Limit Theorems for Stochastic Processes

This second edition text contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology an... » 

This second edition text contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology and others, as well as a large number of results which have never appeared in book form, and some entirely new results. «