Focusing on the breadth of the topic, this volume explores Levy processes and applications, and p...

Initially the theory of convergence in law of stochastic processes was developed quite independen...

We have made small changes throughout the book, including the exercises, and we have tried to cor...

A comprehensive introduction to the statistical and econometric methods for analyzing high-freque...

Using classic statistical tools, this book synthesizes ten years of research to establish a sohis...

Initially the theory of convergence in law of stochastic processes was developed quite independen...

We present here a one-semester course on Probability Theory. We also treat measure theory and Leb...

In applications, and especially in mathematical finance, random time-dependent events are ofte...

Bretagnolle, Jean: Processus a accroissements indépendants.- Ibragimov, Ildar: Théorèmes limites ...

Initially the theory of convergence in law of stochastic processes was developed quite independen...

This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear ran...