When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes

DOI10.1016/0304-4149(93)90028-3zbMath0774.60004OpenAlexW2036425230MaRDI QIDQ1208945

François Coquet

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90028-3

zbMATH Keywords

convergence in lawconvergence of the non-stopped processesconvergence of the stopped processes

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov processes (60J99)

Cites Work

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• Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
• Convergence of filtered statistical models and Hellinger processes

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