With this chapter, at least, we enter the subject which has given its name to the whole book. Our final aim is to prove convergence theorems for a sequence of semimartingales toward a semimartingale. We present the material through three successive steps, corresponding to Chapters VII, VIII and IX: firstly, the prelimiting processes, as well of course as the limiting process, have independent increments; secondly, only the limiting process has independent increments; thirdly, the limiting process itself belongs to some rather broad class of semi-martingales.
Weitere Kapitel dieses Buchs durch Wischen aufrufen
- Convergence of Processes with Independent Increments
Albert N. Shiryaev
- Springer Berlin Heidelberg
- Chapter VII
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