Weak convergence of processes and preservation of predictability

DOI10.1007/BF00319985zbMath0628.60048OpenAlexW2010996337MaRDI QIDQ1093245

Ioana Schiopu Kratina

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1007/bf00319985

zbMATH Keywords

submartingaleconvergence of point processespredictable processesconvergence of compensators

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Tightness of pairs of tight càdlàg processes
• Weak convergence of processes in D(R) and compensation of point processes
• On tightness and stopping times
• A martingale approach to the Poisson convergence of simple point processes

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