XIII: 11, 138-141, LNM 721 (1979)
REBOLLEDO, Rolando
Décomposition des martingales locales et raréfaction des sauts (
Martingale theory)
The general topic underlying this paper is that of convergence in law of a sequence of local martingales $M^n$ to a continuous Gaussian local martingale, i.e., a result analogue to the Central Limit Theorem in the Skorohod topology. This rests on three properties: tightness, convergence of the processes $<M^n,M^n>_t$ to a deterministic process, and a property of ``rarefaction of jumps''. The paper is devoted to a general discussion of the latter property
Comment: A correction is given as
1430Keywords: Convergence in law,
TightnessNature: Original
Retrieve article from Numdam
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,
JumpsNature: Correction Retrieve article from Numdam
XXI: 32, 544-562, LNM 1247 (1987)
REBOLLEDO, Rolando
Topologie faible et méta-stabilité Retrieve article from Numdam
XXVI: 36, 501-504, LNM 1526 (1992)
REBOLLEDO, Rolando
Les ``principes d'invariance'' en probabilité sur l'espace de Wiener Retrieve article from Numdam
XXVI: 37, 505-513, LNM 1526 (1992)
BOBADILLA, Gladys;
REBOLLEDO, Rolando;
SAAVEDRA, Eugenio
Sur la convergence d'intégrales anticipatives Retrieve article from Numdam
XXVIII: 10, 113-115, LNM 1583 (1994)
BOBADILLA, Gladys;
REBOLLEDO, Rolando;
SAAVEDRA, Eugenio
Corrections à : ``Sur la convergence d'intégrales anticipatives'' Retrieve article from Numdam
