Convergence in various topologies for stochastic integrals driven by semimartingales
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- A Criterion for Weak Convergence of Measures with an Application to Convergence of Measures on $D[0, 1]$.
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
- Random time changes and convergence in distribution under the Meyer-Zheng conditions
- Stability of strong solutions of stochastic differential equations
- Tightness criteria for laws of semimartingales
- Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
- Weak limit theorems for stochastic integrals and stochastic differential equations
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(18)- On the convergence of stochastic integrals driven by processes converging on account of a homogenization property
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- On optimal control of forward-backward stochastic differential equations
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- Non-stationary autoregressive processes with infinite variance
- New characterizations of the \(S\) topology on the Skorokhod space
- Weak convergence to stochastic integrals for econometric applications
- Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces
- Marked empirical processes for non-stationary time series
- Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
- Semilinear elliptic equations with Dirichlet operator and singular nonlinearities
- On optimal control of coupled mean-field forward-backward stochastic equations
- Weak convergence of stochastic integrals with respect to semimartingales
- A growth-fragmentation model related to Ornstein-Uhlenbeck type processes
- Existence of optimal controls for systems driven by FBSDEs
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