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Un theoreme de convergence fonctionnelle pour les integrales stochastiques

  • G. Pages
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1204)

Keywords

Martingale Locale Processus Canonique Nous Allons Peut Supposer Soit Encore 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Bibliographie

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    P. BILLINGSLEY: Convergence of Probability measure. Wiley, 1968.Google Scholar
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    J. JACOD: Weak and strong solutions for stochastic differential equations. Stochastics, 3, 171–191, 1980.MathSciNetCrossRefzbMATHGoogle Scholar
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    J. JACOD: Théorèmes limites pour les processus. Cours de l'Ecole d'Eté de St-Flour. Lecture Notes in Mathematics, no 117, 1985.Google Scholar
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    J. JACOD, J. MEMIN et M. METIVIER: On tightness and stopping times. Stochastic and their applications 14, 2, 1–45, 1982.MathSciNetzbMATHGoogle Scholar
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    T. LINDVALL: Weak convergence of probability measures and random functions in the functions space D[0,+∞[. Journal of Applied Probability 10, 109–121, 1973.MathSciNetCrossRefzbMATHGoogle Scholar
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    G. PAGÈS: Théorèmes limites pour les semi-martingales Thèse de 3ème cycle (Laboratoire de Probabilités et Applications. Paris VI). 1985.Google Scholar
  7. [7]
    C. STONE: Weak convergence of stochastic processes defined on a semi-finite interval. Proceedings of American Mathematical Society 14, 694–696, 1963.CrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • G. Pages
    • 1
  1. 1.Laboratoire de ProbabilitésUniversite P. et M. CurieParis Cedex 05France

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