Necessary and sufficient conditions for convergence of semimartingales and point processes. I

DOI10.1007/BF00968046zbMath0564.60005MaRDI QIDQ1058224

J. Blot

Publication date: 1984

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

predictable characteristics; extended weak convergence

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60B10: Convergence of probability measures

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)