Advertisement

Convergence en loi de semimartingales et variation quadratique

  • Jean Jacod
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 850)

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. 1.
    P. BILLINGSLEY: Convergence of probability measures. Wiley and Sons: New York, 1968.zbMATHGoogle Scholar
  2. 2.
    P. GANSSLER, E. HAUSLER: Remarks on the functional central limit theorem for martingales. Z. für Wahr. 50, 237–243, 1979.MathSciNetCrossRefzbMATHGoogle Scholar
  3. 3.
    E. LENGLART: Relation de domination entre deux processus. Ann. Inst. H. Poincaré (B) XIII, 171–179, 1977.MathSciNetzbMATHGoogle Scholar
  4. 4.
    R. LIPTCER, A. SHIRYAYEV: Conditions nécessaires et suffisantes dans le théorème central limite fonctionnel pour des semimartingales. A paraitre (1980).Google Scholar
  5. 5.
    P.A. MEYER: Un cours sur les intégrales stochastiques. Sém. Probab. X, Lect. Notes in Math. 511, 245–400, Springer: Berlin, 1976.Google Scholar
  6. 6.
    R. REBOLLEDO: The central limit theorem for semimartingales: necessary and sufficient conditions. A paraitre (1980).Google Scholar
  7. 7.
    H. ROOTZEN: On the functional central limit theorem for martingales II. Z. für Wahr. 51, 79–94, 1980.MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • Jean Jacod
    • 1
  1. 1.Département de Mathématiques et InformatiqueUniversité de RennesRennes - Cedex

Personalised recommendations