Yingchao Xie
Abstract
In this paper, we introduce and research the vague convergence of semimartingale random measures in distribution. The conditions are provided for the vague convergence of semimartingale random measures and the convergence of stochastic integrals with respect to semimartingale random measures in distribution.
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In this paper, we introduce and research the vague convergence of semimartingale random measures in distribution. The conditions are provided for the vague convergence of semimartingale random measures and the convergence of stochastic integrals with respect to semimartingale random measures in distribution.
Key concepts: Semimartingale, Mathematics, Convergence (economics), Convergence of random variables, Weak convergence, Applied mathematics, Distribution (mathematics), Stochastic process