On the weak compactness for families of distributions of general semi-martingales
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 1, pp. 15-23
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We find some sufficient conditions for the relative compactness of families of distributions (on $D_{[0,T]}(R^d)$ or $D_{[0,\infty]}(R^d$)) of semi-martingales. This is a generalization of the results of [1].
@article{TVP_1982_27_1_a1,
author = {V. A. Lebedev},
title = {On the weak compactness for families of distributions of general semi-martingales},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {15--23},
publisher = {mathdoc},
volume = {27},
number = {1},
year = {1982},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_1_a1/}
}
TY - JOUR AU - V. A. Lebedev TI - On the weak compactness for families of distributions of general semi-martingales JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1982 SP - 15 EP - 23 VL - 27 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_1_a1/ LA - ru ID - TVP_1982_27_1_a1 ER -
V. A. Lebedev. On the weak compactness for families of distributions of general semi-martingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 1, pp. 15-23. http://geodesic.mathdoc.fr/item/TVP_1982_27_1_a1/