Bibliothèque de L'IMIST/CNRST

Votre panier est vide.
IMIST


Votre recherche a retourné 3 résultats.

Calcul stochastique et problèmes de martingales par Jacod, Jean. Publication : Berlin | New York Springer-Verlag 1979 . x, 539 pages , Includes indexes. 25 cm. Date : 1979 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Réserver Ajouter au panier
L'essentiel en théorie des probabilités par Jacod, Jean Publication : Paris Cassini 2003 . IX-261 p. , Bibliogr. p. 255-256. Index 23 cm Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Réserver Ajouter au panier
Limit theorems for stochastic processes / par Jacod, Jean. Publication : [S.l.] : Springer, 2003 . 661 p. ; , Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrals, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Réserver Ajouter au panier
Vous ne trouvez pas ce que vous cherchez ?
© Tous droits résérvés IMIST/CNRST
Angle Av. Allal Al Fassi et Av. des FAR, Hay Ryad, BP 8027, 10102 Rabat, Maroc
Tél:(+212) 05 37.56.98.00
CNRST / IMIST

Propulsé par Koha