Limit theorems for stochastic processes

Jacod, Jean Shiriaev, Albert Nikolaevich

Limit theorems for stochastic processes - 2nd - Berlin Springer 2003 - xx,660p. 24 cm. - Grundlehren der mathematischen Wissenschaften 288 0072-7830 ; .

Includes bibliographical references (p. [641]-651) and indexes.

9783540439325

2002030661


Semimartingales (Mathematics)
Limit theorems (Probability theory)

QA274.5 / .J33 2003

519.287 / JA-L

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