Weak convergence of Markov processes with extended generators
type: Item
instance of: scholarly article
title: Weak convergence of Markov processes with extended generators
zbMATH Open document ID: 0839.60006
author: Aihua Xia
published in: The Annals of Probability
publication date: 1996-05-28T00:00:00Z
review text: The author extends the concept of generator of a Markov process and obtains sufficient conditions of the weak convergence of Markov processes (solutions of local martingale problems) in terms of the convergence of their extended generators. The result includes the case of continuous time Markov chains. For Markov processes with generators in Dynkin sense, necessary and sufficient conditions are investigated. As an application, some sufficient conditions for the weak convergence of diffusion processes with jumps are also given.
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 828381
zbMATH Keywords: weak convergence
zbMATH Keywords: Markov process
zbMATH Keywords: generator
zbMATH Keywords: martingale problem
reviewed by: Vigirdas Mackevičius
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988499
OpenAlex ID: W2052711835
DOI: 10.1214/AOP/1176988499
description: scientific article; zbMATH DE number 828381