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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 143–151
(Mi tvp2477)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On the relative compactness for the families of distributions of semimartingales
V. A. Lebedev Moscow
Abstract:
For the sets of semimartingales on $[0,T]$ or on $[0,\infty[$ we give sufficient conditions for the relative compactness of families of their distributions on $D_{[0,T]}(R^d)$ or $D_{[0,\infty[}(R^d)$
(with the $J_1$-topology of Skorohod) in the terms of characteristics of the decomposition (1),
Received: 24.08.1978
Citation:
V. A. Lebedev, “On the relative compactness for the families of distributions of semimartingales”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 143–151; Theory Probab. Appl., 26:1 (1981), 140–148
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Abstract page: | 176 | Full-text PDF : | 75 | First page: | 1 |
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