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Limit Theorems for Stochastic Processes Albert Shiryaev, Jean Jacod
Publisher: Springer

Theory and applications of probability and stochastic processes: e.g. He's been focusing on proving scaling limit theorems for classes of stochastic networks, using measure-valued processes to deal with complex state spaces. Limit Theorems for Stochastic Processes Jocod and Shereve.djvu. His work is in probability, stochastic processes, and their applications. Levy Processes And Infinitely Divisible Distributions ken iti Sato.pdf. Øksendal, Stochastic Differential Equations, 6th edition, Springer, 2003. Subsequent material, together with central limit theorem approximations, laws of huge numbers, and statistical inference, then use examples that reinforce stochastic process concepts. Lie Theory And Special Functions willard Miller.pdf. Central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics. The stochastic logistic model has an interesting limit property that it can be approximated by deterministic differential equations. Shirayev, Limit Theorems for Stochastic Processes, 2nd edition, Springer, 2002.