Local Skorokhod topology on the space of cadlag processes - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue ALEA : Latin American Journal of Probability and Mathematical Statistics Année : 2018

Local Skorokhod topology on the space of cadlag processes

Résumé

We modify the global Skorokhod topology, on the space of cadlag paths, by localising with respect to space variable, in order to include the eventual explosions. The tightness of families of probability measures on the paths space endowed with this local Skorokhod topology is studied and a characterization of Aldous type is obtained. The local and global Skorokhod topologies are compared by using a time change transformation.
Fichier principal
Vignette du fichier
Sko_topologie_loc_revision.pdf (406.58 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01537750 , version 1 (12-06-2017)
hal-01537750 , version 2 (01-10-2018)

Identifiants

Citer

Mihai Gradinaru, Tristan Haugomat. Local Skorokhod topology on the space of cadlag processes. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2018, 15 (2), pp.1183-1213. ⟨10.30757/ALEA.v15-44⟩. ⟨hal-01537750v2⟩
322 Consultations
599 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More