Weak convergence to a Markov process: The martingale approach

DOI10.1007/BF01292676MaRDI QIDQ1326348zbMATH OpenOpenAlexFDO

Authors Abhay G. Bhatt, Rajeeva L. Karandikar

Publication date 15 August 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01292676

zbMATH Keywords

weak convergencemartingale problemDonsker's invariance principleHilbert space valued diffusions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Foundations of stochastic processes (60G05)

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Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 3441409 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• Invariant measures and evolution equations for Markov processes characterized via martingale problems
• The invariance principle for Banach space valued random variables

Cited in

(15)

• A \(\Lambda\)-Fleming-Viot type model with intrinsically varying population size
• Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach)
• scientific article; zbMATH DE number 6123046 (Why is no real title available?)
• Evolution equations for Markov processes: Application to the white-noise theory of filtering
• On weak convergence of sequences of continuous local martingales
• Convergence des processus de Nelson-Aalen et de Kaplan-Meier par une méthode de martingale
• Weak convergence of Markov processes with extended generators
• On the Poisson equation for singular diffusions
• scientific article; zbMATH DE number 3883292 (Why is no real title available?)
• A functional central limit theorem for Hilbert-valued martingales
• Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain
• Weak convergence of infinite-dimensional diffusions¹
• Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
• On tightness of probability measures on Skorokhod spaces
• On convergence determining and separating classes of functions

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