Weak convergence of stochastic integrals driven by martingale measure

DOI10.1016/0304-4149(95)00031-2zbMath0836.60062OpenAlexW2063190199MaRDI QIDQ1904536

Nhansook Cho

Publication date: 22 April 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00031-2

zbMATH Keywords

weak convergenceSkorokhod topologystochastic integralsmartingale measuresBrownian density process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Convergence of probability measures (60B10)

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Cites Work

• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Stochastic evolution equations driven by nuclear-space-valued martingales
• Distribution-valued processes arising from independent Brownian motions
• Weak limit theorems for stochastic integrals and stochastic differential equations
• A limit theorem of branching processes and continuous state branching processes
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