Geodesic
Tightness of Continuous Stochastic Processes
Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 151-162

Voir la notice de l'article provenant de la source Library of Science

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.
Keywords: continuous stochastic processes, weak compactness of sequences of stochastic processes 
Kisielewicz, Michał. Tightness of Continuous Stochastic Processes. Discussiones Mathematicae. Probability and Statistics, Tome 26 (2006) no. 2, pp. 151-162. http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a2/
@article{DMPS_2006_26_2_a2,
     author = {Kisielewicz, Micha{\l}},
     title = {Tightness of {Continuous} {Stochastic} {Processes}},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {151--162},
     year = {2006},
     volume = {26},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a2/}
}
TY  - JOUR
AU  - Kisielewicz, Michał
TI  - Tightness of Continuous Stochastic Processes
JO  - Discussiones Mathematicae. Probability and Statistics
PY  - 2006
SP  - 151
EP  - 162
VL  - 26
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a2/
LA  - en
ID  - DMPS_2006_26_2_a2
ER  - 
%0 Journal Article
%A Kisielewicz, Michał
%T Tightness of Continuous Stochastic Processes
%J Discussiones Mathematicae. Probability and Statistics
%D 2006
%P 151-162
%V 26
%N 2
%U http://geodesic.mathdoc.fr/item/DMPS_2006_26_2_a2/
%G en
%F DMPS_2006_26_2_a2

[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.