Weak convergence of semimartingales and discretisation methods
type: Item
instance of: scholarly article
title: Weak convergence of semimartingales and discretisation methods
zbMATH Open document ID: 0584.60060
DOI: 10.1016/0304-4149(85)90016-X
author: Eckhard Platen
author: Rolando Rebolledo
published in: Stochastic Processes and their Applications
publication date: 1985-01-01T00:00:00Z
review text: Sufficient conditions for weak convergence of special semimartingales are obtained. They are expressed in terms of predictable global characteristics. As an example, weak convergence of discrete time approximation schemes is considered.
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60B10
zbMATH DE Number: 3936119
zbMATH Keywords: weak convergence of special semimartingales
zbMATH Keywords: weak convergence of discrete time approximation schemes
reviewed by: R. Mikulevicius
MaRDI profile type: Publication
cites work: Stopping times and tightness
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cites work: Calcul stochastique et problèmes de martingales
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full work available at URL: 0304-4149(85)90016-x
OpenAlex ID: W2011841246
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description: scientific article; zbMATH DE number 3936119