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Found 155 Documents (Results 1–100)

Functional Gaussian approximation for dependent structures. (English) Zbl 1447.60003

Oxford Studies in Probability 6. Oxford: Oxford University Press (ISBN 978-0-19-882694-1/hbk). xv, 478 p. (2019).
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Quenched invariance principles via martingale approximation. (English) Zbl 1368.60037

Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 149-165 (2015).
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Lévy processes with two-sided reflection. (English) Zbl 1338.60126

Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 67-182 (2015).
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Convergence of stochastic integrals to a continuous local martingale with conditionally independent increments. (English. Ukrainian original) Zbl 1327.60088

Theory Probab. Math. Stat. 90, 207-221 (2015); translation from Teor. Jmovirn. Mat. Stat. 90, 182–195 (2014).
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Stable convergence and stable limit theorems. (English) Zbl 1356.60004

Probability Theory and Stochastic Modelling 74. Cham: Springer (ISBN 978-3-319-18328-2/hbk; 978-3-319-18329-9/ebook). x, 228 p. (2015).
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The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. (English) Zbl 1338.60072

Palczewski, Andrzej (ed.) et al., Advances in mathematics of finance. Selected papers of the 6th general AMaMeF and Banach Center Conference, Warsaw, Poland, June 10–15, 2013. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-27-0). Banach Center Publications 104, 151-165 (2015).
MSC:  60F05 60F17 60G42 91B24 91B25
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Markov processes. Characterization and convergence. (English) Zbl 1089.60005

Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 0-471-76986-X/pbk; 978-0-471-27214-4/hbk; 978-0-470-31732-7/ebook). x, 534 p. (2005).
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Skorokhod space and Skorokhod topology in probabilistic considerations during 1956–1999. (English) Zbl 0973.60007

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 281-297 (2000).
MSC:  60B10 60F05 60F17
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Functional central limit theorems on Lie groups. A survey. (English) Zbl 1022.60031

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12-18, 1998. Vilnius: TEV. 541-552 (1999).
MSC:  60F17
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Asymptotically Gaussian distribution for random perturbations of rotations of the circle. (English. Russian original) Zbl 0954.60017

J. Math. Sci., New York 96, No. 5, 3493-3495 (1999); translation from Zap. Nauchn. Semin. POMI 240, 78-81 (1997).
MSC:  60F05 37A50 28D05
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The weak convergence of point fields on a plane to a point field with conditionally independent increments. (English) Zbl 0978.60022

Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 307-328 (1995).
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