Limits theorems for stochastic processes/ (Record no. 170290)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00371nam a2200145Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540439325 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.23 |
| Item number | JAC/ |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Jacod, Jean |
| 245 #0 - TITLE STATEMENT | |
| Title | Limits theorems for stochastic processes/ |
| Statement of responsibility, etc. | Jean Jacod and Albert N. Shiryaev |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New York: |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2003. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xx, 660 p. ; |
| Dimensions | 24 cm. |
| 440 ## - SERIES | |
| Title | (Grundlehren der mathematischen Wissenschaften), |
| Volume/sequential | 288 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | I. The general theory of stochastic processes, semimartingales and stochastic integrals --<br/>1. Stochastic basis, stopping times, optional [sigma]-field, martingales --<br/>2. Predictable [sigma]-field, predictable times --<br/>3. Increasing processes --<br/>4. Semimartingales and stochastic integrals --<br/>II. Characteristics of semimartingales and processes with independent increments --<br/>1. Random measures --<br/>2. Characteristics of semimartingales --<br/>3. Some examples --<br/>4. Semimartingales with independent increments --<br/>5. Processes with independent increments which are not semimartingales --<br/>6. Process with conditionally independent increments --<br/>7. Progressive conditional continuous PIIs --<br/>8. Semimartingales, stochastic exponential and stochastic logarithm --<br/>III. Martingale problems and changes of measures --<br/>1. Martingale problems and point processes --<br/>2. Martingale problems and semimartingales --<br/>3. Absolutely continuous changes of measures --<br/>4. Representation theorem for martingales --<br/>5. Absolutely continuous change of measures: Explicit computation of the density process --<br/>6. Integrals of vector-valued processes and [sigma]-martingales --<br/>7. Laplace cumulant processes and Esscher's change of measures --<br/>IV. Hellinger processes, absolute continuity and singularity of measures --<br/>1. Hellinger integrals and Hellinger processes --<br/>2. Predictable criteria for absolute continuity and singularity --<br/>3. Hellinger processes for solutions of martingale problems --<br/>4. Examples --<br/>V. Contiguity, entire separation, convergence in variation --<br/>1. Contiguity and entire separation --<br/>2. Predictable criteria for contiguity and entire separation --<br/>3. Examples --<br/>4. Variation metric --<br/>VI. Skorokhod topology and convergence of processes --<br/>1. The Skorokhod topology --<br/>2. Continuity for the Skorokhod topology --<br/>3. Weak convergence --<br/>4. Criteria for tightness: The quasi-left continuous case --<br/>5. Criteria for tightness: The general case --<br/>6. Convergence, quadratic variation, stochastic integrals --<br/>VII. Convergence of processes with independent increments --<br/>1. Introduction to functional limit theorems --<br/>2. Finite-dimensional convergence --<br/>3. Functional convergence and characteristics --<br/>4. More on the general case --<br/>5. The central limit theorem --<br/>VIII. Convergence to a process with independent increments --<br/>1. Finite-dimensional convergence, a general theorem --<br/>2. Convergence to a PII without fixed time of discontinuity --<br/>3. Applications --<br/>4. Convergence to a general process with independent increments --<br/>5. Convergence to a mixture of PII's, stable convergence and mixing convergence --<br/>IX. Convergence to a semimartingale --<br/>1. Limits of martingales --<br/>2. Identification of the limit --<br/>3. Limit theorems for semimartingales --<br/>4. Applications --<br/>5. Convergence of stochastic integrals --<br/>6. Stability for stochastic differential equation --<br/>7. Stable convergence to a progressive conditional continuous PII --<br/>X. Limit theorems, density processes and contiguity --<br/>1. Convergence of the density processes to a continuous process --<br/>2. Convergence of the log-likelihood to a process with independent increments --<br/>3. The statistical invariance principle. |
| 650 ## - SUBJECT | |
| Keyword | Semimartingales |
| 650 ## - SUBJECT | |
| Keyword | Limit theorems |
| General subdivision | Probability theory |
| 650 ## - SUBJECT | |
| Keyword | Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Shiryaev, Albert N. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 29/08/2016 | 519.23 JAC/ | P25267 | 29/08/2016 | General Books |