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Weak convergence of jump processes

Part of the Lecture Notes in Mathematics book series (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].

Key words and phrases

  • jump process
  • predictable characteristic

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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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

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