scientific article; zbMATH DE number 2046391

zbMATH Open1034.60035MaRDI QIDQ4451257FDOQ4451257

Authors Jean Jacod

Publication date 23 February 2004

Full work available at URL http://www.numdam.org/item?id=SPS_2002__36__383_0

zbMATH Keywords

stable convergenceLévy processes

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99)

Cited in

(3)

• On asymptotic errors in discretization of processes
• When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes
• Second-order asymptotic expansion for a non-synchronous covariation estimator

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