Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations

DOI10.1007/BF02465131zbMath0990.60035WikidataQ124851551 ScholiaQ124851551MaRDI QIDQ5930983

Vigirdas Mackevičius, Jean Mémin, François Coquet

Publication date: 31 July 2002

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

convergence of \(\sigma\)-algebrasfiltrationspoint processesSkorokhod topology

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

Expansion of a filtration with a stochastic process: the information drift ⋮ A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces ⋮ Stability results for martingale representations: The general case ⋮ PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING

Cites Work

• Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration
• Convergence in distribution and Skorokhod convergence for the general theory of processes
• Unnamed Item
• Unnamed Item

This page was built for publication: Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations