On weak convergence of sequences of continuous local martingales

Shintaro Nakao

Annales de l'I.H.P. Probabilités et statistiques (1986)

  • Volume: 22, Issue: 3, page 371-380
  • ISSN: 0246-0203

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Nakao, Shintaro. "On weak convergence of sequences of continuous local martingales." Annales de l'I.H.P. Probabilités et statistiques 22.3 (1986): 371-380. <http://eudml.org/doc/77285>.

@article{Nakao1986,
author = {Nakao, Shintaro},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Hilbert space valued continuous local martingales; preservation of the local martingale property under the weak convergence},
language = {eng},
number = {3},
pages = {371-380},
publisher = {Gauthier-Villars},
title = {On weak convergence of sequences of continuous local martingales},
url = {http://eudml.org/doc/77285},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Nakao, Shintaro
TI - On weak convergence of sequences of continuous local martingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1986
PB - Gauthier-Villars
VL - 22
IS - 3
SP - 371
EP - 380
LA - eng
KW - Hilbert space valued continuous local martingales; preservation of the local martingale property under the weak convergence
UR - http://eudml.org/doc/77285
ER -

References

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  2. [2] P. Billingsley, Convergence of probability measures, Wiley and Sons, 1968. Zbl0172.21201MR233396
  3. [3] C. Dellacherie, P.A. Meyer, Probabilities and potential B, North-Holland, 1982. Zbl0494.60002MR745449
  4. [4] N. Dunford and J.T. Schwartz, Liner operators, Part I, Interscience, 1958. Zbl0084.10402MR117523
  5. [5] N. Ikeda, Y. Ochi, Central limit theorems and random currents, to appear in the Proceedings of the 3rd Bad Honnef Conference on Stochastic Differential Systems. Zbl0589.60066MR903044
  6. [6] N. Ikeda, S. Watanabe, Stochastic differential equations and diffusion processes, North-Holland, Kodansha, 1981. Zbl0495.60005MR637061
  7. [7] J. Jacod, J. Memin, M. Métivier, On tightness and stopping times, Stoch. Processes Appl., t. 14, 1983, p. 109-146. Zbl0501.60029MR679668
  8. [8] E. Lenglart, Relation de domination entre deux processus, Ann. Inst. Henri Poincaré, t. 13, 1977, p. 171-179. Zbl0373.60054MR471069
  9. [9] M. Métivier, Semimartingales, Walter de Gruyter, 1982. Zbl0503.60054MR688144
  10. [10] Y. Ochi, Limit theorems for a class of diffusion processes, to appear in Stochastic Processes and their Applications. Zbl0583.60073MR826986
  11. [11] R. Rebolledo, La méthode des martingales appliquée à l'étude de la convergence en loi de processus, Bull. Soc. Math. France, t. 62, p. 1-125. Zbl0425.60036

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