Limit Theorems For Stochastic Processes

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c11361aded Jacod, Jean; Shiryaev, Albert N.: Limit theorems for stochastic processes. Springer-Verlag, Berlin Heidelberg New York (1987), ISBN 3-540-17882-1, . Theory of Probability & Its Applications 54 . Lvy's Brownian motion as a set-indexed process and a related central limit theorem. Stochastic Processes and their . Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Purchase A First Course in Stochastic Processes - 1st . Extinction Probabilities for Continuous Time Branching Processes 9. Limit Theorems for Continuous Time . This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus . Limit Theorems for Stochastic Processes, 2nd ed .