scientific article; zbMATH DE number 3718270

MaRDI QIDQ3908247zbMATH OpenFDO

Authors Jean Jacod

Publication date 1981

Full work available at URL http://www.numdam.org/item?id=SPS_1981__15__547_0, https://eudml.org/doc/113348

zbMATH Keywords

local martingalesquadratic variationweak convergence of semimartingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

Cited in

(12)

• Martingale difference arrays and stochastic integrals
• Stability of strong solutions of stochastic differential equations
• Backward stochastic differential equations with mean reflection and two constraints
• Systems of quasi-variational inequalities related to the switching problem
• On reflected Stratonovich stochastic differential equations
• Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data
• Semilinear elliptic equations with Dirichlet operator and singular nonlinearities
• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
• Reflected BSDEs on filtered probability spaces
• A note on statistical inference for a class of diffusions and approximate diffusions
• Stable convergence of semimartingales
• Path and semimartingale properties of chaos processes

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