Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations (Q5930983): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q124851551 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q2725614 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Convergence in distribution and Skorokhod convergence for the general theory of processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3774629 / rank | |||
Normal rank | |||
Latest revision as of 15:43, 3 June 2024
scientific article; zbMATH DE number 1592270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations |
scientific article; zbMATH DE number 1592270 |
Statements
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations (English)
0 references
31 July 2002
0 references
Weak convergence problems of \(\sigma\)-algebras and of filtrations are discussed. The authors show that some well-known properties related to convergence of \(\sigma\)-algebras are not extendable to convergence of filtrations. They study in more detail the case of one-jump point processes and the corresponding generated filtrations.
0 references
convergence of \(\sigma\)-algebras
0 references
filtrations
0 references
Skorokhod topology
0 references
point processes
0 references
0 references
0 references
