Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques
Séminaire de probabilités de Strasbourg, Volume 25  (1991), p. 162-177
@article{SPS_1991__25__162_0,
     author = {M\'emin, Jean and S\l ominski, Leszek},
     title = {Condition UT et stabilit\'e en loi des solutions d'\'equations diff\'erentielles stochastiques},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {25},
     year = {1991},
     pages = {162-177},
     zbl = {0746.60063},
     language = {fr},
     url = {http://www.numdam.org/item/SPS_1991__25__162_0}
}
Mémin, Jean; Słominski, Leszek. Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques. Séminaire de probabilités de Strasbourg, Volume 25 (1991) , pp. 162-177. http://www.numdam.org/item/SPS_1991__25__162_0/

[1] Avram, F. : Weak convergence of the variations, iterated integrals and Doleans-Dade exponentials of sequences of semimartingales.Ann. Probab. 16, 246-250 (1988). | MR 920268 | Zbl 0636.60029

[2] Dellacherie C., Meyer P.A. : Probabilités et potentiel ; tome 2. Paris, Hermann 1980. | MR 566768

[3] Hoffman K. : Approximation of stochastic integral equations by martingale difference arrays. (1988) preprint.

[4] Jacod J., Mémin J. : Weak and strong solutions of stochastic differential equations: existence and stability. in "Stochastic Integrals" édité par D. Williams, proc. LMS Durham Symp. 1980. Lect. Notes in Maths 851, Springer, Berlin Heidelberg, New-York (1981). | MR 620991 | Zbl 0471.60066

[5] Jacod J., Shiryaev A.N. : Limit theorems for stochastic processes. Springer Verlag, Berlin, (1987). | MR 959133 | Zbl 0635.60021

[6] Jakubowski A., Mémin J., Pagès G. : Convergence en loi des suites d'intégrales stochastiques sur l'espace D1 de Skorokhod. Probab. Th. Rel. Fields 81, 111-137 (1989). | MR 981569 | Zbl 0638.60049

[7] Kurtz T.G., Protter P. : Weak limit theorems for stochastic integrals and stochastic differential equations. preprint 1989, à paraitre aux : Annals of Probability (1990). | MR 1112406 | Zbl 0742.60053

[8] Mémin J. : Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien). Public. IRMAR, Rennes 1986. | Numdam | MR 880367 | Zbl 0637.60005

[9] Meyer P.A., Zheng W.A. : Tightness criteria for laws of semimartingales. Ann. Inst. H. Poicaré, Sec. B 20, 353-372 (1984). | Numdam | MR 771895 | Zbl 0551.60046

[10] Slominski L. : Stability of strong solutions of stochastic differential equations. Stochastic Processes and their Applications 31, 173-202 (1989). | MR 998112 | Zbl 0673.60065

[11] Strasser H. : Martingale difference arrays and stochastic integrals. Probab. Th. Rel. Fields 72, 83-98 (1986). | MR 835160 | Zbl 0575.60043

[12] Stricker C. : Lois de semimartingales et critères de compacité. Séminaires de Probabilités XIX, Lect. Notes in Math. vol 1123, Springer, Berlin Heidelberg New-York (1985). | Numdam | MR 889478 | Zbl 0558.60005

[13] Yamada K. : A stability theorem for stochastic differential equations and application to stochastic control problems. Stochastics 13, 257-279 (1984). | MR 767254 | Zbl 0553.60055

[14] Yamada K. : A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems. Stochastic Processes and their Applications 23 (1986). | MR 876045 | Zbl 0609.60068

[15] Zanzotto P.A. : An extension of a Yamada Theorem. Preprint 1989, à paraitre aux Liet. Mat. Rink. XXX 1990. | MR 1161369

[16] Métivier M. : Semimartingales. de Gruyter Studies in Mathematics 2. W de Gruyter; Berlin, New York. 1982. | MR 688144 | Zbl 0503.60054