Convergence in density in finite time windows and the Skorohod representation

DOI10.1214/16-ECP4644zbMath1348.60006arXiv1508.07838MaRDI QIDQ321157

Hermann Thorisson

Publication date: 7 October 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.07838

zbMATH Keywords

convergence in distributionconvergence in densitySkorokhod representationwidening time window

Mathematics Subject Classification ID

Stochastic processes (60G99) Convergence of probability measures (60B10)

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