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Weak convergence of jump processes

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Séminaire de Probabilités XXVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1526))

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

  1. J. Jacod, Sur la convergence des processus ponciuels, Prob. Th. Rel.Fields 76 (1987), 573–586.

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Author information

Authors and Affiliations

  1. Department of Mathematical Statistics, East China Normal University, 200062, Shanghai, China

    Aihua Xia

Authors
  1. Aihua Xia
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Editor information

Jacques Azéma Marc Yor Paul André Meyer

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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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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

  • eBook Packages: Springer Book Archive

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