Convergence of Submartingales to an Increasing Process under Discretization of Filtrations
Publications mathématiques et informatique de Rennes no. 2  (1998), article no. 3, 5 p.
@article{PSMIR_1998___2_A3_0,
     author = {Coquet, Fran\c cois and M\'emin, Jean},
     title = {Convergence of Submartingales to an Increasing Process under Discretization of Filtrations},
     journal = {Publications math\'ematiques et informatique de Rennes},
     publisher = {D\'epartement de Math\'ematiques et Informatique, Universit\'e de Rennes},
     number = {2},
     year = {1998},
     language = {en},
     url = {http://www.numdam.org/item/PSMIR_1998___2_A3_0}
}
Coquet, François; Mémin, Jean. Convergence of Submartingales to an Increasing Process under Discretization of Filtrations. Publications mathématiques et informatique de Rennes, no. 2 (1998), article  no. 3, 5 p. http://www.numdam.org/item/PSMIR_1998___2_A3_0/

1. D. Aldous, Stopping times and Tightness. II Ann. Proba., 17, No. 2, p. 586-595, 1989. | MR 985380 | Zbl 0686.60036

2. F. Coquet, V. Mackevicius and J. Mémin, Stability in D of Martingales and backward equations under discretization of filtration, Stoch. Proc. Appl., 75, p 235-248, 1998. | MR 1632205 | Zbl 0932.60047

3. F. Coquet, J. Mémin and L. Slominski, On weak convergence of filtrations, Preprint 1999. | Numdam | Zbl 0987.60009

4. C. Dellacherie and P. A. Meyer, Probabilités et Potentiels, Vol. 2, Hermann, Paris, 1980. | MR 566768 | Zbl 0138.10402

5. J. Jacod and A. N. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin Heidelberg New York, 1987. | MR 959133 | Zbl 1018.60002