On processes with conditional independent increments and stable convergence in law

Jean Jacod

Séminaire de probabilités de Strasbourg (2002)

  • Volume: 36, page 383-401

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Jacod, Jean. "On processes with conditional independent increments and stable convergence in law." Séminaire de probabilités de Strasbourg 36 (2002): 383-401. <http://eudml.org/doc/114100>.

@article{Jacod2002,
author = {Jacod, Jean},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Lévy processes; stable convergence},
language = {eng},
pages = {383-401},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On processes with conditional independent increments and stable convergence in law},
url = {http://eudml.org/doc/114100},
volume = {36},
year = {2002},
}

TY - JOUR
AU - Jacod, Jean
TI - On processes with conditional independent increments and stable convergence in law
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 383
EP - 401
LA - eng
KW - Lévy processes; stable convergence
UR - http://eudml.org/doc/114100
ER -

References

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  1. [1] Aldous, D.J. and Eagleson, G.K.. (1978): On mixing and stability of limit theorems. Ann. Probab.6325-331. Zbl0376.60026MR517416
  2. [2] Grigelionis B. (1975): The characterization of stochastic processes with conditionally independent increments. Litovk. Math. Sb.15, 53-60. Zbl0353.60079MR420875
  3. [3] Jacod, J. and Mémin, J. (1981): Weak and strong solutions of stochastic differential equations; existence and stability. In Stochastic Integrals, D. Williams ed., Proc. LMS Symp., Lect. Notes in Math.851, 169-212, Springer Verlag: Berlin. Zbl0471.60066MR620991
  4. [4] Jacod, J. and Shiryaev, A. (1987): Limit Theorems for Stochastic Processes. Springer-Verlag: Berlin. Zbl0635.60021MR959133
  5. [5] Jacod, J. (1997): On continuous conditional Gaussian martingales and stable convergence in law. Séminaire Proba. XXXI, Lect. Notes in Math.1655, 232-246, Springer Verlag: Berlin. Zbl0884.60038MR1478732
  6. [6] Jacod J., Jakubowski A., Mémin J. (2001): About asymptotic error in discretization of processes. Prépublication du Laboratoire de probabilités et modèles aléatoires. Zbl1058.60020
  7. [7] Ocone D.L. (1993): A symmetry characterization of conditionally independent increment martingales. Barcelona Seminar on Stochastic Analysis 1991, Progr. Probab.32, Birkhäuser, Basel. Zbl0792.60035MR1265048
  8. [8] Renyi, A. (1963): On stable sequences of events. Sankya Ser. A, 25, 293-302. Zbl0141.16401MR170385
  9. [9] Traki, M. (1983): Existence de solutions d'un problème de martingales. C.R.A.S.Paris, 297, 353-356. Zbl0543.60057MR732505
  10. [10] Traki, M. (1985): Solutions faibles d'équations différentielles stochastiques et problèmes de martingales. Thèse Univ. Rennes-1. 

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