Tightness of Continuous Stochastic Processes

• Autorzy: Michał Kisielewicz
• Języki publikacji: EN

Abstrakty

EN

Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.

Słowa kluczowe

EN

continuous stochastic processes; weak compactness of sequences of stochastic processes

Kategorie tematyczne

• 60H20: Stochastic integral equations
• 60H10: Stochastic ordinary differential equations

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2006
• Tom: 26
• Numer: 2
• Strony: 151-162

Daty

wydano

2006

otrzymano

2006-08-08

poprawiono

2007-01-30

Twórcy

autor

Michał Kisielewicz

• Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, prof. Z. Szafrana 4a, 65-246 Zielona Góra, Poland

Bibliografia

• [1] P. Billingsley, Convergence of Probability Measures, John Wiley and Sons, Inc. New York-London-Toronto 1977.
• [2] J. Jacod and A. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin-Heildelberg-New York 1987.
• [3] N. Ikeda and S. Wantanabe, Stochastic Diferential Equation and Diffusion Processes, North Holand Publ., Amsterdam 1981.

Identyfikatory

DOI

10.7151/dmps.1079