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Cover of Limit theorems for stochastic processes

Limit theorems for stochastic processes

by Jean Jacod

1987 600 pages eng

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…

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