Approximation of predictable characteristics of processes with filtrations

Leszek Slominski

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 447-478

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Slominski, Leszek. "Approximation of predictable characteristics of processes with filtrations." Séminaire de probabilités de Strasbourg 21 (1987): 447-478. <http://eudml.org/doc/113609>.

@article{Slominski1987,
author = {Slominski, Leszek},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {functional limit theorems; T-tangent semimartingale; predictable process; predictable characteristics},
language = {fre},
pages = {447-478},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Approximation of predictable characteristics of processes with filtrations},
url = {http://eudml.org/doc/113609},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Slominski, Leszek
TI - Approximation of predictable characteristics of processes with filtrations
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 447
EP - 478
LA - fre
KW - functional limit theorems; T-tangent semimartingale; predictable process; predictable characteristics
UR - http://eudml.org/doc/113609
ER -

References

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  12. 12. Kubilius, K. : On necessary and sufficient conditions for the convergence to quasicontinuous semimartingale. Preprint , 1985 MR903048
  13. 13. Lenglart, E. : Relation de domination entre deux processes. Ann. IHP B XIII , 171-179, 1977 Zbl0373.60054MR471069
  14. 14. Lindvall, T. : Weak convergence of probability measures and random functions in the function space D[0,∞). J.Appl. Probab.10, 109-121, 1973 Zbl0258.60008MR362429
  15. 15. Meyer, P.: Integrales Stochastiques. Lecture Notes in Math.39 , 72-94, 1967 Zbl0157.25001
  16. 16. Rebolledo. R. : Central limit theorems for local martingales. Z.Wahr.Verw. Gebiete51, 262-286, 1982 Zbl0432.60027MR566321
  17. 17. Słomiński, L. : Necessary and sufficient conditions for extended convergence of semimartingales. Probab. and Math. Statistics7, Fasc.1, 77-93, 1986 Zbl0622.60038MR863248

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