, 334 Seiten, Format (B × H): 175 mm x 246 mm, Gewicht: 750 g

This volume concentrates on martingale approximations. Topics covered include: basic notions; semimartingales; inequalities; laws of large numbers; the central limit theorem; convergence of semimartingales; the rate of weak convergence; and applications of martingales.

Autoren/Hrsg.

Korolyuk, V. S.

Borovskikh, Yu. V.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

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