On the Skorokhod topology

Adam Jakubowski

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

  • Volume: 22, Issue: 3, page 263-285
  • ISSN: 0246-0203

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Jakubowski, Adam. "On the Skorokhod topology." Annales de l'I.H.P. Probabilités et statistiques 22.3 (1986): 263-285. <http://eudml.org/doc/77280>.

@article{Jakubowski1986,
author = {Jakubowski, Adam},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Skorokhod topology; tightness conditions; completely regular topological space},
language = {eng},
number = {3},
pages = {263-285},
publisher = {Gauthier-Villars},
title = {On the Skorokhod topology},
url = {http://eudml.org/doc/77280},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Jakubowski, Adam
TI - On the Skorokhod topology
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1986
PB - Gauthier-Villars
VL - 22
IS - 3
SP - 263
EP - 285
LA - eng
KW - Skorokhod topology; tightness conditions; completely regular topological space
UR - http://eudml.org/doc/77280
ER -

References

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  1. [1] D. Aldous, Weak convergence of stochastic processes, for processes viewed in theStrasbourg manner, 1978, unpublished paper. 
  2. [2] A. Araujo, E. Giné, The Central Limit Theorem for Real and Banach Valued Random Variables, Wiley, New York, 1980. Zbl0457.60001MR576407
  3. [3] P. Billingsley, Convergence of probability measures, Wiley, New York, 1968. Zbl0172.21201MR233396
  4. [4] N. Bourbaki, Topologie générale, Hermann, Paris. 
  5. [5] J.-P. Fouque, La convergence en loi pour les processus à valeurs dans un espace nucléaire. Ann. Inst. Henri Poincaré, Sect. B, t. 20, n° 3, 1984, p. 225-245. Zbl0545.60012MR762856
  6. [6] J. Jacod, J. Memin, M. Metivier, On tightness and stopping times, Stoch. Proc. and Appl., t. 14, 1983, p. 109-146. Zbl0501.60029MR679668
  7. [7] L. Le Cam, Convergence in distribution of stochastic processes, Univ. Calif. Publ. Stat., t. 11, 1957, p. 207-236. Zbl0077.12301MR86117
  8. [8] T. Lindvall, Weak convergence of probability measures and random functions in the function space D[0, ∞]. J. Appl. Probab., t. 10, 1973, p. 109-121. Zbl0258.60008MR362429
  9. [9] I. Mitoma, Tightness of Probabilities on C([0,1]; S') and D([0,1]; S'). Ann. Probab., t. 11, n° 4, 1983, p. 989-999. Zbl0527.60004MR714961
  10. [10] G. Pages, Théorèmes limites pour les semi-martingales, Thèse, Université Paris-6, 1985. 
  11. [11] H.H. Schaefer, Topological Vector Spaces. Springer, Berlin, 1970. Zbl0217.16002MR342978
  12. [12] A.V. Skorokhod, Limit theorems for stochastic processes. Theory Probab. Appl., t. 1, 1956, p. 261-290. Zbl0074.33802
  13. [13] O. Smolyanov, S.V. Fomin, Measures on linear topological spaces, Russ. Math. Surveys, t. 31, n° 4, 1976, p. 1-53. Zbl0364.28010

Citations in EuDML Documents

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  1. C. Kipnis, C. Léonard, Grandes déviations pour un système hydrodynamique asymétrique de particules indépendantes
  2. Klaus Fleischmann, Anja Sturm, A super-stable motion with infinite mean branching
  3. D. A. Dawson, J. Vaillancourt, H. Wang, Stochastic partial differential equations for a class of interacting measure-valued diffusions
  4. Xavier Fernique, Convergence en loi de fonctions aléatoires continues ou cadlag, propriétés de compacité des lois
  5. Viet Chi Tran, Large population limit and time behaviour of a stochastic particle model describing an age-structured population

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