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Limit theorems for stochastic processes

By: Contributor(s): Language: English Series: Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics | / edited by M. Berger...[et al.] ; ; v. 288Publication details: Springer 2002 BerlinEdition: 2nd edDescription: xx, 660pISBN:
  • 3540439323
ISSN:
  • 00727830
Subject(s): DDC classification:
  • 519.287 J159l2
Summary: 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.
List(s) this item appears in: New Arrival Nov.12th - 18th, 2018
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Item type Current library Collection Call number Status Date due Barcode Item holds
Books Books PK Kelkar Library, IIT Kanpur General Stacks 519.287 J159l2 (Browse shelf(Opens below)) Available A183983
Total holds: 0

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.

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