Contacto
Como comprar
Entrega
Guia de compras
Limit Theorems for Stochastic Processes
Inglês
377 b
Política de devolução de 30 dias
Os clientes também compraram
/
Livro de capa dura
51.24
€
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 authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Livro de capa dura
13.87
€
/
Capa mole
6.78
€
/
Capa mole
18.12
€
/
Capa mole
23.49
€
/
Livro de capa dura
36.76
€
/
Capa mole
33.51
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?