@article{SPS_2001__35__306_0,
author = {Coquet, Fran\c{c}ois and M\'emin, Jean and Slominski, Leszek},
title = {On weak convergence of filtrations},
journal = {S\'eminaire de probabilit\'es},
pages = {306--328},
year = {2001},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {35},
mrnumber = {1837294},
zbl = {0987.60009},
language = {en},
url = {https://www.numdam.org/item/SPS_2001__35__306_0/}
}
TY - JOUR AU - Coquet, François AU - Mémin, Jean AU - Slominski, Leszek TI - On weak convergence of filtrations JO - Séminaire de probabilités PY - 2001 SP - 306 EP - 328 VL - 35 PB - Springer - Lecture Notes in Mathematics UR - https://www.numdam.org/item/SPS_2001__35__306_0/ LA - en ID - SPS_2001__35__306_0 ER -
Coquet, François; Mémin, Jean; Slominski, Leszek. On weak convergence of filtrations. Séminaire de probabilités, Tome 35 (2001), pp. 306-328. https://www.numdam.org/item/SPS_2001__35__306_0/
1. , Weak convergence for stochastic processes for processes viewed in the Strasbourg manner, Preprint, Statist. Laboratory Univ. Cambridge,1978. | MR
2. , Stopping times and Tightness II, Ann. Probab., 17, No. 2, p. 586-595, 1989. | Zbl | MR
3. , Backward-forward stochastic differential equations, The Annals of Applied Probability, 3 (3), p. 777-793, 1993. | Zbl | MR
4. , , Filtration stability of backward SDE's, Stochastic Anal. Appl., to appear. | Zbl | MR
5. , Convergence of Probability Measures, Wiley, New York, 1968 | Zbl | MR
6. , Functional asymptotic behavior of some random multilinear forms, stochastic Process. Appl., 68, p. 49-65, 1997. | Zbl | MR
7. , and , Stability in ID of martingales and backward equations under discretization of filtration, Stochastic Process. Appl., 75, p 235-248, 1998. | Zbl | MR
8. , and , Corrigendum to "Stability in ID of martingales and backward equations under discretization of filtration", Stochastic Process. Appl., 82, p. 332-335, 1999. | Zbl | MR
9. and , Probabilités et Potentiels, Vol. 2, Hermann, Paris, 1980. | MR
10. , and , Probabilités et Potentiels, Vol. 5, Hermann, Paris, 1992. | MR
11. and , Markov Processes: Characterization and Convergence, Wiley, New-York, 1986. | Zbl | MR
12. , Convergence in distribution and Skorokhod convergence for the general theory of processes, Probab. Theory Related Fields, 89, p. 239-259, 1991. | Zbl | MR
13. and , Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin Heidelberg New York, 1987. | Zbl | MR
14. and , Extended convergence to continuous in probability processes with independent increments, Probab. Theory Related Fields, 72, p. 55-82, 1986. | Zbl | MR
15. , and , Convergence en loi des suites d'intégrales stochastiques sur l'espace ID1 de Skorokhod, Probab. Theory Related Fields, 81, p. 111-137, 1989. | Zbl | MR
16. , Foundations of Modern Probability, Springer-Verlag, Berlin Heidelberg NewYork, 1997. | Zbl | MR
17. and , On necessary and sufficient conditions for the convergence of semimartingales, Proceedings 4th Japan-USSR symp., Lecture Notes in Mathematics, 1021, p. 338-351, Springer-Verlag, Berlin Heidelberg New York, 1983. | Zbl | MR
18. and , Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques, Séminaire de Probabilités XXV, Lecture Notes in Mathematics, 1485, p. 162-177, Springer-Verlag, Berlin Heidelberg New York, 1991. | Zbl | MR | Numdam
19. and , Continuous Martingales and Brownian Motion, Springer-Verlag, Berlin Heidelberg New-York, 1991. | Zbl | MR
20. , Stability of strong solutions of stochastic differential equations, Stochastic Process. Appl., 31, p. 173-202, 1989. | Zbl | MR
21. , Les inégalités de sous-martingales comme conséquences de la relation de domination, Stochastics, 3, p. 1-19, 1979. | Zbl | MR






