单跳过程的弱收敛

WEAK CONVERGENCE OF SINGLE JUMP PROCESSES

  • 摘要: 假设Xnn≥1,是单跳过程序列,X是一个单跳过程。就可料特征,跳跃时和跳幅方面,本文给出了保证Xn弱收敛于X的一些充分必要条件。

     

    Abstract: Suppose (Xnn≥1and X are single jump processes, we give some necessary and sufficient conditions for the convergence in law XnD X in terms of their predictable characteristics or their jump times and size.

     

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