An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales

Maurizio Pratelli

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 334-338

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Pratelli, Maurizio. "An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales." Séminaire de probabilités de Strasbourg 33 (1999): 334-338. <http://eudml.org/doc/114018>.

@article{Pratelli1999,
author = {Pratelli, Maurizio},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Skorkhod space; Skorokhod topology; Meyer-Zheng topology},
language = {eng},
pages = {334-338},
publisher = {Springer - Lecture Notes in Mathematics},
title = {An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales},
url = {http://eudml.org/doc/114018},
volume = {33},
year = {1999},
}

TY - JOUR
AU - Pratelli, Maurizio
TI - An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 334
EP - 338
LA - eng
KW - Skorkhod space; Skorokhod topology; Meyer-Zheng topology
UR - http://eudml.org/doc/114018
ER -

References

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  1. [1] Aldous D.: Stopping Times and Tightness. Ann. Prob.6, 335-340 (1979) Zbl0391.60007MR474446
  2. [2] Aldous D.: Stopping Times and Tightness II. Ann. Prob.17, 586-595 (1989) Zbl0686.60036MR985380
  3. [3] Dudley R.M.: Distances of Probability measures and Random Variables. Ann. of Math. Stat.39, 1563-1572 (1968) Zbl0169.20602MR230338
  4. [4] Jacod J., Shiryaev A.N.: Limit theorems for stochastic processes. Berlin, Heidelberg, New York: Springer1987. Zbl0635.60021MR959133
  5. [5] Kurtz T.G.: Random time changes and convergence in distribution under the Meyer-Zheng conditionsAnn. Prob.19, 1010-1034 (1991) Zbl0742.60036MR1112405
  6. [6] Meyer P.A., Zheng W.A.: Tigthness criteria for laws of semimartingales. Ann. Inst. Henri Poincaré Vol. 20 No. 4, 353-372 (1984) Zbl0551.60046MR771895
  7. [7] Mulinacci S., Pratelli M.: Functional convergence of Snell envelopes: Applications to American options approximations. Finance Stochast.2, 311-327 (1998) Zbl0904.90015MR1809524

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