Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well asa large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
EUR 28,58 expédition depuis Royaume-Uni vers France
Destinations, frais et délaisEUR 25,50 expédition depuis Etats-Unis vers France
Destinations, frais et délaisVendeur : Aideo Books, San Marino, CA, Etats-Unis
Trade paperback. Etat : New in new dust jacket. 2nd ed. Softcover of orig. ed. 2003. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). 684 p. Die Grundlehren der Mathematischen Wissenschaften., 288. Audience: Professional and scholarly. N° de réf. du vendeur K650A0000599
Quantité disponible : Plus de 20 disponibles
Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 mathe. N° de réf. du vendeur 5046931
Quantité disponible : Plus de 20 disponibles
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In English. N° de réf. du vendeur ria9783642078767_new
Quantité disponible : Plus de 20 disponibles
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well asa large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten. N° de réf. du vendeur 9783642078767
Quantité disponible : 1 disponible(s)
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well asa large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten. 688 pp. Englisch. N° de réf. du vendeur 9783642078767
Quantité disponible : 2 disponible(s)
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. Neuware -Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well asa large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 688 pp. Englisch. N° de réf. du vendeur 9783642078767
Quantité disponible : 2 disponible(s)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Etat : New. N° de réf. du vendeur ABLIING23Mar3113020216638
Quantité disponible : Plus de 20 disponibles
Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 688 2nd Edition. N° de réf. du vendeur 262459508
Quantité disponible : 4 disponible(s)
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. Print on Demand pp. 688 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 5388459
Quantité disponible : 4 disponible(s)
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Paperback. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA77336420787616
Quantité disponible : 1 disponible(s)