Stable convergence of semimartingales (Q762829): Difference between revisions
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Revision as of 23:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable convergence of semimartingales |
scientific article |
Statements
Stable convergence of semimartingales (English)
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1985
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The condition under which a sequence of semimartingales converges to a process with conditionally independent increments is considered. This condition is a modification of the known nesting condition on the sequence of histories of semimartingales [see, for example, \textit{P. Hall} and \textit{C. C. Heyde}, Martingale limit theory and its application (1980; Zbl 0462.60045)]. The author is interested in the condition under which this convergence is stable in the sense of \textit{D. J. Aldous} and \textit{G. K. Eagleson}, Ann. Probab. 6, 325-331 (1978; Zbl 0376.60026).
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conditionally independent increments
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Martingale limit theory
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