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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 1, Pages 143–151 (Mi tvp2477)

This article is cited in 3 papers

Short Communications

On the relative compactness for the families of distributions of semimartingales

V. A. Lebedev

Moscow

Abstract: For the sets of semimartingales on $[0,T]$ or on $[0,\infty[$ we give sufficient conditions for the relative compactness of families of their distributions on $D_{[0,T]}(R^d)$ or $D_{[0,\infty[}(R^d)$ (with the $J_1$-topology of Skorohod) in the terms of characteristics of the decomposition (1),

Received: 24.08.1978


 English version:
Theory of Probability and its Applications, 1981, 26:1, 140–148

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