STABLE CONVERGENCE OF SEMIMARTINGALES

被引：32

|

作者：

FEIGIN, PD

机构：

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1985年 / 19卷 / 01期

关键词：

D O I：

10.1016/0304-4149(85)90044-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：125 / 134

页数：10

相关论文

共 50 条

[11] WEAK-CONVERGENCE OF SEMIMARTINGALES AND DISCRETIZATION METHODS
PLATEN, E
REBOLLEDO, R
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1985, 20 (01) : 41 - 58
[12] ON THE RATE OF CONVERGENCE IN THE CENTRAL LIMIT-THEOREM FOR SEMIMARTINGALES
LIPTSER, RS
SHIRYAEV, AN
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1983, 27 (01) : 1 - 13
[13] Convergence in various topologies for stochastic integrals driven by semimartingales
Jakubowski, A
ANNALS OF PROBABILITY, 1996, 24 (04): : 2141 - 2153
[14] WEAK-CONVERGENCE OF STOCHASTIC INTEGRALS WITH RESPECT TO SEMIMARTINGALES
MAMATOV, KM
RUSSIAN MATHEMATICAL SURVEYS, 1986, 41 (05) : 155 - 156
[15] On the convergence of stochastic integrals with respect to p-semimartingales
Kubilius, K.
STATISTICS & PROBABILITY LETTERS, 2008, 78 (15) : 2528 - 2535
[16] Convergence of stochastic integrals with respect to Hilbert-valued semimartingales
Xie, YC
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2005, 57 (03) : 735 - 751
[17] WEAK-CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE
LIPTSER, RS
SHIRYAEV, AN
MATHEMATICS OF THE USSR-SBORNIK, 1983, 121 (1-2): : 171 - 195
[18] ON THE FUNCTIONAL CONVERGENCE IN DISTRIBUTION OF SEQUENCES OF SEMIMARTINGALES TO A MIXTURE OF BROWNIAN MOTIONS
TOUATI, A
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1991, 36 (04) : 752 - 771
[19] ON NECESSARY AND SUFFICIENT CONDITIONS FOR THE CONVERGENCE TO QUASI-CONTINUOUS SEMIMARTINGALES
KUBILIUS, K
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 78 : 227 - 238
[20] Weak convergence of a sequence of semimartingales to a diffusion with discontinuous drift and diffusion coefficients
Chao, YJ
QUEUEING SYSTEMS, 2002, 42 (02) : 153 - 188

← 1 2 3 4 5 →