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Limit Theorems for Stochastic Processes
other
Author(s):
Jean Jacod
,
Albert N. Shiryaev
Publication date
(Print):
2003
Publisher:
Springer Berlin Heidelberg
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Author and book information
Book
ISBN (Print):
978-3-642-07876-7
ISBN (Electronic):
978-3-662-05265-5
Publication date (Print):
2003
DOI:
10.1007/978-3-662-05265-5
SO-VID:
65650fd3-bd57-435e-8b09-cfdf63e0df77
License:
http://www.springer.com/tdm
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Book chapters
pp. 1
The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals
pp. 64
Characteristics of Semimartingales and Processes with Independent Increments
pp. 142
Martingale Problems and Changes of Measures
pp. 227
Hellinger Processes, Absolute Continuity and Singularity of Measures
pp. 284
Contiguity, Entire Separation, Convergence in Variation
pp. 324
Skorokhod Topology and Convergence of Processes
pp. 389
Convergence of Processes with Independent Increments
pp. 456
Convergence to a Process with Independent Increments
pp. 521
Convergence to a Semimartingale
pp. 592
Limit Theorems, Density Processes and Contiguity
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