Abstract
The “General Theory of Stochastic Processes”, in spite of its name, encompasses the rather restrictive subject of stochastic processes indexed by ℝ+. But, within this framework, it expounds deep properties related to the order structure of ℝ+, and martingales play a central rôle.
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© 1987 Springer-Verlag Berlin Heidelberg
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Jacod, J., Shiryaev, A.N. (1987). The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals. In: Limit Theorems for Stochastic Processes. Grundlehren der mathematischen Wissenschaften, vol 288. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02514-7_1
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DOI: https://doi.org/10.1007/978-3-662-02514-7_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-02516-1
Online ISBN: 978-3-662-02514-7
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