@article{SPS_2002__36__383_0, author = {Jacod, Jean}, title = {On processes with conditional independent increments and stable convergence in law}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {383--401}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {36}, year = {2002}, mrnumber = {1971599}, zbl = {1034.60035}, language = {en}, url = {http://archive.numdam.org/item/SPS_2002__36__383_0/} }
TY - JOUR AU - Jacod, Jean TI - On processes with conditional independent increments and stable convergence in law JO - Séminaire de probabilités de Strasbourg PY - 2002 SP - 383 EP - 401 VL - 36 PB - Springer - Lecture Notes in Mathematics UR - http://archive.numdam.org/item/SPS_2002__36__383_0/ LA - en ID - SPS_2002__36__383_0 ER -
%0 Journal Article %A Jacod, Jean %T On processes with conditional independent increments and stable convergence in law %J Séminaire de probabilités de Strasbourg %D 2002 %P 383-401 %V 36 %I Springer - Lecture Notes in Mathematics %U http://archive.numdam.org/item/SPS_2002__36__383_0/ %G en %F SPS_2002__36__383_0
Jacod, Jean. On processes with conditional independent increments and stable convergence in law. Séminaire de probabilités de Strasbourg, Tome 36 (2002), pp. 383-401. http://archive.numdam.org/item/SPS_2002__36__383_0/
[1] On mixing and stability of limit theorems. Ann. Probab. 6 325-331. | MR | Zbl
and . (1978):[2] The characterization of stochastic processes with conditionally independent increments. Litovk. Math. Sb. 15, 53-60. | MR | Zbl
(1975):[3] Weak and strong solutions of stochastic differential equations; existence and stability. In Stochastic Integrals, D. Williams ed., Proc. LMS Symp., Lect. Notes in Math. 851, 169-212, Springer Verlag: Berlin. | MR | Zbl
and (1981):[4] Limit Theorems for Stochastic Processes. Springer-Verlag: Berlin. | MR | Zbl
and (1987):[5] On continuous conditional Gaussian martingales and stable convergence in law. Séminaire Proba. XXXI, Lect. Notes in Math. 1655, 232-246, Springer Verlag: Berlin. | EuDML | Numdam | MR | Zbl
(1997):[6] About asymptotic error in discretization of processes. Prépublication du Laboratoire de probabilités et modèles aléatoires.
, , (2001):[7] A symmetry characterization of conditionally independent increment martingales. Barcelona Seminar on Stochastic Analysis 1991, Progr. Probab. 32, Birkhäuser, Basel. | MR | Zbl
(1993):[8] On stable sequences of events. Sankya Ser. A, 25, 293-302. | MR | Zbl
(1963):[9] Existence de solutions d'un problème de martingales. C.R.A.S. Paris, 297, 353-356. | MR | Zbl
(1983):[10] Solutions faibles d'équations différentielles stochastiques et problèmes de martingales. Thèse Univ. Rennes-1.
(1985):