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Field name Details
Dewey Class 519.2
Title Theory of Martingales ([EBook]) / by R. Sh. Liptser, A. N. Shiryayev.
Author Liptser, R. S.(Robert Shevilevich)
Added Personal Name Shiryayev, A. N. author.
Other name(s) SpringerLink (Online service)
Publication Dordrecht : Springer Netherlands , 1989.
Physical Details XIV, 792 pages : online resource.
Series Mathematics and Its Applications, Soviet Series, 0169-6378 ; ; 49
ISBN 9789400924383
Contents note I -- 1. Basic Concepts and the Review of Results of Ā«The General Theory of Stochastic ProcessesĀ» -- 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.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
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