Jacod, Jean.

Limit theorems for stochastic processes / Jean Jacod, Albert N. Shiryaev. - 2nd ed. - Berlin ; New York : Springer, c2003. - xx, 660 p. ; 24 cm. - Grundlehren der mathematischen Wissenschaften, 288 0072-7830 ; .

Includes bibliographical references (p. [641]-651) and indexes.

3540439323 9783540439325


Limit theorems (Probability theory)
Semimartingales (Mathematics)