On convergence determining and separating classes of functions
Herein, we generalize and extend some standard results on the separation and convergence of probability measures. We use homeomorphism-based methods and work on incomplete metric spaces, Skorokhod spaces, Lusin spaces or general topological spaces. Our contributions are twofold: we dramatically simplify the proofs of several basic results in weak convergence theory and, concurrently, extend these results to apply more immediately in a number of settings, including on Lusin spaces.
Year of publication: |
2010
|
---|---|
Authors: | Blount, Douglas ; Kouritzin, Michael A. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 10, p. 1898-1907
|
Publisher: |
Elsevier |
Keywords: | Probability measures Homeomorphism Weak convergence Skorokhod topology Lusin spaces |
Saved in:
Saved in favorites
Similar items by person
-
Explicit Heston solutions and stochastic approximation for path-dependent option pricing
Kouritzin, Michael A., (2018)
-
Limit theorems for a sequence of nonlinear reaction-diffusion systems
Blount, Douglas, (1993)
-
Fourier analysis applied to SPDEs
Blount, Douglas, (1996)
- More ...