Theory of Martingales - Mathematics and Its Applications
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Published By Springer Netherlands

9789401076005, 9789400924383

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Weak Convergence of Distributions of Semimartingales to the Distribution of a Semimartingale

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_8 ◽

1989 ◽

pp. 596-656

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Weak Convergence

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Semimartingales. I. Stochastic Integral

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_2 ◽

1989 ◽

pp. 85-149

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Stochastic Integral

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Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_5 ◽

1989 ◽

pp. 361-496

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Weak Convergence ◽

Finite Dimensional ◽

Independent Increments

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Semimartingales. II. Canonical Representation

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_4 ◽

1989 ◽

pp. 188-360

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Canonical Representation

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Basic Concepts and the Review of Results of «The General Theory of Stochastic Processes»

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_1 ◽

1989 ◽

pp. 1-84 ◽

Cited By ~ 1

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

General Theory ◽

Stochastic Processes ◽

Basic Concepts

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Diffusion Approximation for Semimartingales with a Normal Reflection in a Convex Region

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_10 ◽

1989 ◽

pp. 729-757

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Diffusion Approximation ◽

Convex Region ◽

Normal Reflection

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Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_7 ◽

1989 ◽

pp. 561-595

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Weak Convergence ◽

Independent Increments

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The Space D. Relative Compactness of Probability Distributions of Semimartingales

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_6 ◽

1989 ◽

pp. 497-560

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Probability Distributions ◽

Relative Compactness

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Random Measures and their Compensators

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_3 ◽

1989 ◽

pp. 150-187

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Random Measures

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Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes

Theory of Martingales - Mathematics and Its Applications ◽

10.1007/978-94-009-2438-3_9 ◽

1989 ◽

pp. 657-728

Author(s):

R. Sh. Liptser ◽

A. N. Shiryayev

Keyword(s):

Invariance Principle ◽

Diffusion Approximation ◽

Stationary Processes ◽

And Diffusion

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Theory of Martingales - Mathematics and Its ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Netherlands

Weak Convergence of Distributions of Semimartingales to the Distribution of a Semimartingale

Semimartingales. I. Stochastic Integral

Weak Convergence of Finite-Dimensional Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

Semimartingales. II. Canonical Representation

Basic Concepts and the Review of Results of «The General Theory of Stochastic Processes»

Diffusion Approximation for Semimartingales with a Normal Reflection in a Convex Region

Weak Convergence of Distributions of Semimartingales to Distributions of Processes with Conditionally Independent Increments

The Space D. Relative Compactness of Probability Distributions of Semimartingales

Random Measures and their Compensators

Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes

Theory of Martingales - Mathematics and Its Applications
Latest Publications