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3 votes
1 answer
125 views

Convergence of function of stochastic processes

Let $X_t$ be a fixed cadlag semi-martingale and $J_n$ be a fixed sequence of functions from $\mathbb{R}^d$ to $\mathbb{R}$ which are twice continuously differentiable. If $J_n$ converge pointwise to ...
ABIM's user avatar
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5 votes
0 answers
1k views

Skorokhod' representation theorem: What is (are) possible filtration(s) on the common probability space?

I asked this question on math.stackexchange at https://math.stackexchange.com/questions/1941142/skorokhods-representation-theorem-what-is-the-filtration-on-the-common-probabi and haven't received ...
Kratos1808's user avatar
2 votes
0 answers
227 views

Strong law of large number for semimartingale

I just want to know if for semimartingale $X$ we have $\lim_{t \rightarrow \infty} \frac{X_{t}}{\langle X\rangle_{t}}=0$ or when it is possible. I know it is true for Brownian motion. Thanks
kacou's user avatar
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