Weak convergence of sequences of semimartingales with applications to multitype branching processes-Reference-Cited by-同舟云学术

Weak convergence of sequences of semimartingales with applications to multitype branching processes

Published:1986-03 Issue:1 Volume:18 Page:20-65
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Joffe A.,Metivier M.

Abstract

The paper is devoted to a systematic discussion of recently developed techniques for the study of weak convergence of sequences of stochastic processes. The methods described make essential use of the semimartingale structure of the processes. Sufficient conditions for tightness including the results of Rebolledo are derived. The techniques are applied to a special class of processes, namely theD-semimartingales. Applications to multitype branching processes are given.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

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