Sur la convergence d'intégrales anticipatives

Gladys Bobadilla; Rolando Rebolledo; Eugenio Saavedra

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 505-513

How to cite

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Bobadilla, Gladys, Rebolledo, Rolando, and Saavedra, Eugenio. "Sur la convergence d'intégrales anticipatives." Séminaire de probabilités de Strasbourg 26 (1992): 505-513. <http://eudml.org/doc/113819>.

@article{Bobadilla1992,
author = {Bobadilla, Gladys, Rebolledo, Rolando, Saavedra, Eugenio},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Skorokhod integral; Stratonovich integral; tightness; convergence in probability},
language = {fre},
pages = {505-513},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur la convergence d'intégrales anticipatives},
url = {http://eudml.org/doc/113819},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Bobadilla, Gladys
AU - Rebolledo, Rolando
AU - Saavedra, Eugenio
TI - Sur la convergence d'intégrales anticipatives
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 505
EP - 513
LA - fre
KW - Skorokhod integral; Stratonovich integral; tightness; convergence in probability
UR - http://eudml.org/doc/113819
ER -

References

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  1. 1. Billinsley, P. (1968). Convergence of Probability Measures. New York: Wiley. Zbl0172.21201MR233396
  2. 2. Grorud, A., Nualart, D. and Sanz, M. (1991). A remark on the approximation of the Skorokhod integral by Riemann sums. Preprint Universitat de Barcelona. 
  3. 3. Nualart, D. - Pardoux, E. (1988). Stochastic calculus with anticipating integrand. Probability Theory and Related Fields78, 80-129. Zbl0629.60061MR950346
  4. 4. Rebolledo, R. (1979) Sur les temps d'arrêt et la topologie étroite. C.R.Acad.Sci.Paris, sér. A, t.289,707-709. Zbl0419.60044MR560339
  5. 5. Rebolledo, R. (1990) A C-tightness criterion for non adapted processes. Notas de la Sociedad de Matemática de Chile, à paraître. 
  6. 6. Rebolledo, R.- Saavedra, E. (1991) On the convergence in distribution of Skorokhod integrals. Soumis à "Statistics and Probability Letters". 
  7. 7. Saavedra, E. (1991) Thèse de Doctorat. Université Catholique du Chili. 

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