Weak convergence of semimartingales (Q5896540): Difference between revisions
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Latest revision as of 16:49, 21 June 2024
scientific article; zbMATH DE number 4199172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of semimartingales |
scientific article; zbMATH DE number 4199172 |
Statements
Weak convergence of semimartingales (English)
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1990
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In terms of predictable characteristic we derive sufficient conditions of weak convergence of semimartingales to possibly non-quasicontinuous ones. Certain topology on the space of trajectories is used which is stronger than the usual one.
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predictable characteristic
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sufficient conditions of weak convergence
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semimartingales
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