Cremers, Heinz; Kadelka, Dieter - In: Stochastic Processes and their Applications 21 (1986) 2, pp. 305-317
The weak convergence of certain functionals of a sequence of stochastic processes is investigated. The functionals under consideration are of the form f[phi](x) = [integral operator] [phi] (t, x(t))[mu](dt). The main result is as follows: If a sequence is weakly tight in a certain sense, and, in...