Limit theorems for stochastic processes
By: Jean Jacod, Albert N. Shiryaev.
Contributors: Shiri͡a︡ev, Alʹbert Nikolaevich.
Edition: 2nd ed.
Series: Grundlehren der mathematischen Wissenschaften,; 288
Publisher: Springer
Published: 2003
Place of publication: Berlin; New York
Language: eng
Number of pages: 660
Subjects: Semimartingales (Mathematics); Limit theorems (Probability theory)
Notes: Includes bibliographical references (p. [641]-651) and indexes.