A weak convergence criterion for constructing changes of measure
From MaRDI portal
Publication:2811915
DOI10.1080/15326349.2015.1114891zbMath1339.60047arXiv1208.2606OpenAlexW2181968889MaRDI QIDQ2811915
Johannes Ruf, Jose H. Blanchet
Publication date: 9 June 2016
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.2606
weak convergenceweak solutiontightnessjump processesGirsanov theoremlocal martingaleschanges of measureconditional queueing process
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)
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