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On continuous conditional Gaussian martingales and stable convergence in law

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References

  1. Aldous, D.J. and Eagleson, G.K. (1978): On mixing and stability of limit theorems. Ann. Probab 6 325–331.

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  2. Jacod, J. (1979): Calcul stochastique et problèmes des martingales. Lect. Notes in Math. 714, Springer Verlag: Berlin.

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  3. Jacod, J. and Mémin, J. (1981): Weak and strong solutions of stochastic differential equations; existence and stability. In: Stochastic Integrals, D. Williams ed., Proc. LMS Symp. Lect. Notes in Math. 851, 169–212 Springer Verlag: Berlin.

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  4. Jacod, J. (1984): Une généralisation des semimartingales: les processus admettant un processus à accroissements indépendants tangent. Séminaire Proba. XVIII, Lect. Notes in Math. 1059, 91–118, Springer Verlag, Berlin.

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  5. Jacod, J. and Shiryaev, A. (1987): Limit Theorems for Stochastic Processes. Springer-Verlag: Berlin.

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Jacques Azéma Marc Yor Michel Emery

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© 1997 Springer-Verlag Berlin Heidelberg

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Jacod, J. (1997). On continuous conditional Gaussian martingales and stable convergence in law. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119308

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  • DOI: https://doi.org/10.1007/BFb0119308

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