Tightness and weak convergence for jump processes (Q5930656)

The authors consider a sequence of random pure jump processes in the functional space \(D[0,1]\) endowed with the Skorokhod \(J_1\)-topology. The aim of the paper is to derive some tightness criteria for pure jump processes. A particular case would be when the jumps only take integer values, in which case the processes reduce to simple point processes.