Stochastic Limit Theory
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Language: en
Pages: 808
Pages: 808
Type: BOOK - Published: 2022-01-27 - Publisher: Oxford University Press
Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results a
Language: en
Pages: 562
Pages: 562
Type: BOOK - Published: 1994 - Publisher: Oxford University Press
Provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. The book also
Language: en
Pages: 562
Pages: 562
Type: BOOK - Published: 1994 - Publisher:
Language: en
Pages: 562
Pages: 562
Type: BOOK - Published: 1994 - Publisher:
Language: en
Pages: 620
Pages: 620
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas