Abstract
This paper gives a necessary and sufficient condition for the weak convergence X n ⇒ X of general jump processes defined on R +, for Skorokhod topology, in terms of their predictable characteristics v n (dt,dx) and v(dt,dx). The result is an improvement and generalization of that in Jacod [1].
Supported by National Natural Science Foundation of China.
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References
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© 1992 Springer-Verlag
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Xia, A. (1992). Weak convergence of jump processes. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084308
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DOI: https://doi.org/10.1007/BFb0084308
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