On tightness and stopping times |
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Authors: | J. Jacod J. Memin M. Metivier |
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Affiliation: | Département de Mathématiques, Université de Rennes, Beaulieu, 35042 Rennes Cedex, France;Centre de Mathématiques Appliquées, Ecole Polytechnique, 91128 Palaiseau Cedex, France |
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Abstract: | This paper studies conditions of tightness for sequences of processes, which conditions are mostly based on the use of ‘dominating’ increasing processes. The results obtained follow in directions initiated by Aldous and Rebolledo and are particularly well-suited for studying sequences of semimartingales. Also obtained are results that extend sufficient conditions of Aldous's type to processes that are not quasi-left-continuous. |
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Keywords: | 60F05, 60G44, 60G48 60H05 |
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