Discretization of Processes - Brossura

Jacod, Jean; Protter, Philip

Brossura

ISBN 10: 364224128X ISBN 13: 9783642241284

Casa editrice: Springer, 2011

Riassunto

Part I Introduction and Preliminary Material.- 1.Introduction .- 2.Some Prerequisites.- Part II The Basic Results.- 3.Laws of Large Numbers: the Basic Results.- 4.Central Limit Theorems: Technical Tools.- 5.Central Limit Theorems: the Basic Results.- 6.Integrated Discretization Error.- Part III More Laws of Large Numbers.- 7.First Extension: Random Weights.- 8.Second Extension: Functions of Several Increments.- 9.Third Extension: Truncated Functionals.- Part IV Extensions of the Central Limit Theorems.- 10.The Central Limit Theorem for Random Weights.- 11.The Central Limit Theorem for Functions of a Finite Number of Increments.- 12.The Central Limit Theorem for Functions of an Increasing Number of Increments.- 13.The Central Limit Theorem for Truncated Functionals.- Part V Various Extensions.- 14.Irregular Discretization Schemes. 15.Higher Order Limit Theorems.- 16.Semimartingales Contaminated by Noise.- Appendix.- References.- Assumptions.- Index of Functionals.- Index.

Dettagli dell?edizione

• Editore: Springer
• Data di pubblicazione: 2011
• Lingua: Inglese
• ISBN 10: 364224128X
• ISBN 13: 9783642241284
• Rilegatura: Paperback
• Contatto del produttore: non disponibile