Robert Liptser, A. N. Shiryayev

Theory of Martingales (eBook, PDF)

• Format: PDF

Produktbeschreibung

Zur Zeit liegt uns keine Inhaltsangabe vor.

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Produktdetails

• Verlag: Springer Netherlands
• Seitenzahl: 792
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9789400924383
• Artikelnr.: 44177159

Inhaltsangabe

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.