Convergence in distribution and Skorokhod convergence for the general theory of processes

DOI10.1007/BF01198786zbMath0725.60005MaRDI QIDQ2277643

Douglas N. Hoover

Publication date: 1991

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

zbMATH Keywords

convergence in distributionconvergence of filtrationsSkorokhod convergence theorems

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Convergence of probability measures (60B10)

Related Items (10)

Stability of Doob-Meyer decomposition under extended convergence ⋮ Rich and saturated adapted spaces ⋮ Expansion of a filtration with a stochastic process: the information drift ⋮ All adapted topologies are equal ⋮ Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations ⋮ Invariance of statistical causality under convergence ⋮ Stability of solutions of BSDEs with random terminal time ⋮ Stability results for martingale representations: The general case ⋮ PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING ⋮ Estimating processes in adapted Wasserstein distance

Cites Work

• Tightness criteria for laws of semimartingales
• A predictive view of continuous time processes
• Measures on non-separable metric spaces
• Adapted Probability Distributions
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