Weak convergence of jump processes

Aihua Xia

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 32-46

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Xia, Aihua. "Weak convergence of jump processes." Séminaire de probabilités de Strasbourg 26 (1992): 32-46. <http://eudml.org/doc/113804>.

@article{Xia1992,
author = {Xia, Aihua},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {32-46},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Weak convergence of jump processes},
url = {http://eudml.org/doc/113804},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Xia, Aihua
TI - Weak convergence of jump processes
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 32
EP - 46
LA - eng
UR - http://eudml.org/doc/113804
ER -

References

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  1. 1. J. Jacod, Sur la convergence des processus ponctuels, Prob. Th. Rel.Fields76 (1987), 573-586. Zbl0652.60054MR917680
  2. 2. J. Jacod and A.N. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, 1987. Zbl0635.60021MR959133
  3. 3. J. Jacod, Multivariate Point Processes: Predictable Projection, Radon-Nikodym Deravate, Representation of Martingales, Z. W. Verw. Geb.31 (1975), 235-253. Zbl0302.60032MR380978
  4. 4. D.J. Aldous, Stopping times and tightness, Ann. Probab.6 (1978), 335-340. Zbl0391.60007MR474446
  5. 5. P. Billingsley, Convergence of Probability Measures, Wiley and Sons, 1968. Zbl0172.21201MR233396
  6. 6. I.I. Gihman and A.V. Skorokhod, The Theory of Stochastic Processes, Springer-Verlag, 1975. Zbl0305.60027
  7. 7. Yu.M. Kabanov, etc, Weak and strong convergence of the distributions of counting processes, Prob. Th. Appl.28 (1983), 303-336. Zbl0533.60055MR700211
  8. 8. Yu.M. Kabanov etc, Some limit theorems for simple point processes, Stochastics3 (1981), 203-216. Zbl0441.60045MR573204
  9. 9. S.N. Ethier and T.G. Kurtz, Markov Processes, Characterization and convergence, Wiley and Sons, 1986. Zbl0592.60049MR838085
  10. 10. S.W. He, etc, Weak convergence of Markov jump processes (to appear). Zbl0952.60511
  11. 11. S.W. He and J.G. Wang, Two results on jump processes, Sem. Prob. XVIII, Lect. Notes in Math.1059 (1983), 256-267, Springer-Verlag. Zbl0541.60079MR770966

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