Discretization of Processes

Front Matter....Pages I-XIV
Front Matter....Pages 1-1
Introduction....Pages 3-21
Some Prerequisites....Pages 23-59
Front Matter....Pages 61-61
Laws of Large Numbers: The Basic Results....Pages 63-96
Central Limit Theorems: Technical Tools....Pages 97-123
Central Limit Theorems: The Basic Results....Pages 125-185
Integrated Discretization Error....Pages 187-212
Front Matter....Pages 213-213
First Extension: Random Weights....Pages 215-226
Second Extension: Functions of Several Increments....Pages 227-246
Third Extension: Truncated Functionals....Pages 247-270
Front Matter....Pages 271-271
The Central Limit Theorem for Random Weights....Pages 273-296
The Central Limit Theorem for Functions of a Finite Number of Increments....Pages 297-337
The Central Limit Theorem for Functions of an Increasing Number of Increments....Pages 339-369
The Central Limit Theorem for Truncated Functionals....Pages 371-426
Front Matter....Pages 427-427
Irregular Discretization Schemes....Pages 429-460
Higher Order Limit Theorems....Pages 461-477
Semimartingales Contaminated by Noise....Pages 479-563
Back Matter....Pages 565-596