Tightness of pairs of tight càdlàg processes

DOI10.1016/0304-4149(85)90385-0zbMath0588.60040OpenAlexW2065853702MaRDI QIDQ1073449

Ioana Schiopu Kratina

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90385-0

zbMATH Keywords

Doob-Meyer decompositioncompensatorstightness of a sequence of cadlag processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Weak convergence of processes in D(R) and compensation of point processes, Weak convergence of processes and preservation of predictability, Approximating diffusion reflections at elastic boundaries

Cites Work

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• Stopping times and tightness
• The function space D([O, ∞)ρ, E)