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Séminaire de Probabilités XXIV 1988/89 pp 188–193Cite as

On convergence of semimartingales

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1426))

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References

  1. C. Dellacherie, P. A. Meyer: Probabilities and Potential B, North-Holland, Amsterdam New York 1982.

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  2. M. Emery: Stabilité des solutions des équations différentielles stochastiques; applications aux intégrales multiplicatives stochastiques; Z. Wahrscheinlichkeitstheorie 41, 241–262, 1978.

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  3. J. Jacod, A. N. Shiryaev: “Limit Theorems for Stochastic Processes,” Springer, Berlin Heidelberg New York 1987.

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  4. A. Jakubowski, J. Mémin, G. Pages: Convergence en loi des suites d'intégrales stochastiques sur l'espace D 1 de Skorohod; Probability Theory and Related Fields 81, 111–137, 1989.

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  5. T. Kurtz, P. Protter: Weak limit theorems for stochastic integrals and stochastic differential equations; preprint.

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  6. P. A. Meyer: “Martingales and Stochastic Integrals I,” Springer Lecture Notes in Mathematics 284, 1972.

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  7. P. A. Meyer: ‘Inégalités de normes pour les integrales stochastiques,” Séminaire de Probabilités XII, Springer Lecture Notes in Math. 649, 757–762, 1978.

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  8. P. Protter: Stochastic Integration and Differential Equations: A New Approach, Springer-Verlag, forthcoming.

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Author information

Authors and Affiliations

  1. Statistical Laboratory, 16 Mill Lane, CB2 15B, Cambridge, England

    Martin T. Barlow

  2. Mathematics and Statistics Departments, Purdue University, 47907, W. Lafayette, IN, USA

    Philip Protter

Authors
  1. Martin T. Barlow
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  2. Philip Protter
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Editor information

Jacques Azéma Marc Yor Paul André Meyer

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© 1990 Springer-Verlag

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Barlow, M.T., Protter, P. (1990). On convergence of semimartingales. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIV 1988/89. Lecture Notes in Mathematics, vol 1426. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083765

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  • DOI: https://doi.org/10.1007/BFb0083765

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-52694-0

  • Online ISBN: 978-3-540-47098-4

  • eBook Packages: Springer Book Archive

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