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

DOI10.1007/BF00969129zbMath0569.60002OpenAlexW2070079744MaRDI QIDQ1060758

B. George

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1007/bf00969129

Mathematics Subject Classification ID

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

Related Items (1)

On the convergence of point processes

Cites Work

• Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
• Stopping times and tightness
• On weak convergence to Brownian motion
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