@article{PSMIR_1998___2_A3_0, author = {Coquet, Fran\c{c}ois and M\'emin, Jean}, title = {Convergence of {Submartingales} to an {Increasing} {Process} under {Discretization} of {Filtrations}}, journal = {Publications de l'Institut de recherche math\'ematiques de Rennes}, eid = {3}, pages = {1--5}, publisher = {D\'epartement de Math\'ematiques et Informatique, Universit\'e de Rennes}, number = {2}, year = {1998}, language = {en}, url = {http://www.numdam.org/item/PSMIR_1998___2_A3_0/} }
TY - JOUR AU - Coquet, François AU - Mémin, Jean TI - Convergence of Submartingales to an Increasing Process under Discretization of Filtrations JO - Publications de l'Institut de recherche mathématiques de Rennes PY - 1998 SP - 1 EP - 5 IS - 2 PB - Département de Mathématiques et Informatique, Université de Rennes UR - http://www.numdam.org/item/PSMIR_1998___2_A3_0/ LA - en ID - PSMIR_1998___2_A3_0 ER -
%0 Journal Article %A Coquet, François %A Mémin, Jean %T Convergence of Submartingales to an Increasing Process under Discretization of Filtrations %J Publications de l'Institut de recherche mathématiques de Rennes %D 1998 %P 1-5 %N 2 %I Département de Mathématiques et Informatique, Université de Rennes %U http://www.numdam.org/item/PSMIR_1998___2_A3_0/ %G en %F PSMIR_1998___2_A3_0
Coquet, François; Mémin, Jean. Convergence of Submartingales to an Increasing Process under Discretization of Filtrations. Publications de l'Institut de recherche mathématiques de Rennes, no. 2 (1998), article no. 3, 5 p. http://www.numdam.org/item/PSMIR_1998___2_A3_0/
1. Stopping times and Tightness. II Ann. Proba., 17, No. 2, p. 586-595, 1989. | MR | Zbl
,2. Stability in D of Martingales and backward equations under discretization of filtration, Stoch. Proc. Appl., 75, p 235-248, 1998. | MR | Zbl
, and ,3. On weak convergence of filtrations, Preprint 1999. | Numdam | Zbl
, and ,4. Probabilités et Potentiels, Vol. 2, Hermann, Paris, 1980. | MR | Zbl
and ,5. Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin Heidelberg New York, 1987. | MR | Zbl
and ,