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Название: Limit Theorems for Stochastic Processes
Авторы: Jean Jacod, Albert N. Shiryaev
Аннотация:
Apart from correcting a number of printing mistakes, and some mathematical
inaccuracies as well, this second edition contains some new material: indeed,
during the fifteen years elapsed since the first edition came out, a large number
of new results concerning limit theorems have of course been proved by many
authors, and more generally mathematical life has been going on. This gave
us the feeling that some of the material in the first edition was perhaps not as
important as we thought at the time, while there were some neglected topics
which have in fact proved to be very useful in various applications.
So perhaps a totally new book would have been a good thing to write. Our
natural laziness prevented us to do that, but we have felt compelled to fill in
the most evident holes in this book. This has been done in the most painless
way for us, and also for the reader acquainted with the first edition (at least we
hope so ...). That is all new material has been added at the end of preexisting
chapters.