Kindle Voyage GNO Shop Back to School with Amazon Back to School with Amazon Outdoor Recreation Deal of the Day Industrial-Sized Deals TextBTS15 Shop Women's Handbags Learn more nav_sap_SWP_6M_fly_beacon Beach House Fire TV Stick Subscribe & Save Shop Popular Services tmnt tmnt tmnt  Amazon Echo Starting at $99

Limit Theorems for Stochastic Processes 2nd Edition

1 customer review
ISBN-13: 978-3540439325
ISBN-10: 3540439323
Why is ISBN important?
ISBN
This bar-code number lets you verify that you're getting exactly the right version or edition of a book. The 13-digit and 10-digit formats both work.
Scan an ISBN with your phone
Use the Amazon App to scan ISBNs and compare prices.
Sell yours for a Gift Card
We'll buy it for $4.50
Learn More
Trade in now
Have one to sell? Sell on Amazon
Buy used
$89.00
Buy new
$117.41
More Buying Choices
31 New from $94.73 17 Used from $89.00
Free%20Two-Day%20Shipping%20for%20College%20Students%20with%20Amazon%20Student


InterDesign Brand Store Awareness Textbooks
$117.41 FREE Shipping. Only 9 left in stock (more on the way). Ships from and sold by Amazon.com. Gift-wrap available.

Frequently Bought Together

Limit Theorems for Stochastic Processes + Stochastic Integration and Differential Equations + Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)
Price for all three: $317.52

Buy the selected items together

Editorial Reviews

Review

From the reviews of the second edition:

"This is the second edition of a well-known book. Fifteen years ago, the first edition … proved essential for all people interested in functional convergence of stochastic processes. … Some new materials have been included in the present edition. … There is also an up-to-date account on predictable uniform tightness because there has been significant progress in this field since the first edition. No doubt that this book will continue being a necessary companion for stochasticians." (Dominique Lépingle, Mathematical Reviews, 2003 j)

"This is the second edition of the fundamental monograph … . This new edition has grown by about 50 pages … . These extensions make the book even more valuable and comprehensive for people working in mathematical finance, numerics of stochastic processes and, of course, statistics of stochastic processes." (Markus Reiß, Zentralblatt MATH, Vol. 1018, 2003)

"The 1987 version of the book was a landmark in probability theory. The same can be said about the second edition. I can recommend this book to every reader who is sufficiently experienced and willing to spend some effort … . Also, I think the book is very useful as a reference. … To conclude, this book is still the reference in this domain and as such I can definitely recommend it to both pure and applied probabilists who are interested in this topic." (A.P. Zwart, Nieuw Archief voor Wiskunde, Vol. 7 (2), 2006)

From the Back Cover

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 integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.

NO_CONTENT_IN_FEATURE


Best Books of the Month
Best Books of the Month
Want to know our Editors' picks for the best books of the month? Browse Best Books of the Month, featuring our favorite new books in more than a dozen categories.

Product Details

  • Series: Grundlehren der mathematischen Wissenschaften (Book 288)
  • Hardcover: 664 pages
  • Publisher: Springer; 2nd edition (October 10, 2002)
  • Language: English
  • ISBN-10: 3540439323
  • ISBN-13: 978-3540439325
  • Product Dimensions: 6.1 x 1.6 x 9.2 inches
  • Shipping Weight: 2.4 pounds (View shipping rates and policies)
  • Average Customer Review: 4.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Best Sellers Rank: #916,515 in Books (See Top 100 in Books)

More About the Authors

Discover books, learn about writers, read author blogs, and more.

Customer Reviews

5 star
0%
4 star
100%
3 star
0%
2 star
0%
1 star
0%
See the customer review
Share your thoughts with other customers

Most Helpful Customer Reviews

4 of 6 people found the following review helpful By Hossain Pezeshki on February 22, 2007
Format: Hardcover Verified Purchase
Just about every time I open this book I either find the elucidation of a concept which either I have always wanted to learn; or see the connection between ideas which I have known for some time.

This valuable work unifies a number of topics which are of great importance to the mathematical practitioner. Each of these is treated not merely as noetic nicety but as tool for applying the theory.

The thorough and extensive treatment of continguity theory for point processes and convergence of stochastic integrals are especially well done and satisfying.

Although even a two semester course does not suffice to cover the entire book I nevertheless feel that the dedicated educator should be able to delineate a number of threads for two one-semeter graduate courses.
Comment Was this review helpful to you? Yes No Sending feedback...
Thank you for your feedback. If this review is inappropriate, please let us know.
Sorry, we failed to record your vote. Please try again

Set up an Amazon Giveaway

Amazon Giveaway allows you to run promotional giveaways in order to create buzz, reward your audience, and attract new followers and customers. Learn more
Limit Theorems for Stochastic Processes
This item: Limit Theorems for Stochastic Processes
Price: $117.41
Ships from and sold by Amazon.com

What Other Items Do Customers Buy After Viewing This Item?