Weak convergence to a Markov process: The martingale approach

DOI10.1007/BF01292676zbMath0794.60074OpenAlexW2057919426MaRDI QIDQ1326348

Rajeeva L. Karandikar, Abhay G. Bhatt

Publication date: 15 August 1994

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

Full work available at URL: https://doi.org/10.1007/bf01292676

zbMATH Keywords

weak convergencemartingale problemDonsker's invariance principleHilbert space valued diffusions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Foundations of stochastic processes (60G05)

Related Items (5)

Evolution equations for Markov processes: Application to the white-noise theory of filtering ⋮ On convergence determining and separating classes of functions ⋮ On the Poisson equation for singular diffusions ⋮ Weak convergence of infinite-dimensional diffusions¹ ⋮ On tightness of probability measures on Skorokhod spaces

Cites Work

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• Invariant measures and evolution equations for Markov processes characterized via martingale problems
• The invariance principle for Banach space valued random variables

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