Une evaluation de la distance entre les lois d'une semimartingale et d'un processus a accroisseivients independants

DOI10.1080/17442508808833534MaRDI QIDQ3827296zbMATH OpenOpenAlexFDO

Authors Jean Jacod, Pascal Mano

Publication date 1988

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508808833534

zbMATH Keywords

semimartingaleweak convergence of semimartingales

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov processes (60J99) Generalizations of martingales (60G48)

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• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables

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(9)

• 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 3905576 (Why is no real title available?)
• Rates of convergence in the functional CLT for multidimensional continuous time martingales.
• On the asymptotics of locally dependent point processes
• scientific article; zbMATH DE number 826260 (Why is no real title available?)
• \(L_1\)-distance for additive processes with time-homogeneous Lévy measures
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• Rate of convergence in the functional central limit theorem for semimartingales

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