Presents an account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. This book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales.
Presents an account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. This book emphasizes st...