On tightness and stopping times

DOI10.1016/0304-4149(83)90067-4zbMath0501.60029OpenAlexW2031390620MaRDI QIDQ1172317

Michel Métivier, Jean Mémin, Jean Jacod

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90067-4

zbMATH Keywords

weak convergencesemimartingalestightnessSkorokhod topology

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites Work

• Calcul stochastique et problèmes de martingales
• Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
• Stopping times and tightness
• Conditional distributions and tightness
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
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