Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)

DOI10.1007/BF00343739zbMath0638.60049OpenAlexW1971235084MaRDI QIDQ1099492

Adam Jakubowski, Jean Mémin, Gilles Pagès

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1007/bf00343739

zbMATH Keywords

functional convergence uniform tightness conditions on local characteristics of semimartingales convergence of stochastic integrals Skorokhod's space

Mathematics Subject Classification ID

Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

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