Convergence of Submartingales to an Increasing Process under Discretization of Filtrations
Publications mathématiques et informatique de Rennes (1998)
- Issue: 2, page 1-5
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topCoquet, François, and Mémin, Jean. "Convergence of Submartingales to an Increasing Process under Discretization of Filtrations." Publications mathématiques et informatique de Rennes (1998): 1-5. <http://eudml.org/doc/274426>.
@article{Coquet1998,
author = {Coquet, François, Mémin, Jean},
journal = {Publications mathématiques et informatique de Rennes},
keywords = {convergence of processes in probability; discretization of filtration; submartingale; increasing process},
language = {eng},
number = {2},
pages = {1-5},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Convergence of Submartingales to an Increasing Process under Discretization of Filtrations},
url = {http://eudml.org/doc/274426},
year = {1998},
}
TY - JOUR
AU - Coquet, François
AU - Mémin, Jean
TI - Convergence of Submartingales to an Increasing Process under Discretization of Filtrations
JO - Publications mathématiques et informatique de Rennes
PY - 1998
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 2
SP - 1
EP - 5
LA - eng
KW - convergence of processes in probability; discretization of filtration; submartingale; increasing process
UR - http://eudml.org/doc/274426
ER -
References
top- 1. D. Aldous, Stopping times and Tightness. II Ann. Proba., 17, No. 2, p. 586-595, 1989. Zbl0686.60036MR985380
- 2. F. Coquet, V. Mackevicius and J. Mémin, Stability in D of Martingales and backward equations under discretization of filtration, Stoch. Proc. Appl., 75, p 235-248, 1998. Zbl0932.60047MR1632205
- 3. F. Coquet, J. Mémin and L. Slominski, On weak convergence of filtrations, Preprint 1999. Zbl0987.60009
- 4. C. Dellacherie and P. A. Meyer, Probabilités et Potentiels, Vol. 2, Hermann, Paris, 1980. Zbl0138.10402MR566768
- 5. J. Jacod and A. N. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, BerlinHeidelbergNew York, 1987. Zbl1018.60002MR959133
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