In this article, we give some sufficient conditions for the weak convergence of Markov processes in terms of their extended generators. For the convergence of Markov processes with generators defined by Dynkin, necessary and sufficient conditions are obtained. As an application, we will discuss the convergence of diffusion processes with jumps.
Publié le : 1994-10-14
Classification:
Shorokhod distance,
weak convergence,
tightness,
Markov process,
local martingale,
semigroup,
resolvent,
generator,
diffusion process with jumps,
60B10,
60J25,
60J27
@article{1176988499,
author = {Xia, Aihua},
title = {Weak Convergence of Markov Processes with Extended Generators},
journal = {Ann. Probab.},
volume = {22},
number = {4},
year = {1994},
pages = { 2183-2202},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988499}
}
Xia, Aihua. Weak Convergence of Markov Processes with Extended Generators. Ann. Probab., Tome 22 (1994) no. 4, pp. 2183-2202. http://gdmltest.u-ga.fr/item/1176988499/