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 topologyNature: 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
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 lawNature: Original Retrieve article from Numdam
