On convergence of semimartingales

Martin T. Barlow; Philip Protter

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 188-193

How to cite


Barlow, Martin T., and Protter, Philip. "On convergence of semimartingales." Séminaire de probabilités de Strasbourg 24 (1990): 188-193. <http://eudml.org/doc/113716>.

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},

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 -


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  3. 3. J. Jacod, A.N. Shiryaev: "Limit Theorems for Stochastic Processes," Springer, BerlinHeidelbergNew York1987. Zbl0635.60021MR959133
  4. 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. 5. T. Kurtz, P. Protter: Weak limit theorems for stochastic integrals and stochastic differential equations; preprint. MR1112406
  6. 6. P.A. Meyer: "Martingales and Stochastic Integrals I," SpringerLecture Notes in Mathematics284, 1972. Zbl0239.60001MR426145
  7. 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. 8. P. Protter: Stochastic Integration and Differential Equations: A New Approach, Springer-Verlag, forthcoming. Zbl0694.60047MR1037262

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