Convergence in various topologies for stochastic integrals driven by semimartingales
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Publication:674524
DOI10.1214/aop/1041903222zbMath0871.60028OpenAlexW2003482203MaRDI QIDQ674524
Publication date: 24 September 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1041903222
Stochastic integrals (60H05) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)
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Cites Work
- Tightness criteria for laws of semimartingales
- 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 \({\mathbb{D}}^ 1)\)
- Stability of strong solutions of stochastic differential equations
- Random time changes and convergence in distribution under the Meyer-Zheng conditions
- Weak limit theorems for stochastic integrals and stochastic differential equations
- Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
- A Criterion for Weak Convergence of Measures with an Application to Convergence of Measures on $D[0, 1$.]
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