scientific article; zbMATH DE number 4007354

zbMATH Open0621.60042MaRDI QIDQ3757070FDOQ3757070

Authors: Jean Jacod, H. Sadi 

Publication date: 1987

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

Title of this publication is not available (Why is that?)

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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)

• Title not available (Why is that?)
• On the existence of semimartingales with continuous characteristics
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the rate of convergence in the multidimensional CLT for martingales
• Title not available (Why is that?)
• Tangential existence and comparison, with applications to single and multiple integration
• Local characteristics and tangency of vector-valued martingales
• Title not available (Why is that?)
• The fourth characteristic of a semimartingale
• A formula for the generalized density process of the distributions of semimartingales with independent increments

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