Un théorème de convergence fonctionnelle pour les intégrales stochastiques

Gilles Pagès

Séminaire de probabilités de Strasbourg (1986)

  • Volume: 20, page 572-611

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Pagès, Gilles. "Un théorème de convergence fonctionnelle pour les intégrales stochastiques." Séminaire de probabilités de Strasbourg 20 (1986): 572-611. <http://eudml.org/doc/113573>.

@article{Pagès1986,
author = {Pagès, Gilles},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {functional limit theorem; semimartingales; Skorokhod topology; convergence in law; variation convergence; convergence of the local characteristics},
language = {fre},
pages = {572-611},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Un théorème de convergence fonctionnelle pour les intégrales stochastiques},
url = {http://eudml.org/doc/113573},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Pagès, Gilles
TI - Un théorème de convergence fonctionnelle pour les intégrales stochastiques
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 572
EP - 611
LA - fre
KW - functional limit theorem; semimartingales; Skorokhod topology; convergence in law; variation convergence; convergence of the local characteristics
UR - http://eudml.org/doc/113573
ER -

References

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  1. [1] P. Billingsley : Convergence of Probability measure. Wiley, 1968. Zbl0172.21201MR233396
  2. [2] J. Jacod : Weak and strong solutions for stochastic differential equations. Stochastics, 3, 171-191, 1980. Zbl0434.60061MR573202
  3. [3] J. Jacod : Théorèmes limites pour les processus. Cours de l'Ecole d'Eté de St-Flour. Lecture Notes in Mathematics, n° 117, 1985. Zbl0565.60030MR883648
  4. [4] J. Jacod, J. Memin et M. Metivier : On tightness and stopping times. Stochastic and their applications14, 2, 1-45, 1982. Zbl0501.60029MR679668
  5. [5] T. Lindvall : Weak convergence of probability measures and random functions in the functions space D[O,+∞[. Journal of Applied Probability10, 109-121, 1973. Zbl0258.60008MR362429
  6. [6] G. Pagès : Théorèmes limites pour les semi-martingalesThèse de 3ème cycle (Laboratoire de Probabilités et Applications. Paris VI). 1985. 
  7. [7] C. Stone : Weak convergence of stochastic processes defined on a semi-finite interval. Proceedings of American Mathematical Society14, 694-696, 1963. Zbl0116.35602MR153046

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