On the Weak Convergence of Stochastic Processes.
Monroe D. Donsker (1961)
Mathematica Scandinavica
Similarity:
Displaying similar documents to “On Weak Convergence of Stochastic Processes With Lusin Path Spaces.”
On the Weak Convergence of Stochastic Processes.
A simple characterization of almost uniform convergence by stochastic convergence.
D. Pachky (1990)
Manuscripta mathematica
Similarity:
Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems
J. M. Angulo Ibáñez, R. Gutiérrez Jáimez (1988)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Similarity:
Weak solutions of stochastic differential inclusions and their compactness
Mariusz Michta (2009)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.
Tightness of Continuous Stochastic Processes
Michał Kisielewicz (2006)
Discussiones Mathematicae Probability and Statistics
Similarity:
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.
A Weak Existence Theorem and Weak Permanence Properties for Strong Liftings.
Klaus Bichteler (1973)
Manuscripta mathematica
Similarity:
On convergence in some subspaces of generalized functions
S. Pilipović (1979)
Matematički Vesnik
Similarity:
Subspaces of Weak and Orientated Tschebyshev-Spaces.
Bernd Stockenberg (1977)
Manuscripta mathematica
Similarity:
Necessary and Sufficiant Conditions on Rates of Convergence in the Multidimensional Central Limit Theorem.
R. Michel (1979)
Manuscripta mathematica
Similarity:
Weak Hölder convergence of processes with application to the perturbed empirical process
Djamel Hamadouche, Charles Suquet (1999)
Applicationes Mathematicae
Similarity:
We consider stochastic processes as random elements in some spaces of Hölder functions vanishing at infinity. The corresponding scale of spaces is shown to be isomorphic to some scale of Banach sequence spaces. This enables us to obtain some tightness criterion in these spaces. As an application, we prove the weak Hölder convergence of the convolution-smoothed empirical process of an i.i.d. sample under a natural assumption about the regularity of the marginal distribution function...
Some Remarks on the Homogenization of the Dam Problem.
José-Francisco Rodrigues (1984)
Manuscripta mathematica
Similarity: