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Zbl 0551.60046
Meyer, P.A.; Zheng, W.A.
Tightness criteria for laws of semimartingales. (English)
[J] Ann. Inst. Henri Poincaré, Probab. Stat. 20, 353-372 (1984). ISSN 0246-0203

Authors' abstract: When the space of cadlag trajectories is endowed with the topology of convergence in measure (much weaker that Skorohod's topology), very convenient criteria of compactness are obtained for bounded sets of laws of quasimartingales and semi-martingales. Stability of various classes of processes for that type of convergence is also studied.
[C.S.Chou]

MSC 2000:: *60G44 Martingales with continuous parameter

Keywords: cadlag trajectories; criteria of compactness

Cited in: Zbl 0742.60036 Zbl 0694.60014 Zbl 0653.60008 Zbl 0658.60078 Zbl 0621.60059 Zbl 0558.60005

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