On the relative compactness for the families of distributions of semimartingales
Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 143-151
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For the sets of semimartingales on $[0,T]$ or on $[0,\infty[$ we give sufficient conditions for the relative compactness of families of their distributions on $D_{[0,T]}(R^d)$ or $D_{[0,\infty[}(R^d)$ (with the $J_1$-topology of Skorohod) in the terms of characteristics of the decomposition (1),
@article{TVP_1981_26_1_a11,
author = {V. A. Lebedev},
title = {On the relative compactness for the families of distributions of semimartingales},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {143--151},
year = {1981},
volume = {26},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a11/}
}
V. A. Lebedev. On the relative compactness for the families of distributions of semimartingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 143-151. http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a11/