Tightness of pairs of tight càdlàg processes

DOI10.1016/0304-4149(85)90385-0zbMATH Open0588.60040OpenAlexW2065853702MaRDI QIDQ1073449FDOQ1073449

Ioana Schiopu Kratina

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90385-0

zbMATH Keywords

Doob-Meyer decompositioncompensatorstightness of a sequence of cadlag processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Title not available (Why is that?)
• Stopping times and tightness
• Title not available (Why is that?)
• The function space D([O, ∞)ρ, E)

Cited In (6)

• Approximating diffusion reflections at elastic boundaries
• Weak convergence of processes and preservation of predictability
• Title not available (Why is that?)
• Tightness for processes with fixed points of discontinuities and applications in varying environment
• Notes on tightness of markov processes
• Weak convergence of processes in D(R) and compensation of point processes

   Recommendations

• Notes on tightness of markov processes 👍 👎
• Convergence of compensators of simple point processes 👍 👎
• Title not available (Why is that?) 👍 👎
• On Sequences of Random Processes with Tight Jump Majorization 👍 👎
• Tightness criteria for laws of semimartingales 👍 👎

This page was built for publication: Tightness of pairs of tight càdlàg processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1073449)