Limit theorems for stochastic processes / (notice n° 12995)
| 000 -LEADER | |
|---|---|
| fixed length control field | 02196nam a2200349 u 4500 |
| 001 - CONTROL NUMBER | |
| control field | UNI0000316 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20161123125815.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100427s2002 xx eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 3540439323 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783540439325 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DCLC |
| 040 ## - CATALOGING SOURCE | |
| Modifying agency | IMIST |
| Description conventions | AFNOR |
| 041 1# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.287 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Jacod, Jean. |
| 245 #0 - TITLE STATEMENT | |
| Title | Limit theorems for stochastic processes / |
| Statement of responsibility, etc | Jean Jacod. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | [S.l.] : |
| Name of publisher, distributor, etc | Springer, |
| Date of publication, distribution, etc | 2003. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 661 p. ; |
| Dimensions | 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics / Probability & Statistics / General |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability & Statistics - General |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability & statistics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Science/Mathematics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Limit theorems (Probability th |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Limit theorems (Probability theory) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Semimartingales (Mathematics) |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Shiryaev,, Albert. |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
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| La bibliothèque des Sciences Exactes et Naturelles | La bibliothèque des Sciences Exactes et Naturelles | 4024 | 519.287 JAC | 0000000007729 | 11/23/2016 | 11/23/2016 | Livre |
