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© LIBERO v6.4.1sp220816
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Catalogue Tag Display
Catalogue Tag Display
MARC 21
Tag
Description
020
$a9789400924383
082
$a519.2
099
$aOnline resource: Springer
100
$aLiptser, R. S.(Robert Shevilevich)
245
$aTheory of Martingales$h[EBook]$cby R. Sh. Liptser, A. N. Shiryayev.
260
$aDordrecht$bSpringer Netherlands$c1989.
300
$aXIV, 792 pages$bonline resource.
336
$atext
338
$aonline resource
440
$aMathematics and Its Applications, Soviet Series,$x0169-6378 ;$v49
505
$a
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.
538
$aOnline access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
700
$aShiryayev, A. N.$eauthor.
710
$aSpringerLink (Online service)
830
$aMathematics and Its Applications, Soviet Series,$v49
856
$u
http://dx.doi.org/10.1007/978-94-009-2438-3
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