Necessary and sufficient conditions for convergence of semimartingales and point processes. I

DOI10.1007/BF00968046zbMath0564.60005MaRDI QIDQ1058224

J. Blot

Publication date: 1984

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

zbMATH Keywords

predictable characteristicsextended weak convergence

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Convergence of probability measures (60B10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
• Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales
• On weak convergence to Brownian motion
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
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