Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi

DOI10.1007/BF00534181zbMath0526.60065OpenAlexW1986277965MaRDI QIDQ3040256

Jean Jacod

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1007/bf00534181

zbMATH Keywords

functional limit theorem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17) Markov processes (60J99)

Related Items (6)

Extended convergence to continuous in probability processes with independent increments ⋮ G-stable convergence of semimartingales ⋮ Topology in the Skorokhod space and the existence of solutions of the martingale problem ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Weak convergence of semimartingales ⋮ Mean reflected stochastic differential equations with two constraints

Cites Work

• Calcul stochastique et problèmes de martingales
• On tightness and stopping times
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
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