Limit Theorems for Randomly Stopped Stochastic Processes

Limit Theorems for Randomly Stopped Stochastic Processes
Author: Dmitrii S. Silvestrov
Publisher: Springer Science & Business Media
Total Pages: 408
Release: 2012-12-06
Genre: Mathematics
ISBN: 0857293907

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This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.


Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 408
Authors: Dmitrii S. Silvestrov
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions
Limit Theorems for Randomly Stopped Stochastic Processes
Language: en
Pages: 416
Authors: Dimitri Silvestrov
Categories:
Type: BOOK - Published: 2014-01-15 - Publisher:

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Datensicherheit
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 1909 - Publisher:

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Stopped Random Walks
Language: en
Pages: 208
Authors: Allan Gut
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then rec
Limit Theorems for Stochastic Processes
Language: en
Pages: 620
Authors: Jean Jacod
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas