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1987 | OriginalPaper | Chapter

The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals

Authors: Jean Jacod, Albert N. Shiryaev

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

Published in: Limit Theorems for Stochastic Processes

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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.

Title

The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals

Book

Limit Theorems for Stochastic Processes

Print ISBN: 978-3-662-02516-1

Electronic ISBN: 978-3-662-02514-7

https://doi.org/10.1007/978-3-662-02514-7

DOI

https://doi.org/10.1007/978-3-662-02514-7_1

Authors:

Jean Jacod
Albert N. Shiryaev

Publisher

Springer Berlin Heidelberg

Sequence number

Chapter number

Chapter I

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