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Limit Theorems for Stochastic Processes

20032,459 citationsBook

Authors

Jean Jacod · Laboratoire de Probabilités et Modèles Aléatoires

Albert N. Shiryaev · Russian Academy of Sciences

Topics & Keywords

Stochastic processes and financial applications Insurance, Mortality, Demography, Risk Management Risk and Portfolio Optimization

Publication Details

Published in: Grundlehren der mathematischen Wissenschaften

DOI: 10.1007/978-3-662-05265-5

Field-Weighted Citation Impact: 16.22

Limit Theorems for Stochastic Processes | Researchclopedia