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1987 | OriginalPaper | Chapter

The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals

Authors : Jean Jacod, Albert N. Shiryaev

Published in: Limit Theorems for Stochastic Processes

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

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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.

next chapter Characteristics of Semimartingales and Processes with Independent Increments
Metadata
Title
The General Theory of Stochastic Processes, Semimartingales and Stochastic Integrals
Authors
Jean Jacod
Albert N. Shiryaev
Copyright Year
1987
Publisher
Springer Berlin Heidelberg
Book
Limit Theorems for Stochastic Processes

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

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

Copyright Year: 1987

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