E-Book, Englisch, Band 49, 792 Seiten, eBook
Liptser / Shiryayev Theory of Martingales
Erscheinungsjahr 2012
ISBN: 978-94-009-2438-3
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, Band 49, 792 Seiten, eBook
Reihe: Mathematics and its Applications
ISBN: 978-94-009-2438-3
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
I.- 1. Basic Concepts and the Review of Results of «The General Theory of Stochastic Processes».- 2. Semimartingales. I. Stochastic Integral.- 3. Random Measures and their Compensators.- 4. Semimartingales. II Canonical Representation.- II.- 5. Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments.- 6. The Space D. Relative Compactness of Probability Distributions of Semimartingales.- 7. Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments.- 8. Weak Convergence of Distributions of Semimartingales to the Distribution of a Semimartingale.- III.- 9. Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes.- 10. Diffusion Approximation for Semimartingales with a Normal Reflexion in a Convex Region.- Historic-Bibliographical notes.
