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Multiplicative functionals and the stable topology

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Séminaire de Probabilités XXIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1372))

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Abstract

The notion of a randomized stopping time has various applications in probability. Here it is shown that stable compactness for randomized stopping times is especially useful in the case of randomized stopping times which happen to be multiplicative functionals. The general results on convergence of multiplicative functionals are used to simplify the analysis of the convergence of diffusions in regions with many small holes.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Minnesota, 5455, Minneapolis, MN

    J. R. Baxter & R. V. Chacon

  2. Department of Mathematics, University of British Columbia, V6T 1Y4, Vancouver, BC

    J. R. Baxter & R. V. Chacon

Authors
  1. J. R. Baxter
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  2. R. V. Chacon
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Editor information

Jacques Azéma Marc Yor Paul André Meyer

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© 1989 Springer-Verlag

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Baxter, J.R., Chacon, R.V. (1989). Multiplicative functionals and the stable topology. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIII. Lecture Notes in Mathematics, vol 1372. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083994

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  • DOI: https://doi.org/10.1007/BFb0083994

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51191-5

  • Online ISBN: 978-3-540-46176-0

  • eBook Packages: Springer Book Archive

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