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

[21] Weak Convergence of a Sequence of Semimartingales to a Diffusion with Discontinuous Drift and Diffusion Coefficients
Yi-Ju Chao
Queueing Systems, 2002, 42 : 153 - 188
[22] Representation of a class of semimartingales as stable integrals. Part 2
Zanzotto, PA
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2003, 48 (01) : 181 - 188
[23] ON THE PROBLEM OF WEAK-CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE
BUTOV, AA
RUSSIAN MATHEMATICAL SURVEYS, 1983, 38 (05) : 135 - 136
[24] ZERO-ONE LAWS FOR THE CONVERGENCE OF INTEGRAL FUNCTIONALS OF CERTAIN SEMIMARTINGALES
ENGELBERT, HJ
SCHMIDT, W
MATHEMATISCHE NACHRICHTEN, 1985, 123 : 177 - 185
[25] WEAK-CONVERGENCE OF SEQUENCES OF SEMIMARTINGALES WITH APPLICATIONS TO MULTITYPE BRANCHING-PROCESSES
JOFFE, A
METIVIER, M
ADVANCES IN APPLIED PROBABILITY, 1986, 18 (01) : 20 - 65
[26] THE RATE OF CONVERGENCE IN THE CENTRAL-LIMIT-THEOREM FOR SEMIMARTINGALES IN ITS NONCLASSICAL FORMULATION
GRAME, IG
RUSSIAN MATHEMATICAL SURVEYS, 1986, 41 (05) : 143 - 144
[27] STABLE CONVERGENCE OF PROCESSES
Husova, Jana
APLIMAT 2005 - 4TH INTERNATIONAL CONFERENCE, PT II, 2005, : 459 - 464
[28] ON A TYPE OF INTERMEDIATE CONVERGENCE, BETWEEN STABLE CONVERGENCE AND PROBABILITY CONVERGENCE
JACOD, J
MEMIN, J
LECTURE NOTES IN MATHEMATICS, 1981, 850 : 529 - 546
[29] ON WEAK-CONVERGENCE OF SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS-PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS
LIPCER, RS
SIRJAEV, AN
MATHEMATICS OF THE USSR-SBORNIK, 1981, 116 (03): : 299 - 323
[30] WEAK-CONVERGENCE OF THE VARIATIONS, ITERATED INTEGRALS AND DOLEANS-DADE EXPONENTIALS OF SEQUENCES OF SEMIMARTINGALES
AVRAM, F
ANNALS OF PROBABILITY, 1988, 16 (01): : 246 - 250

← 1 2 3 4 5 →