Extended convergence to continuous in probability processes with independent increments

DOI10.1007/BF00343896zbMath0596.60038MaRDI QIDQ1078908

Adam Jakubowski, Leszek Slominski

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

functional limit theorems; semimartingales; functional convergence of semimartingales; Gaussian local martingale; Jacod conditions

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60G44: Martingales with continuous parameter

60F17: Functional limit theorems; invariance principles

60J99: Markov processes

Related Items

Stability of Doob-Meyer decomposition under extended convergence, Applications of weak convergence for hedging of game options, Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model

Cites Work

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• Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi
• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
• On weak convergence to Brownian motion
• Weak convergence of probability measures and random functions in the function space D[0,∞)
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