Sur la convergence des processus ponctuels

Summary We give a necessary and sufficient condition for the convergence in law of simple point processes on ₊, for Skorokhod topology, in terms of their predictable compensatorsA ⁿ andA. The assumptions are thatA _t() is continuous in (,t) and meets some mild integrability condition. The condition is thatA ⁿ converges weakly toA in a suitable sense.