New characterizations of the \(S\) topology on the Skorokhod space
From MaRDI portal
Publication:1748548
DOI10.1214/17-ECP105zbMath1390.60120arXiv1609.00215WikidataQ115597827 ScholiaQ115597827MaRDI QIDQ1748548
Publication date: 11 May 2018
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00215
Skorokhod spacesequential spaces\(J_1\) topology\(S\) topologyfunctional convergence of stochastic processes
Sequential spaces (54D55) Several topologies on one set (change of topology, comparison of topologies, lattices of topologies) (54A10) Functional limit theorems; invariance principles (60F17) Probability theory on linear topological spaces (60B11)
Related Items
Martingale optimal transport duality, Probability on submetric spaces, The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Functional convergence of linear processes with heavy-tailed innovations
- Semilinear elliptic equations with Dirichlet operator and singular nonlinearities
- Weak and strong solutions of general stochastic models
- Tightness and duality of martingale transport on the Skorokhod space
- Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media
- Existence of optimal controls for systems driven by FBSDEs
- Stochastic homogenization of reflected stochastic differential equations
- Convergence in various topologies for stochastic integrals driven by semimartingales
- Tightness criteria for laws of semimartingales
- On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem
- Homogenization of periodic semilinear parabolic degenerate PDEs
- Homogenization of semilinear PDEs with discontinuous averaged coefficients
- Random time changes and convergence in distribution under the Meyer-Zheng conditions
- A non-Skorokhod topology on the Skorokhod space
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.
- On the Poisson equation and diffusion approximation. III
- Separation of time-scales and model reduction for stochastic reaction networks
- Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
- On reflected Stratonovich stochastic differential equations
- Viscosity methods giving uniqueness for martingale problems
- Stochastic-Process Limits
- Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition
- Multivalued monotone stochastic differential equations with jumps
- Convergence du type L
- The almost sure Skorokhod representation for subsequences in nonmetric spaces
- Penalization methods for reflecting stochastic differential equations with jumps
- Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach
- Weak convergence of probability measures and random functions in the function space D[0,∞)
- Stationary solutions and forward equations for controlled and singular martingale problems