Martingale Approximation / / Yu. V. Borovskikh, V. S. Korolyuk.
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Superior document: | Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter Mouton, , [2019] ©1997 |
Year of Publication: | 2019 |
Edition: | Reprint 2018 |
Language: | English |
Online Access: | |
Physical Description: | 1 online resource (XI, 322 p.) |
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Table of Contents:
- Frontmatter
- Contents
- Preface
- 1. Basic notions
- 2. Semimartingales
- 3. Inequalities
- 4. Laws of large numbers
- 5. Central limit theorem
- 6. Convergence of semimartingales
- 7. Rate of weak convergence
- 8. Applications of martingales
- Appendix
- Bibliographic notes
- Bibliography
- Subject index