fixed times of discontinuitylimit theoremslocal uniform topologymartingale problempath spacesemimartingalesSkorokhod topologystable convergenceVolterra equationsweak-strong convergence
Convergence of probability measures (60B10) Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)
Abstract: We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales), nor to continuous or cadlag paths. We illustrate our findings both, by finding generalizations of known results, and proving new results. For the latter, we work on processes with fixed times of discontinuity.
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