Tightness of pairs of tight càdlàg processes

DOI10.1016/0304-4149(85)90385-0MaRDI QIDQ1073449zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3653250 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Stopping times and tightness
• The function space D([O, ∞)ρ, E)

Cited in

(8)

• Weak convergence of processes in D(R) and compensation of point processes
• Notes on tightness of markov processes
• A note on characterizing tightness of random sets of càdlàg paths
• Joint distributions of generalized integrable increasing processes and their generalized compensators
• Approximating diffusion reflections at elastic boundaries
• Weak convergence of processes and preservation of predictability
• Tightness for processes with fixed points of discontinuities and applications in varying environment
• scientific article; zbMATH DE number 120290 (Why is no real title available?)

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