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Limit theorems for stochastic processes

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Springer-Verlag, Dec 31, 1987 - Mathematics - 600 pages

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Contents

The Second Construction Theorem
16
Theory of Minimal Nonnegative Solutions for Systems
29
Calculation
41
Copyright

11 other sections not shown

Common terms and phrases

1-bounded equations a(co ae(dX)e atomic almost closed boundary theory called Cauchy sequence Chapter cikxk closed set coeQ Corollary deduce Definition denote density matrix Denumerable Markov Processes determined uniquely distribution and moments dX)e equations xt excessive function exist infinitely F-type Q-process first-type system flying point harmonic function harmonic measure Hence homogeneous denumerable Markov i,jeE ieE jeE Lemma linearly independent Markov chain Markov property matrix of order minimal nonnegative solution minimal process N-B-type necessary and sufficient nonnegative linear equations normal system O-type obtain pij(t probability space processes of order proof of Theorem pseudo-normal system Q is conservative Q is nonconservative Q-matrix is given Q-process is unique random variable second-type strictly nonhomogeneous equations sufficient condition Suppose a Q-matrix system of 1-bounded system of equations system of homogeneous system of nonnegative system of strictly transition probability matrix unique ordinary X(co zero solution

Bibliographic information

QR code for Limit theorems for stochastic processes
TitleLimit theorems for stochastic processes
Volume 288 of Grundlehren der mathematischen Wissenschaften
AuthorsJean Jacod, Albert N. Shiryaev
PublisherSpringer-Verlag, 1987
Original fromUniversity of Minnesota
Digitized28 Jan 2010
ISBN3540178821, 9783540178828
Length600 pages
Subjects ›  › 

Limit theorems (Probability theory)
Mathematics / Probability & Statistics / General
Semimartingales (Mathematics)
  
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