Convergence in various topologies for stochastic integrals driven by semimartingales

• 成果类型: Article
• 署名作者: Jakubowski, A
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 2141-2153
• 关键词: differential-equations; STABILITY

摘要

We generalize existing Limit theory for stochastic integrals driven by semimartingales and with left-continuous integrands. Joint Skorohod convergence is replaced with joint finite dimensional convergence plus an assumption excluding the case when oscillations of the integrand appear immediately before oscillations of the integrator. Integrands may converge in a very weak topology It is also proved that convergence of integrators implies convergence of stochastic integrals with respect to the same topology.