Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations (Q5930983)
From MaRDI portal
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
