Convergence in distribution and Skorokhod convergence for the general theory of processes

DOI10.1007/BF01198786MaRDI QIDQ2277643zbMATH OpenFDO

Authors Douglas N. Hoover

Publication date 1991

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

Full work available at URL https://doi.org/10.1007/BF01198786

zbMATH Keywords

convergence in distributionconvergence of filtrationsSkorokhod convergence theorems

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Martingales with discrete parameter (60G42)

Recommendations

• From convergence of functions to convergence of stochastic processes. On Skorokhod's sequential approach to convergence in distribution
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• Convergence in Skorokhod topology for compositions of stochastic processes
• On Skorokhod's convergence
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• Convergence in density in finite time windows and the Skorohod representation
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• Convergence of stochastic processes
• Convergence of conditional expectations given the random variables of a Skorohod representation

Cites work

• A predictive view of continuous time processes
• Adapted Probability Distributions
• scientific article; zbMATH DE number 4009455 (Why is no real title available?)
• scientific article; zbMATH DE number 3658730 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 4119336 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Measures on non-separable metric spaces
• Tightness criteria for laws of semimartingales

Cited in

(23)

• Rich and saturated adapted spaces
• Stability of Doob-Meyer decomposition under extended convergence
• Estimating processes in adapted Wasserstein distance
• All adapted topologies are equal
• On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
• Convergence of submartingales to an increasing process under discretization of filtrations
• scientific article; zbMATH DE number 1619467 (Why is no real title available?)
• scientific article; zbMATH DE number 4052846 (Why is no real title available?)
• A convergence theorem for a special class of stochastic processes
• Stability results for martingale representations: the general case
• Progressive filtration expansions via a process, with applications to insider trading
• Stability of solutions of BSDEs with random terminal time
• Invariance of statistical causality under convergence
• Some examples and counterexamples of convergence of -algebras and filtrations
• Expansion of a filtration with a stochastic process: the information drift
• A denseness property of stochastic processes
• Stability of solutions of semilinear evolution equations with integro-differential operators
• The Wasserstein space of stochastic processes
• A remark on the weak convergence of processes in the Skorohod topology
• Equilibrium with heterogeneous information flows
• Denseness of biadapted Monge mappings
• Skorokhod transition in the conic market model
• A probabilistic view on the adapted Wasserstein distance

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