Notes on tightness of markov processes

DOI10.1080/17442508408833326MaRDI QIDQ3319527zbMATH OpenOpenAlexFDO

Authors M. Nikunen

Publication date 1984

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508408833326

zbMATH Keywords

tightnessweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Recommendations

• Tightness of continuous stochastic processes
• Tightness property for symmetric diffusion processes
• Tightness of probability measures in D([0,T];C) and D([0,T];D)
• Tightness of pairs of tight càdlàg processes
• scientific article; zbMATH DE number 120290

Cites work

• scientific article; zbMATH DE number 3456236 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the Weak Compactness of a Family of Measures Corresponding to Continuous Strong Markov Processes
• Semigroups of conditioned shifts and approximation of Markov processes
• Stopping times and tightness

Cited in

(12)

• Tightness of pairs of tight càdlàg processes
• Tightness of probability measures in D([0,T];C) and D([0,T];D)
• Tightness property for symmetric diffusion processes
• Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter
• Envelopes of sets of measures, tightness, and Markov control processes
• Some conditional limiting theorems for symmetric Markov processes with tightness property
• scientific article; zbMATH DE number 4201311 (Why is no real title available?)
• scientific article; zbMATH DE number 4088596 (Why is no real title available?)
• scientific article; zbMATH DE number 949741 (Why is no real title available?)
• A note on characterizing tightness of random sets of càdlàg paths
• Tightness of continuous stochastic processes
• Tightness for processes with fixed points of discontinuities and applications in varying environment

This page was built for publication: Notes on tightness of markov processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3319527)