| Título: | A Non-Skorohod Topology on the Skorohod Space |
| Autores: | Jakubowski, Adam; Nicholas Copernicus University |
| Fecha: | 1997-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Skorohod space, Skorohod representation, convergence in distribution, sequential spaces, semimartingales. 60F17, 60B05, 60G17, 54D55. |
| Descripción: | A new topology (called $S$) is defined on the space $D$ of functions $x: [0,1] \to R^1$ which are right-continuous and admit limits from the left at each $t > 0$. Although $S$ cannot be metricized, it is quite natural and shares many useful properties with the traditional Skorohod's topologies $J_1$ and $M_1$. In particular, on the space $P(D)$ of laws of stochastic processes with trajectories in $D$ the topology $S$ induces a sequential topology for which both the direct and the converse Prohorov's theorems are valid, the a.s. Skorohod representation for subsequences exists and finite dimensional convergence outside a countable set holds. |
| Idioma: | Inglés |
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