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Vague Convergence of Semimartingale Random Measures |
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| Abstract: | Abstract In this paper, we introduce and research the vague convergence of semimartingale random measures in distribution. The conditions are provided for the vague convergence of semimartingale random measures and the convergence of stochastic integrals with respect to semimartingale random measures in distribution. |
| Keywords: | Semimartingale random measure Stochastic integral Vague convergence |