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Sur la convergence des processus ponctuels
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  • Published: December 1987

Sur la convergence des processus ponctuels

  • Jean Jacod1 

Probability Theory and Related Fields volume 76, pages 573–586 (1987)Cite this article

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Summary

We give a necessary and sufficient condition for the convergence in law

of simple point processes on ℝ+, for Skorokhod topology, in terms of their predictable compensatorsA n andA. The assumptions are thatA t(ω) is continuous in (ω,t) and meets some mild integrability condition. The condition is thatA n converges “weakly” toA in a suitable sense.

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Authors and Affiliations

  1. Laboratoire de Probabilités, Université P. et M. Curie, Tour 56, Place Jussieu, F-75252, Paris Cedex, France

    Jean Jacod

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  1. Jean Jacod
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Jacod, J. Sur la convergence des processus ponctuels. Probab. Th. Rel. Fields 76, 573–586 (1987). https://doi.org/10.1007/BF00960075

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  • Received: 20 December 1986

  • Issue Date: December 1987

  • DOI: https://doi.org/10.1007/BF00960075

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