Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations (Q5930983)
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scientific article; zbMATH DE number 1592270
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| 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)
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31 July 2002
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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.
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convergence of \(\sigma\)-algebras
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filtrations
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Skorokhod topology
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point processes
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0.7684959173202515
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0.7615402340888977
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0.7397686839103699
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