Tightness of Continuous Stochastic Processes
Discussiones Mathematicae Probability and Statistics (2006)
- Volume: 26, Issue: 2, page 151-162
- ISSN: 1509-9423
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Abstract
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topMichał Kisielewicz. "Tightness of Continuous Stochastic Processes." Discussiones Mathematicae Probability and Statistics 26.2 (2006): 151-162. <http://eudml.org/doc/277023>.
@article{MichałKisielewicz2006,
abstract = {Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.},
author = {Michał Kisielewicz},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {continuous stochastic processes; weak compactness of sequences of stochastic processes; Continuous stochastic processes},
language = {eng},
number = {2},
pages = {151-162},
title = {Tightness of Continuous Stochastic Processes},
url = {http://eudml.org/doc/277023},
volume = {26},
year = {2006},
}
TY - JOUR
AU - Michał Kisielewicz
TI - Tightness of Continuous Stochastic Processes
JO - Discussiones Mathematicae Probability and Statistics
PY - 2006
VL - 26
IS - 2
SP - 151
EP - 162
AB - Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
LA - eng
KW - continuous stochastic processes; weak compactness of sequences of stochastic processes; Continuous stochastic processes
UR - http://eudml.org/doc/277023
ER -
References
top- [1] P. Billingsley, Convergence of Probability Measures, John Wiley and Sons, Inc. New York-London-Toronto 1977. Zbl0944.60003
- [2] J. Jacod and A. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin-Heildelberg-New York 1987. Zbl0635.60021
- [3] N. Ikeda and S. Wantanabe, Stochastic Diferential Equation and Diffusion Processes, North Holand Publ., Amsterdam 1981.
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