On the convergence of Dirichlet processes
Coquet, François ; Słomiński, Leszek
Bernoulli, Tome 5 (1999) no. 6, p. 615-639 / Harvested from Project Euclid
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For a given weakly convergent sequence {Xn} of Dirichlet processes we show weak convergence of the sequence of the corresponding quadratic variation processes as well as stochastic integrals driven by the Xn values provided that the condition UTD (a counterpart to the condition UT for Dirichlet processes) holds true. Moreover, we show that under UTD the limit process of {Xn} is a Dirichlet process, too.
Publié le : 1999-08-14
Classification:  Dirichlet process,  stochastic integral,  weak convergence 
@article{1171899320,
     author = {Coquet, Fran\c cois and S\l omi\'nski, Leszek},
     title = {On the convergence of Dirichlet processes},
     journal = {Bernoulli},
     volume = {5},
     number = {6},
     year = {1999},
     pages = { 615-639},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1171899320}
}

Coquet, François; Słomiński, Leszek. On the convergence of Dirichlet processes. Bernoulli, Tome 5 (1999) no. 6, pp.  615-639. http://gdmltest.u-ga.fr/item/1171899320/