@article{SPS_1987__21__447_0, author = {Slominski, Leszek}, title = {Approximation of predictable characteristics of processes with filtrations}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {447--478}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {21}, year = {1987}, mrnumber = {941999}, zbl = {0621.60043}, language = {fr}, url = {http://www.numdam.org/item/SPS_1987__21__447_0/} }
TY - JOUR AU - Slominski, Leszek TI - Approximation of predictable characteristics of processes with filtrations JO - Séminaire de probabilités de Strasbourg PY - 1987 SP - 447 EP - 478 VL - 21 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_1987__21__447_0/ LA - fr ID - SPS_1987__21__447_0 ER -
%0 Journal Article %A Slominski, Leszek %T Approximation of predictable characteristics of processes with filtrations %J Séminaire de probabilités de Strasbourg %D 1987 %P 447-478 %V 21 %I Springer - Lecture Notes in Mathematics %U http://www.numdam.org/item/SPS_1987__21__447_0/ %G fr %F SPS_1987__21__447_0
Slominski, Leszek. Approximation of predictable characteristics of processes with filtrations. Séminaire de probabilités de Strasbourg, Tome 21 (1987), pp. 447-478. http://www.numdam.org/item/SPS_1987__21__447_0/
1. A concept of weak convergence for stochastic processes viewed in the Strasbourg manner. Preprint, Statist.Laboratory Univ. Cambridge1979
:2. Weak Convergence of Probability Measures. New York : Wiley 1968 | MR | Zbl
:3. Probabilities and Potential. North.-Holland 1978 | MR | Zbl
, :4. Un contre-example au probleme des Laplaciens approches. Lecture Notes in Math. 191 , 128-140 , Springer-Verlag 1970
, :5. On the martingale characterisation of stochastic processes with independent increments. Lietuvos Mat. Rinkynys XVII, 1, 75-86, 1977 | MR | Zbl
:6. On weak convergence of semimartingales. Lietuvos Mat. Rinkynys XXI, 3, 9-24, 1981 | MR | Zbl
, :7. Calcul stochastique et problemes de martingales. Lecture Notes in Math. 714 , 1979 | MR | Zbl
:8. Processus a accroissements independants : une condition necessaire et suffisant de convergence. Z.Wahr.Verw. Gebiete 63, 109-136, 1983 | MR | Zbl
:9. Une generalization des semimartingales : les processus admettant un processus a accroissements independants tangent . Lecture Notes in Math. 1059 , 91-118, 1984 | Numdam | MR | Zbl
:10.Theoreme de la limite centrale et convergence fonctionnelle vers un processus a accroissements independants, la methode des martingales. Ann. IHP B XVIII , 1-45, 1982 | Numdam | MR | Zbl
, , :11.Extended convergence to continuous in probability processes with independent increments. Probab. Th. Rel. Fields 72, 55-82, 1986 | MR | Zbl
, :12.On necessary and sufficient conditions for the convergence to quasicontinuous semimartingale. Preprint , 1985 | MR
:13.Relation de domination entre deux processes. Ann. IHP B XIII , 171-179, 1977 | Numdam | MR | Zbl
:14.Weak convergence of probability measures and random functions in the function space D[0,∞). J.Appl. Probab. 10, 109-121, 1973 | MR | Zbl
:15.Integrales Stochastiques. Lecture Notes in Math. 39 , 72-94, 1967 | Numdam | SPS | Zbl
:16.Central limit theorems for local martingales. Z.Wahr.Verw. Gebiete 51, 262-286, 1982 | MR | Zbl
:17.Necessary and sufficient conditions for extended convergence of semimartingales. Probab. and Math. Statistics 7, Fasc.1, 77-93, 1986 | MR | Zbl
: