摘要
In what follows, we consider the relation between Aldous's extended convergence and weak convergence of nitrations. We prove that, for a sequence (Xn) of J_t^n)-special semimartingales, with canonical decomposition Xn = Mn + An, if the extended convergence (Xn.Jrn)→ (X,F.) holds with a quasi-left continuous (Ft)-special semimartingale X = M + A, then, under an additional assumption of uniform integrability,we get the convergence in probability under the Skorokhod topology: Mn→M and An→A.
In what follows, we consider the relation between Aldous's extended convergence and weak convergence of nitrations. We prove that, for a sequence (Xn) of J_t^n)-special semimartingales, with canonical decomposition Xn = Mn + An, if the extended convergence (Xn.Jrn)→ (X,F.) holds with a quasi-left continuous (Ft)-special semimartingale X = M + A, then, under an additional assumption of uniform integrability,we get the convergence in probability under the Skorokhod topology: Mn→M and An→A.
