Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
Catalogue Card Display
Catalogue Card Display
RAK
Title: Theory of Martingales ([EBook]) / by R. Sh. Liptser, A. N. Shiryayev. Dewey Class: 519.2 Author: Liptser, R. S.(Robert Shevilevich) Added Personal Name: Shiryayev, A. N. author. Publication: Dordrecht : Springer Netherlands, 1989. Other name(s): SpringerLink (Online service) Physical Details: XIV, 792 pages : online resource. Series: Mathematics and Its Applications, Soviet Series,0169-6378 ;; 49 ISBN: 9789400924383 System details note: Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) 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. ------------------------------ *** There are no holdings for this record *** -----------------------------------------------
Quick Search
Search for