Compactness criteria for the stable topology

Paul Raynaud de Fitte (1)

1 LMRS - Laboratoire de Mathématiques Raphaël Salem

Adapting a general result of Topsøe, we prove a compactness criterion for the stable topology on the set of measures on the product of a measurable space and a Suslin (nonnecessarily regular) topological space. We also extend a compactness criterion of Jacod and Mémin and we apply these results to the case of Young measures

Mots clés: stable convergence; Young measures; narrow topology; semicontinuity theorem

Domaines: Probabilités [math.PR]; Analyse fonctionnelle [math.FA]

Paul Raynaud de Fitte. Compactness criteria for the stable topology. Bulletin of the Polish Academy of Sciences - Mathematics, 2003, 51 (4), pp.343-363. ⟨hal-00726640⟩