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

DOI10.1007/BF01198786zbMATH Open0725.60005MaRDI QIDQ2277643FDOQ2277643

Authors: Douglas N. Hoover 

Publication date: 1991

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

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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)

Cites Work

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• Tightness criteria for laws of semimartingales
• Measures on non-separable metric spaces
• Adapted Probability Distributions
• A predictive view of continuous time processes
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Cited In (16)

• Convergence of submartingales to an increasing process under discretization of filtrations
• Title not available (Why is that?)
• A remark on the weak convergence of processes in the Skorohod topology
• Stability results for martingale representations: the general case
• Estimating processes in adapted Wasserstein distance
• All adapted topologies are equal
• Stability of Doob-Meyer decomposition under extended convergence
• Invariance of statistical causality under convergence
• Title not available (Why is that?)
• A denseness property of stochastic processes
• Rich and saturated adapted spaces
• 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
• Progressive filtration expansions via a process, with applications to insider trading

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