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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.
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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
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