A note on weak convergence of random step processes

DOI10.1007/s10474-009-9099-5zbMath1274.60109arXivmath/0701803OpenAlexW2060186757MaRDI QIDQ625974

Márton Ispány, Gyula Pap

Publication date: 25 February 2011

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701803

zbMATH Keywords

diffusion processweak convergence of semimartingales

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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Cites Work

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• 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 \({\mathbb{D}}^ 1)\)
• Weak limit theorems for stochastic integrals and stochastic differential equations
• Weak convergence of sequences of semimartingales with applications to multitype branching processes

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