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An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales

  • Théorie des Martingales
  • Conference paper
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Séminaire de Probabilités XXXIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1709))

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References

  1. Aldous D.: Stopping Times and Tightness. Ann. Prob. 6, 335–340 (1979)

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  2. Aldous D.: Stopping Times and Tightness II. Ann. Prob. 17, 586–595 (1989)

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  3. Dudley R.M.: Distances of Probability measures and Random Variables. Ann. of Math. Stat. 39, 1563–1572 (1968)

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  4. Jacod J., Shiryaev A.N.: Limit theorems for stochastic processes. Berlin, Heidelberg, New York: Springer 1987.

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  5. Kurtz T.G.: Random time changes and convergence in distribution under the Meyer-Zheng conditions Ann. Prob. 19, 1010–1034 (1991)

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  6. Meyer P.A., Zheng W.A.: Tigthness criteria for laws of semimartingales. Ann. Inst. Henri Poincaré Vol. 20 No. 4, 353–372 (1984)

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  7. Mulinacci S., Pratelli M.: Functional convergence of Snell envelopes: Applications to American options approximations. Finance Stochast. 2, 311–327 (1998) *** DIRECT SUPPORT *** A00I6C60 00009

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Authors
  1. Maurizio Pratelli
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Jacques Azéma Michel Émery Michel Ledoux Marc Yor

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© 1999 Springer-Verlag

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Pratelli, M. (1999). An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXIII. Lecture Notes in Mathematics, vol 1709. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096522

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  • DOI: https://doi.org/10.1007/BFb0096522

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66342-3

  • Online ISBN: 978-3-540-48407-3

  • eBook Packages: Springer Book Archive

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