On convergence of semimartingales
Martin T. Barlow; Philip Protter
Séminaire de probabilités de Strasbourg (1990)
- Volume: 24, page 188-193
Access Full Article
top
How to cite
topBarlow, Martin T., and Protter, Philip. "On convergence of semimartingales." Séminaire de probabilités de Strasbourg 24 (1990): 188-193. <http://eudml.org/doc/113716>.
@article{Barlow1990,
author = {Barlow, Martin T., Protter, Philip},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingales; canonical decomposition; Burkholder-type inequality},
language = {eng},
pages = {188-193},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On convergence of semimartingales},
url = {http://eudml.org/doc/113716},
volume = {24},
year = {1990},
}
TY - JOUR
AU - Barlow, Martin T.
AU - Protter, Philip
TI - On convergence of semimartingales
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 188
EP - 193
LA - eng
KW - semimartingales; canonical decomposition; Burkholder-type inequality
UR - http://eudml.org/doc/113716
ER -
References
top- 1. C. Dellacherie, P.A. Meyer: Probabilities and Potential B, North-Holland, AmsterdamNew York1982. Zbl0494.60002MR745449
- 2. M. Emery: Stabilité des solutions des équations différentielles stochastiques; applications aux intégrales multiplicatives stochastiques; Z. Wahrscheinlichkeitstheorie41, 241-262, 1978. Zbl0351.60054MR464400
- 3. J. Jacod, A.N. Shiryaev: "Limit Theorems for Stochastic Processes," Springer, BerlinHeidelbergNew York1987. Zbl0635.60021MR959133
- 4. A. Jakubowski, J. Mémin, G. Pages: Convergence en loi des suites d'intégrales stochastiques sur l'espace D1 de Skorohod; Probability Theory and Related Fields81, 111-137, 1989. Zbl0638.60049MR981569
- 5. T. Kurtz, P. Protter: Weak limit theorems for stochastic integrals and stochastic differential equations; preprint. MR1112406
- 6. P.A. Meyer: "Martingales and Stochastic Integrals I," SpringerLecture Notes in Mathematics284, 1972. Zbl0239.60001MR426145
- 7. P.A. Meyer: 'Inégalités de normes pour les integrales stochastiques," Séminaire de Probabilités XII, SpringerLecture Notes in Math. 649, 757-762, 1978. Zbl0382.60050MR520043
- 8. P. Protter: Stochastic Integration and Differential Equations: A New Approach, Springer-Verlag, forthcoming. Zbl0694.60047MR1037262
Citations in EuDML Documents
top- Gregor Heyne, Michael Kupper, Christoph Mainberger, Minimal supersolutions of BSDEs with lower semicontinuous generators
- Martin T. Barlow, Edwin A. Perkins, On pathwise uniqueness and expansion of filtrations
- Nastasiya F. Grinberg, Semimartingale decomposition of convex functions of continuous semimartingales by brownian perturbation
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.