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Jacod, J.; Memin, J.; Metivier, M.

On tightness and stopping times. (English) Zbl 0501.60029

Stochastic Processes Appl. 14, 109-146 (1983).
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scan of Zbl 0501.60029

Cited in 4 Reviews
Cited in 20 Documents

MSC:

60F05 Central limit and other weak theorems
60G44 Martingales with continuous parameter
60G48 Generalizations of martingales
60H05 Stochastic integrals

Keywords:

weak convergence; tightness; Skorokhod topology; semimartingales
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References:

[1] Aldous, D., Stopping times and tightness, Ann. Probab., 6, 2, 335-340 (1978) · Zbl 0391.60007
[2] Aldous, D., Weak convergence of stochastic processes, for processes viewed in the Strasbourg manner (1978), to appear
[3] Billingsley, P., Convergence of Probability Measures (1968), Wiley: Wiley New York · Zbl 0172.21201
[4] Billingsley, P., Conditional distributions and tightness, Ann. Probab., 2, 480-485 (1974) · Zbl 0286.60003
[5] Dellacherie, C.; Meyer, P. A., Probabilités et Potentiel II (1979), Hermann
[6] Grigelionis, B., On relative compactness of sets of probability measures in \(D_{[0, ∞]}(R)\), Litov. Math. Sb XIII, 4, 83-96 (1973) · Zbl 0297.60006
[7] Jacod, J., Calcul stochastique et problémes de martingales, (Lecture Notes in Math., 714 (1979), Springer: Springer Berlin) · Zbl 0414.60053
[8] Jacod, J.; Mémin, J., Sur la convergence des semimartingales vers un processus à accroissements indépendants, (Séminaire de Probab. XIV, 784 (1980), Springer: Springer Berlin), Lecture Notes in Math. · Zbl 0433.60034
[9] Jacod, J.; Mémin, J., Un nouveau critère de compacité relative pour une suite de processus, Séminaires de probabilités de l’Université de Rennes (1980)
[10] Lenglart, E., Relations de domination entre deux processus, Ann. Ins. Henri Poincaré B XIII, 171-179 (1977) · Zbl 0373.60054
[11] Lindvall, T., Weak convergence of probability measures and random functions in the function space \(D\)[0, ∞[, J. Appl. Probab., 10, 109-121 (1973) · Zbl 0258.60008
[12] Métivier, M., Quasi-martingale und die Theorie der stochastischen Integration, (Lecture Notes in Math., 607 (1977), Springer: Springer Berlin) · Zbl 0364.60006
[13] M. Métivier, Une condition suffisante de compacité faible pour une suite de processus. Cas des semimartingales, Rappt. Interne no. 61, Centre de Mathématiques Appliquées, Ecole Polytechnique, Palaiseau.; M. Métivier, Une condition suffisante de compacité faible pour une suite de processus. Cas des semimartingales, Rappt. Interne no. 61, Centre de Mathématiques Appliquées, Ecole Polytechnique, Palaiseau.
[14] Rebolledo, R., La méthode des martingales appliquée à la convergence èn loi des processus, Mémoires de la Soc. Math. de France, 62 (1979) · Zbl 0425.60036
[15] Skorokhod, A. V., Limit theorems for stochastic processes, Theory Probab. Appl., 1, 261-290 (1956)
[16] Stone, C., Weak convergence of stochastic processes defined on a semifinite time interval, Proc. Amer. Math. Soc., 14, 496-694 (1963) · Zbl 0116.35602
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