Vague convergence of locally integrable martingale measures

DOI10.1016/0304-4149(94)90025-6zbMath0808.60009OpenAlexW2072671615MaRDI QIDQ1338745

Yingchao Xie

Publication date: 12 March 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90025-6

zbMATH Keywords

weak convergencestochastic integralsconvergence of characteristics of martingale measuresvague convergence of locally integrable (orthogonal) martingale measures

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Convergence of probability measures (60B10)

Related Items (3)

Vague Convergence of Semimartingale Random Measures ⋮ Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures ⋮ Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS^*

Cites Work

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• Limit theorems for point processes and their functionals
• Martingale measures and stochastic calculus
• 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 \({\mathbb{D}}^ 1)\)
• On the convergence of vector random measures

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