Theory of Martingales
Springer (Verlag)
978-94-010-7600-5 (ISBN)
Now that over one hundred volumes have appeared it seems opportune to reexamine its scope_ At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branches.
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.
Reihe/Serie | Mathematics and its Applications ; 49 | Mathematics and its Applications ; 49 |
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Zusatzinfo | XIV, 792 p. |
Verlagsort | Dordrecht |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Naturwissenschaften ► Physik / Astronomie ► Thermodynamik | |
Technik ► Elektrotechnik / Energietechnik | |
ISBN-10 | 94-010-7600-6 / 9401076006 |
ISBN-13 | 978-94-010-7600-5 / 9789401076005 |
Zustand | Neuware |
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