Weak convergence of processes in D(R) and compensation of point processes

DOI10.1007/BF00343898zbMath0596.60049OpenAlexW2073445852MaRDI QIDQ1078912

Ioana Schiopu Kratina

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00343898

zbMATH Keywords

Doob-Meyer-compensators

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Weak convergence of processes and preservation of predictability

Cites Work

• Unnamed Item
• Tightness of pairs of tight càdlàg processes
• On tightness and stopping times
• A martingale approach to the Poisson convergence of simple point processes
• Convergence of compensators of simple point processes

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