Book Volume 49 1989

Theory of Martingales

Authors:

ISBN: 978-94-010-7600-5 (Print) 978-94-009-2438-3 (Online)

Table of contents (10 chapters)

  1. Front Matter

    Pages i-xiii

  2. Part I

    1. No Access

      Chapter

      Pages 1-84

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

    2. No Access

      Chapter

      Pages 85-149

      Semimartingales. I. Stochastic Integral

    3. No Access

      Chapter

      Pages 150-187

      Random Measures and their Compensators

    4. No Access

      Chapter

      Pages 188-360

      Semimartingales. II. Canonical Representation

  3. Part II

    1. No Access

      Chapter

      Pages 361-496

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

    2. No Access

      Chapter

      Pages 497-560

      The Space D. Relative Compactness of Probability Distributions of Semimartingales

    3. No Access

      Chapter

      Pages 561-595

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

    4. No Access

      Chapter

      Pages 596-656

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

  4. Part III

    1. No Access

      Chapter

      Pages 657-728

      Invariance Principle and Diffusion Approximation for Models Generated by Stationary Processes

    2. No Access

      Chapter

      Pages 729-757

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

  5. Back Matter

    Pages 758-792