Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas
Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the
