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On tightness and stopping times

Author

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  • Jacod, J.
  • Memin, J.
  • Metivier, M.

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.

Suggested Citation

  • Jacod, J. & Memin, J. & Metivier, M., 1983. "On tightness and stopping times," Stochastic Processes and their Applications, Elsevier, vol. 14(2), pages 109-146, February.
    • Handle: RePEc:eee:spapps:v:14:y:1983:i:2:p:109-146
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    Cited by:

    1. Briand, Philippe & Delyon, Bernard & Mémin, Jean, 2002. "On the robustness of backward stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 97(2), pages 229-253, February.

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