Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques

Jean Mémin; Leszek Słominski

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 162-177

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Mémin, Jean, and Słominski, Leszek. "Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques." Séminaire de probabilités de Strasbourg 25 (1991): 162-177. <http://eudml.org/doc/113754>.

@article{Mémin1991,
author = {Mémin, Jean, Słominski, Leszek},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {functional limit theorem; sequence of cadlag processes; Skorokhod topology; sequence of semimartingales},
language = {fre},
pages = {162-177},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques},
url = {http://eudml.org/doc/113754},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Mémin, Jean
AU - Słominski, Leszek
TI - Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 162
EP - 177
LA - fre
KW - functional limit theorem; sequence of cadlag processes; Skorokhod topology; sequence of semimartingales
UR - http://eudml.org/doc/113754
ER -

References

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  9. [9] Meyer P.A., Zheng W.A. : Tightness criteria for laws of semimartingales. Ann. Inst. H. Poicaré, Sec. B20, 353-372 (1984). Zbl0551.60046MR771895
  10. [10] Slominski L. : Stability of strong solutions of stochastic differential equations. Stochastic Processes and their Applications31, 173-202 (1989). Zbl0673.60065MR998112
  11. [11] Strasser H. : Martingale difference arrays and stochastic integrals. Probab. Th. Rel. Fields72, 83-98 (1986). Zbl0575.60043MR835160
  12. [12] Stricker C. : Lois de semimartingales et critères de compacité. Séminaires de Probabilités XIX, Lect. Notes in Math. vol 1123, Springer, Berlin Heidelberg New-York (1985). Zbl0558.60005MR889478
  13. [13] Yamada K. : A stability theorem for stochastic differential equations and application to stochastic control problems. Stochastics13, 257-279 (1984). Zbl0553.60055MR767254
  14. [14] Yamada K. : A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems. Stochastic Processes and their Applications23 (1986). Zbl0609.60068MR876045
  15. [15] Zanzotto P.A. : An extension of a Yamada Theorem. Preprint 1989, à paraitre aux Liet. Mat. Rink.XXX1990. MR1161369
  16. [16] Métivier M. : Semimartingales. de Gruyter Studies in Mathematics2. W de Gruyter; Berlin, New York. 1982. Zbl0503.60054MR688144

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