Limit Theorems for Stochastic Processes

Acknowledged authors Jacod, Jean, Shiryaev, Albert wrote Limit Theorems for Stochastic Processes comprising 684 pages back in 2002. Textbook and eTextbook are published under ISBN 3540439323 and 9783540439325. Since then Limit Theorems for Stochastic Processes textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic processes, such as martingale problems and absolute continuity or contiguity results.