Vague Convergence of Semimartingale Random Measures

DOI10.1081/SAP-120028592zbMath1058.60031OpenAlexW2045253150MaRDI QIDQ3158139

Yingchao Xie

Publication date: 20 January 2005

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

Full work available at URL: https://doi.org/10.1081/sap-120028592

zbMATH Keywords

stochastic integralvague convergencesemimartingale random measure

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Random measures (60G57)

Cites Work

• Unnamed Item
• Limit theorems for point processes and their functionals
• 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 \({\mathbb{D}}^ 1)\)
• Vague convergence of locally integrable martingale measures
• From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process¹

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