Weak convergence to a Markov process: The martingale approach

DOI10.1007/BF01292676zbMATH Open0794.60074OpenAlexW2057919426MaRDI QIDQ1326348FDOQ1326348

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

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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)

Cites Work

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• Invariant measures and evolution equations for Markov processes characterized via martingale problems
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• The invariance principle for Banach space valued random variables

Cited In (13)

• Weak convergence of Markov processes with extended generators
• Evolution equations for Markov processes: Application to the white-noise theory of filtering
• On the Poisson equation for singular diffusions
• On convergence determining and separating classes of functions
• Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach)
• Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
• A \(\Lambda\)-Fleming-Viot type model with intrinsically varying population size
• Weak convergence of infinite-dimensional diffusions¹
• Convergence des processus de Nelson-Aalen et de Kaplan-Meier par une méthode de martingale
• On weak convergence of sequences of continuous local martingales
• Title not available (Why is that?)
• On tightness of probability measures on Skorokhod spaces
• Title not available (Why is that?)

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