On continuous conditional gaussian martingales and stable convergence in law

Jean Jacod

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 232-246

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Jacod, Jean. "On continuous conditional gaussian martingales and stable convergence in law." Séminaire de probabilités de Strasbourg 31 (1997): 232-246. <http://eudml.org/doc/113958>.

@article{Jacod1997,
author = {Jacod, Jean},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stable convergence in law; semimartingales; Gaussian martingales},
language = {eng},
pages = {232-246},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On continuous conditional gaussian martingales and stable convergence in law},
url = {http://eudml.org/doc/113958},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Jacod, Jean
TI - On continuous conditional gaussian martingales and stable convergence in law
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 232
EP - 246
LA - eng
KW - stable convergence in law; semimartingales; Gaussian martingales
UR - http://eudml.org/doc/113958
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] Jacod, J. (1979): Calcul stochastique et problèmes des martingales. Lect. Notes in Math.714, Springer Verlag: Berlin. Zbl0414.60053MR542115
  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 Verla: Berlin. Zbl0471.60066MR620991
  4. [4] Jacod, J. (1984): Une généralisation des semimartingales: les processus admettant un processus à accroissements indépendants tangent. §éminaire Proba. XVIII, Lect. Notes in Math.1059, 91-118, Springer Verlag: Berlin. Zbl0539.60033MR770952
  5. [5] Jacod, J. and Shiryaev, A. (1987): Limit Theorems for Stochastic Processes. Springer-Verlag: Berlin. Zbl0635.60021MR959133
  6. [6] Renyi, A. (1963): On stable sequences of events. Sankya Ser. A, 25, 293-302. Zbl0141.16401MR170385

Citations in EuDML Documents

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  1. Jean Jacod, On processes with conditional independent increments and stable convergence in law
  2. Arnaud Gloter, Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
  3. Arnaud Gloter, Jean Jacod, Diffusions with measurement errors. II. Optimal estimators
  4. Arnaud Gloter, Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
  5. Arnaud Gloter, Jean Jacod, Diffusions with measurement errors. II. Optimal estimators
  6. Jean Jacod, Rates of convergence to the local time of a diffusion
  7. Paul Doukhan, José R. León, Asymptotics for the L p -deviation of the variance estimator under diffusion
  8. Paul Doukhan, José R. León, Asymptotics for the -deviation of the variance estimator under diffusion
  9. Arnaud Gloter, Emmanuel Gobet, LAMN property for hidden processes : the case of integrated diffusions

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