Martingale Approximation

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Martingale Approximation

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Martingale Approximation

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Description

Martingale Approximation

This volume concentrates on martingale approximations. Topics covered include basic notions; semimartingales; inequalities; laws of large numbers; the central limit theorem; convergence of semimartingales; the rate of weak convergence; and applications of martingales.
  • Brand: Unbranded
  • Category: Education
  • Format: Hardback
  • Language: English
  • Publication Date: 2026-04-01
  • Publisher / Label: Brill
  • Author: Martingale Approximation
  • Number of Pages: 334
  • Fruugo ID: 489916734-1012827403
  • ISBN: 9789067642712

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