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

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Rebecca L. Bakal,Monica R. McLemorethe one for the unnormalized functionals ..(.,.) is in Sect. 5.1, whereas Sects. 5.2 and 5.3 provide the ones for the normalized functionals .′.(.,.). In both cases, . needs to be an Itô semimartingale, and only regular discretization schemes are considered..Section 5.4 contains the Central Limit Th

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Robert Vale,Brenda Vale,Tran Thuc Handerlying process .. This covers two different situations: . In Sects. 8.2 and 8.3 the Laws of Large Numbers for the unnormalized functionals are presented, for a fixed number . or an increasing number .. of increments, respectively: the methods and results are deeply different in the two cases. In c

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https://doi.org/10.1007/978-981-99-8842-6e now . for a function . on .×ℝ.×ℝ., where . is the dimension of ., and it is the same for the normalized functional upon dividing the increment by ...Sections 10.1 and 10.2 are devoted to unnormalized functionals, in two situations: first we treat the case for a “general” test function ., satisfyin

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Reference work 2020Latest editionand ....→0..In this setting, the Central Limit Theorems are considerably more difficult to prove, and the rate of convergence becomes . instead of .. Unnormalized and normalized functionals are studied in Sects. 12.1 and 12.2, respectively..No specific application is given in this chapter, but it is

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