Necessary and sufficient conditions for convergence of semimartingales and point processes. I (Q1058224): Difference between revisions
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Revision as of 03:02, 5 March 2024
scientific article
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English | Necessary and sufficient conditions for convergence of semimartingales and point processes. I |
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Necessary and sufficient conditions for convergence of semimartingales and point processes. I (English)
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1984
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In the paper the so-called extended weak convergence [cf. \textit{I. S. Helland}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 52, 251-265 (1980; Zbl 0411.60037) and the first author, Litov. Mat. Sb. 24, No.2, 97-112 (1984; see the preceding review, Zbl 0564.60004)] of a sequence of semimartingales is considered. Necessary and sufficient conditions for this type of convergence expressed in terms of predictable characteristics are obtained when the limit process is rather general, namely, a semimartingale. Similar problems for point processes are also discussed. The proofs of all these results are published in the second part of this paper.
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extended weak convergence
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predictable characteristics
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