scientific article; zbMATH DE number 4007354

MaRDI QIDQ3757070zbMATHFDO

Authors Jean Jacod, H. Sadi

Publication date 1987

Full work available at URL http://www.numdam.org/item?id=SPS_1987__21__479_0

zbMATH Keywords

law of the conditional distributionlocal characteristics of a semimartingale

Mathematics Subject Classification ID

Markov processes (60J99) Functional limit theorems; invariance principles (60F17) General theory of stochastic processes (60G07)

Cited in

(14)

• scientific article; zbMATH DE number 3858079 (Why is no real title available?)
• On the rate of convergence in the multidimensional CLT for martingales
• The fourth characteristic of a semimartingale
• scientific article; zbMATH DE number 4174046 (Why is no real title available?)
• Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes
• Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes
• scientific article; zbMATH DE number 3860105 (Why is no real title available?)
• Local characteristics and tangency of vector-valued martingales
• On the existence of semimartingales with continuous characteristics
• scientific article; zbMATH DE number 3842916 (Why is no real title available?)
• scientific article; zbMATH DE number 4007355 (Why is no real title available?)
• Tangential existence and comparison, with applications to single and multiple integration
• A formula for the generalized density process of the distributions of semimartingales with independent increments
• scientific article; zbMATH DE number 4137108 (Why is no real title available?)

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