On weak convergence of sequences of continuous local martingales
Nakao, Shintaro
Annales de l'I.H.P. Probabilités et statistiques, Tome 22 (1986), p. 371-380 / Harvested from Numdam
Publié le : 1986-01-01
@article{AIHPB_1986__22_3_371_0,
     author = {Nakao, Shintaro},
     title = {On weak convergence of sequences of continuous local martingales},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {22},
     year = {1986},
     pages = {371-380},
     mrnumber = {871088},
     zbl = {0609.60055},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_1986__22_3_371_0}
}
Nakao, Shintaro. On weak convergence of sequences of continuous local martingales. Annales de l'I.H.P. Probabilités et statistiques, Tome 22 (1986) pp. 371-380. http://gdmltest.u-ga.fr/item/AIHPB_1986__22_3_371_0/

[1] D. Aldous, Stopping times and tightness, Ann. Probability, t. 6, 1978, p. 335-340. | MR 474446 | Zbl 0391.60007

[2] P. Billingsley, Convergence of probability measures, Wiley and Sons, 1968. | MR 233396 | Zbl 0172.21201

[3] C. Dellacherie, P.A. Meyer, Probabilities and potential B, North-Holland, 1982. | MR 745449 | Zbl 0494.60002

[4] N. Dunford and J.T. Schwartz, Liner operators, Part I, Interscience, 1958. | MR 117523 | Zbl 0084.10402

[5] N. Ikeda, Y. Ochi, Central limit theorems and random currents, to appear in the Proceedings of the 3rd Bad Honnef Conference on Stochastic Differential Systems. | MR 903044 | Zbl 0589.60066

[6] N. Ikeda, S. Watanabe, Stochastic differential equations and diffusion processes, North-Holland, Kodansha, 1981. | MR 637061 | Zbl 0495.60005

[7] J. Jacod, J. Memin, M. Métivier, On tightness and stopping times, Stoch. Processes Appl., t. 14, 1983, p. 109-146. | MR 679668 | Zbl 0501.60029

[8] E. Lenglart, Relation de domination entre deux processus, Ann. Inst. Henri Poincaré, t. 13, 1977, p. 171-179. | Numdam | MR 471069 | Zbl 0373.60054

[9] M. Métivier, Semimartingales, Walter de Gruyter, 1982. | MR 688144 | Zbl 0503.60054

[10] Y. Ochi, Limit theorems for a class of diffusion processes, to appear in Stochastic Processes and their Applications. | MR 826986 | Zbl 0583.60073

[11] R. Rebolledo, La méthode des martingales appliquée à l'étude de la convergence en loi de processus, Bull. Soc. Math. France, t. 62, p. 1-125. | Numdam | Zbl 0425.60036