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Martingale Approximation - Borovskikh - Bog

Bag om Martingale Approximation

This volume concentrates on martingale approximations. Topics covered include: basic notions; semimartingales; inequalities; laws of large numbers; the central limit theorem; convergence of semimartingales; the rate of weak convergence; and applications of martingales.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789067642712
  • Indbinding:
  • Hardback
  • Sideantal:
  • 322
  • Udgivet:
  • 1. februar 1997
  • Vægt:
  • 680 g.
  • 2-3 uger.
  • 22. januar 2025

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Beskrivelse af Martingale Approximation

This volume concentrates on martingale approximations. Topics covered include: basic notions; semimartingales; inequalities; laws of large numbers; the central limit theorem; convergence of semimartingales; the rate of weak convergence; and applications of martingales.

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