All Questions
Tagged with limit-theorems stochastic-calculus
3 questions
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 ...
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 ...
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