Titlebook: Discretization of Processes; Jean Jacod,Philip Protter Book 2012 Springer-Verlag Berlin Heidelberg 2012 60F05, 60G44, 60H10, 60H35, 60J75,

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0172-4568 nterest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biolo978-3-642-26950-9978-3-642-24127-7Series ISSN 0172-4568 Series E-ISSN 2197-439X

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https://doi.org/10.1007/978-3-319-50219-9hem here..Section 2.2 is devoted to recalling facts about the convergence of processes, starting with a quick reminder about the Skorokhod topology. Here, special emphasis is put on ., which is central for almost all statistical applications of the results of this book. Again, the proofs of most res

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Laws of Large Numbers: The Basic Resultson scheme goes to 0..In contrast, the Law of Large Numbers for the normalized functionals .′.(.,.), in which the argument of the test function . is taken to be the increment of . on each discretization interval, divided by the square-root of its length, holds only for It? semimartingales and for reg

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Central Limit Theorems: Technical Toolsted to a description of the limiting processes occurring in the various Central Limit Theorems, and which are processes with “conditionally independent increments”. Sections 4.2 and 4.3 provide general criteria for stable convergence in law, when the limit is a continuous process (Sect. 4.3) or a po