Stopping times and tightness. II
From MaRDI portal
Publication:1262612
DOI10.1214/aop/1176991417zbMath0686.60036OpenAlexW1983009911MaRDI QIDQ1262612
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991417
Related Items
Limit theorems for Markovian Hawkes processes with a large initial intensity ⋮ Functional limit theorems for Volterra processes and applications to homogenization* ⋮ A diffusion limit for a class of randomly-growing binary trees ⋮ Finite and infinite systems of interacting diffusions ⋮ Stopping times and tightness for multiparameter martingales ⋮ On the long term behavior of some finite particle systems ⋮ Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes ⋮ Subcritical branching processes in a random environment without the Cramer condition ⋮ The demographic variation process of multitype branching random fields ⋮ Law of large numbers and central limit theorem for unbounded jump mean- field models ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ Skew Brownian diffusions across Koch interfaces ⋮ A random field approach to weak convergence of processes ⋮ The \(\Lambda\)-lookdown model with selection ⋮ On the robustness of backward stochastic differential equations. ⋮ How does geographical distance translate into genetic distance? ⋮ The classical bi-Poisson process: an invertible quadratic harness ⋮ Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise ⋮ A stochastic model for cell adhesion to the vascular wall ⋮ Stability of conditional median under discretization of filtrations ⋮ The standard additive coalescent