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

How to cite

top

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

top
  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

NotesEmbed ?

top

You 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.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.