Convergence en loi de semimartingales et variation quadratique

Jean Jacod

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 547-560

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Jacod, Jean. "Convergence en loi de semimartingales et variation quadratique." Séminaire de probabilités de Strasbourg 15 (1981): 547-560. <http://eudml.org/doc/113348>.

@article{Jacod1981,
author = {Jacod, Jean},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {quadratic variation; weak convergence of semimartingales; local martingales},
language = {fre},
pages = {547-560},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Convergence en loi de semimartingales et variation quadratique},
url = {http://eudml.org/doc/113348},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Jacod, Jean
TI - Convergence en loi de semimartingales et variation quadratique
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 547
EP - 560
LA - fre
KW - quadratic variation; weak convergence of semimartingales; local martingales
UR - http://eudml.org/doc/113348
ER -

References

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  1. 1 P. Billingsley: Convergence of probability measures. Wiley and Sons: New York, 1968. Zbl0172.21201MR233396
  2. 2 P. Ganssler, E. Hausler: Remarks on the functional central limit theorem for martingales. Z. für Wahr.50, 237-243, 1979. Zbl0402.60032MR554543
  3. 3 E. Lenglart: Relation de domination entre deux processus. Ann. Inst. H. Poincaré (B) XIII, 171-179, 1977. Zbl0373.60054MR471069
  4. 4 R. Liptcer, A. Shiryayev: Conditions nécessaires et suffisantes dans le théorème central limite fonctionnel pour des semimartingales. A paraitre (1980). 
  5. 5 P.A. Meyer: Un cours sur les intégrales stochastiques. Sém. Probab. X, Lect. Notes in Math.511, 245-400, Springer: Berlin, 1976. Zbl0374.60070MR501332
  6. 6 R. Rebolledo: The central limit theorem for semimartingales: necessary and sufficient conditions. A paraitre (1980). 
  7. 7 H. Rootzen: On the functional central limit theorem for martingales II. Z. für Wahr.51, 79-94, 1980. Zbl0402.60033MR566110

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