On Stably Weak Convergence of Semi-Martingales and of Point Processes

DOI10.1137/1128027zbMath0533.60054OpenAlexW2067675027MaRDI QIDQ3316311

Bronius Grigelionis, Remigijus Mikulevičius

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128027

zbMATH Keywords

semimartingaleG-stable weak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

A stability result for solutions of stochastic equations driven by point processes ⋮ Mathematical theory of queueing networks ⋮ On mixed poisson processes and martingales

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