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4771025 |
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20031022101600.0 |
| 008 |
020828s2002 nyu b 001 0 eng |
| 010 |
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|a 2002030661
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| 020 |
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|a 3540439323 (alk. paper)
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| 035 |
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|a (OCoLC)50554399
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| 040 |
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|a DLC
|c DLC
|d OCoLC
|d OrLoB-B
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| 049 |
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|a CGUA
|
| 050 |
0 |
0 |
|a QA274.5
|b .J33 2002
|
| 082 |
0 |
0 |
|a 519.2/87
|2 21
|
| 100 |
1 |
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|a Jacod, Jean.
|0 http://id.loc.gov/authorities/names/n80112452
|1 http://viaf.org/viaf/41902160
|
| 245 |
1 |
0 |
|a Limit theorems for stochastic processes /
|c Jean Jacod, Albert N. Shiryaev.
|
| 250 |
|
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|a 2nd ed.
|
| 260 |
|
|
|a New York :
|b Springer,
|c 2002.
|
| 300 |
|
|
|a xx, 660 p. ;
|c 25 cm.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
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|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Grundlehren der mathematischen Wissenschaften,
|x 0072-7830 ;
|v 288
|
| 504 |
|
|
|a Includes bibliographical references and indexes.
|
| 505 |
0 |
0 |
|g Ch. I.
|t The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals --
|g 1.
|t Stochastic Basis, Stopping Times, Optional [sigma]-Field, Martingales --
|g 2.
|t Predictable [sigma]-Field, Predictable Times --
|g 3.
|t Increasing Processes --
|g 4.
|t Semimartingales and Stochastic Integrals --
|g Ch. II.
|t Characteristics of Semimartingales and Processes with Independent Increments --
|g 1.
|t Random Measures --
|g 2.
|t Characteristics of Semimartingales --
|g 3.
|t Some Examples --
|g 4.
|t Semimartingales with Independent Increments --
|g 5.
|t Processes with Independent Increments Which Are Not Semimartingales --
|g 6.
|t Processes with Conditionally Independent Increments --
|g 7.
|t Progressive Conditional Continuous PIIs --
|g 8.
|t Semimartingales, Stochastic Exponential and Stochastic Logarithm --
|g Ch. III.
|t Martingale Problems and Changes of Measures --
|g 1.
|t Martingale Problems and Point Processes --
|g 2.
|t Martingale Problems and Semimartingales --
|g 3.
|t Absolutely Continuous Changes of Measures --
|g 4.
|t Representation Theorem for Martingales --
|g 5.
|t Absolutely Continuous Change of Measures: Explicit Computation of the Density Process --
|g 6.
|t Integrals of Vector-Valued Processes and [sigma]-martingales --
|g 7.
|t Laplace Cumulant Processes and Esscher's Change of Measures --
|g Ch. IV.
|t Hellinger Processes, Absolute Continuity and Singularity of Measures --
|g 1.
|t Hellinger Integrals and Hellinger Processes --
|g 2.
|t Predictable Criteria for Absolute Continuity and Singularity --
|g 3.
|t Hellinger Processes for Solutions of Martingale Problems --
|g 4.
|t Examples --
|g Ch. V.
|t Contiguity, Entire Separation, Convergence in Variation --
|g 1.
|t Contiguity and Entire Separation --
|g 2.
|t Predictable Criteria for Contiguity and Entire Separation --
|g 3.
|t Examples --
|g 4.
|t Variation Metric --
|g Ch. VI.
|t Skorokhod Topology and Convergence of Processes --
|g 1.
|t The Skorokhod Topology --
|g 2.
|t Continuity for the Skorokhod Topology --
|g 3.
|t Weak Convergence --
|g 4.
|t Criteria for Tightness: The Quasi-Left Continuous Case --
|g 5.
|t Criteria for Tightness: The General Case --
|g 6.
|t Convergence, Quadratic Variation, Stochastic Integrals --
|g Ch. VII.
|t Convergence of Processes with Independent Increments --
|g 1.
|t Introduction to Functional Limit Theorems --
|g 2.
|t Finite-Dimensional Convergence --
|g 3.
|t Functional Convergence and Characteristics --
|g 4.
|t More on the General Case --
|g 5.
|t The Central Limit Theorem --
|g Ch. VIII.
|t Convergence to a Process with Independent Increments --
|g 1.
|t Finite-Dimensional Convergence, a General Theorem --
|g 2.
|t Convergence to a PII Without Fixed Time of Discontinuity --
|g 3.
|t Applications --
|g 4.
|t Convergence to a General Process with Independent Increments --
|g 5.
|t Convergence to a Mixture of PII's Stable Convergence and Mixing Convergence --
|g Ch. IX.
|t Convergence to a Semimartingale --
|g 1.
|t Limits of Martingales --
|g 2.
|t Identification of the Limit --
|g 3.
|t Limit Theorems for Semimartingales --
|g 4.
|t Applications --
|g 5.
|t Convergence of Stochastic Integrals --
|g 6.
|t Stability for Stochastic Differential Equation --
|g 7.
|t Stable Convergence to a Progressive Conditional Continuous PII --
|g Ch. X.
|t Limit Theorems, Density Processes and Contiguity --
|g 1.
|t Convergence of the Density Processes to a Continuous Process --
|g 2.
|t Convergence of the Log-Likelihood to a Process with Independent Increments --
|g 3.
|t The Statistical Invariance Principle.
|
| 650 |
|
0 |
|a Semimartingales (Mathematics)
|0 http://id.loc.gov/authorities/subjects/sh87002402
|
| 650 |
|
0 |
|a Limit theorems (Probability theory)
|0 http://id.loc.gov/authorities/subjects/sh85077023
|
| 650 |
|
7 |
|a Limit theorems (Probability theory)
|2 fast
|0 http://id.worldcat.org/fast/fst00998881
|
| 650 |
|
7 |
|a Semimartingales (Mathematics)
|2 fast
|0 http://id.worldcat.org/fast/fst01112273
|
| 700 |
1 |
|
|a Shiri͡aev, Alʹbert Nikolaevich.
|1 http://viaf.org/viaf/106942744
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 8b40e8b9-6944-5de2-91a3-b21e752e89f6
|s 8a4c3ee1-87ef-5711-a54a-2e8052547e75
|
| 928 |
|
|
|t Library of Congress classification
|a QA274.5.J33 2002
|l JCL
|c JCL-Sci
|i 4333237
|
| 927 |
|
|
|t Library of Congress classification
|a QA274.5.J33 2002
|l JCL
|c JCL-Sci
|e CRERAR
|b 63138963
|i 7368442
|
