@article{SPS_2001__35__306_0, author = {Coquet, Fran\c{c}ois and M\'emin, Jean and Slominski, Leszek}, title = {On weak convergence of filtrations}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {306--328}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {35}, year = {2001}, mrnumber = {1837294}, zbl = {0987.60009}, language = {en}, url = {http://archive.numdam.org/item/SPS_2001__35__306_0/} }
TY - JOUR AU - Coquet, François AU - Mémin, Jean AU - Slominski, Leszek TI - On weak convergence of filtrations JO - Séminaire de probabilités de Strasbourg PY - 2001 SP - 306 EP - 328 VL - 35 PB - Springer - Lecture Notes in Mathematics UR - http://archive.numdam.org/item/SPS_2001__35__306_0/ LA - en ID - SPS_2001__35__306_0 ER -
%0 Journal Article %A Coquet, François %A Mémin, Jean %A Slominski, Leszek %T On weak convergence of filtrations %J Séminaire de probabilités de Strasbourg %D 2001 %P 306-328 %V 35 %I Springer - Lecture Notes in Mathematics %U http://archive.numdam.org/item/SPS_2001__35__306_0/ %G en %F SPS_2001__35__306_0
Coquet, François; Mémin, Jean; Slominski, Leszek. On weak convergence of filtrations. Séminaire de probabilités de Strasbourg, Volume 35 (2001), pp. 306-328. http://archive.numdam.org/item/SPS_2001__35__306_0/
1. Weak convergence for stochastic processes for processes viewed in the Strasbourg manner, Preprint, Statist. Laboratory Univ. Cambridge,1978. | MR
,2. Stopping times and Tightness II, Ann. Probab., 17, No. 2, p. 586-595, 1989. | MR | Zbl
,3. Backward-forward stochastic differential equations, The Annals of Applied Probability, 3 (3), p. 777-793, 1993. | MR | Zbl
,4. Filtration stability of backward SDE's, Stochastic Anal. Appl., to appear. | MR | Zbl
, ,5. Convergence of Probability Measures, Wiley, New York, 1968 | MR | Zbl
,6. Functional asymptotic behavior of some random multilinear forms, stochastic Process. Appl., 68, p. 49-65, 1997. | MR | Zbl
,7. Stability in ID of martingales and backward equations under discretization of filtration, Stochastic Process. Appl., 75, p 235-248, 1998. | MR | Zbl
, and ,8. Corrigendum to "Stability in ID of martingales and backward equations under discretization of filtration", Stochastic Process. Appl., 82, p. 332-335, 1999. | MR | Zbl
, and ,9. Probabilités et Potentiels, Vol. 2, Hermann, Paris, 1980. | MR
and ,10. Probabilités et Potentiels, Vol. 5, Hermann, Paris, 1992. | MR
, and ,11. Markov Processes: Characterization and Convergence, Wiley, New-York, 1986. | MR | Zbl
and ,12. Convergence in distribution and Skorokhod convergence for the general theory of processes, Probab. Theory Related Fields, 89, p. 239-259, 1991. | MR | Zbl
,13. Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin Heidelberg New York, 1987. | MR | Zbl
and ,14. Extended convergence to continuous in probability processes with independent increments, Probab. Theory Related Fields, 72, p. 55-82, 1986. | MR | Zbl
and ,15. Convergence en loi des suites d'intégrales stochastiques sur l'espace ID1 de Skorokhod, Probab. Theory Related Fields, 81, p. 111-137, 1989. | MR | Zbl
, and ,16. Foundations of Modern Probability, Springer-Verlag, Berlin Heidelberg NewYork, 1997. | MR | Zbl
,17. On necessary and sufficient conditions for the convergence of semimartingales, Proceedings 4th Japan-USSR symp., Lecture Notes in Mathematics, 1021, p. 338-351, Springer-Verlag, Berlin Heidelberg New York, 1983. | MR | Zbl
and ,18. Condition UT et stabilité en loi des solutions d'équations différentielles stochastiques, Séminaire de Probabilités XXV, Lecture Notes in Mathematics, 1485, p. 162-177, Springer-Verlag, Berlin Heidelberg New York, 1991. | Numdam | MR | Zbl
and ,19. Continuous Martingales and Brownian Motion, Springer-Verlag, Berlin Heidelberg New-York, 1991. | MR | Zbl
and ,20. Stability of strong solutions of stochastic differential equations, Stochastic Process. Appl., 31, p. 173-202, 1989. | MR | Zbl
,21. Les inégalités de sous-martingales comme conséquences de la relation de domination, Stochastics, 3, p. 1-19, 1979. | MR | Zbl
,