LIBERO WebOPAC Visualizza Catalogo (W561)

Catalogue Information
Nome campo	dettagli
Dewey Class	519.2
Titolo	Theory of Martingales ([EBook]) / by R. Sh. Liptser, A. N. Shiryayev.
Autore	Liptser, R. S.(Robert Shevilevich)
Added Personal Name	Shiryayev, A. N. author.
Other name(s)	SpringerLink (Online service)
Pubblicazione	Dordrecht : Springer Netherlands , 1989.
Physical Details	XIV, 792 pages : online resource.
Serie	Mathematics and Its Applications, Soviet Series, 0169-6378 ; ; 49
ISBN	9789400924383
Contents note	I -- 1. Basic Concepts and the Review of Results of «The General Theory of Stochastic Processes» -- 2. Semimartingales. I. Stochastic Integral -- 3. Random Measures and their Compensators -- 4. Semimartingales. II Canonical Representation -- II -- 5. Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments -- 6. The Space D. Relative Compactness of Probability Distributions of Semimartingales -- 7. Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments -- 8. Weak Convergence of Distributions of Semimartingales to the Distribution of a Semimartingale -- III -- 9. Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes -- 10. Diffusion Approximation for Semimartingales with a Normal Reflexion in a Convex Region -- Historic-Bibliographical notes.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Link alle Opere Legate	Riferimenti soggetto: . Dynamical Systems . Electrical engineering . Mathematics . Probabilities . Probability theory and stochastic processes . Statistical Physics . Statistical Physics, Dynamical Systems and Complexity . Authors: Liptser, R. S.(Robert Shevilevich) .

Visualizza Catalogo

Reviews