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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 7, Fasc. 1,
pages 77 - 92
 

NECESSARY AND SUFFICIENT CONDITIONS FOR EXTENDED CONVERGENCE OF SEMIMARTINGALES

Leszek Słomiński

Abstract: The extended convergence (in sense of Aldous [1]) of processes with nitrations is considered. There are examined the cases where the well-known conditions, sufficient for the weak convergence of semimartingales, are exactly equivalent to the extended convergence.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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