单跳过程的弱收敛
WEAK CONVERGENCE OF SINGLE JUMP PROCESSES
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摘要: 假设Xn)n≥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 (Xn)n≥1and X are single jump processes, we give some necessary and sufficient conditions for the convergence in law Xn→D X in terms of their predictable characteristics or their jump times and size.