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)

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) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

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Cites work

• 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?)
• A predictive view of continuous time processes
• Adapted Probability Distributions
• Measures on non-separable metric spaces
• Tightness criteria for laws of semimartingales

Cited in

(16)

• Progressive filtration expansions via a process, with applications to insider trading
• Convergence of submartingales to an increasing process under discretization of filtrations
• scientific article; zbMATH DE number 1619467 (Why is no real title available?)
• A remark on the weak convergence of processes in the Skorohod topology
• Estimating processes in adapted Wasserstein distance
• Stability results for martingale representations: the general case
• All adapted topologies are equal
• Stability of Doob-Meyer decomposition under extended convergence
• Invariance of statistical causality under convergence
• scientific article; zbMATH DE number 4052846 (Why is no real title available?)
• Rich and saturated adapted spaces
• A denseness property of stochastic processes
• Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations
• On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
• Stability of solutions of BSDEs with random terminal time
• Expansion of a filtration with a stochastic process: the information drift

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