Weak convergence of processes and preservation of predictability (Q1093245)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak convergence of processes and preservation of predictability |
scientific article; zbMATH DE number 4022278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of processes and preservation of predictability |
scientific article; zbMATH DE number 4022278 |
Statements
Weak convergence of processes and preservation of predictability (English)
0 references
1987
0 references
The principal result of this paper gives conditions under which the weak limit of a sequence of increasing predictable processes will be predictable. The convergence of compensators of submartingales to the compensation of a limit submartingale is also discussed. These results are applied to the convergence of point processes and their compensators.
0 references
predictable processes
0 references
convergence of compensators
0 references
submartingale
0 references
convergence of point processes
0 references
0.8968042
0 references
0.8959756
0 references
0.8952987
0 references
0.88908935
0 references
