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VI: 10, 113-117, LNM 258 (1972)

**MAISONNEUVE, Bernard**

Topologies du type de Skorohod (General theory of processes)

This paper presents an adaptation of the well known Skorohod topology, to the case of an arbitrary (i.e., non-compact) interval of the line

Keywords: Skorohod topology

Nature: Original

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XIV: 30, 255-255, LNM 784 (1980)

**REBOLLEDO, Rolando**

Corrections à ``Décomposition des martingales locales et raréfaction des sauts'' (General theory of processes, Martingale theory)

Concerns 1311. For the definitive version, see*Mém. Soc. Math. France,* **62**, 1979

Keywords: Central limit theorem, Skorohod topology, Local martingales, Jumps

Nature: Correction

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XV: 37, 547-560, LNM 850 (1981)

**JACOD, Jean**

Convergence en loi de semimartingales et variation quadratique (General theory of processes, Stochastic calculus)

The convergence in law of cadlag processes to a cadlag process being understood in the sense of Skorohod, the problem is to find sufficient conditions under which, given semimartingales $X^n$ and $X$ such that $X^n\rightarrow X$ in law, one may deduce that $[X^n,X^n]$ converges in law to $[X,X]$. This is achieved assuming a uniform bound on the expectations of the supremum of the jumps. A version of the theorem applied to processes which are not semimartingales, but are equal to semimartingales on large sets

Keywords: Semimartingales, Skorohod topology, Convergence in law

Nature: Original

Retrieve article from Numdam

Topologies du type de Skorohod (General theory of processes)

This paper presents an adaptation of the well known Skorohod topology, to the case of an arbitrary (i.e., non-compact) interval of the line

Keywords: Skorohod topology

Nature: Original

Retrieve article from Numdam

XIV: 30, 255-255, LNM 784 (1980)

Corrections à ``Décomposition des martingales locales et raréfaction des sauts'' (General theory of processes, Martingale theory)

Concerns 1311. For the definitive version, see

Keywords: Central limit theorem, Skorohod topology, Local martingales, Jumps

Nature: Correction

Retrieve article from Numdam

XV: 37, 547-560, LNM 850 (1981)

Convergence en loi de semimartingales et variation quadratique (General theory of processes, Stochastic calculus)

The convergence in law of cadlag processes to a cadlag process being understood in the sense of Skorohod, the problem is to find sufficient conditions under which, given semimartingales $X^n$ and $X$ such that $X^n\rightarrow X$ in law, one may deduce that $[X^n,X^n]$ converges in law to $[X,X]$. This is achieved assuming a uniform bound on the expectations of the supremum of the jumps. A version of the theorem applied to processes which are not semimartingales, but are equal to semimartingales on large sets

Keywords: Semimartingales, Skorohod topology, Convergence in law

Nature: Original

Retrieve article from Numdam