3 papers
math.PR2017
Lévy-type processes: convergence and discrete schemes
Mihai Gradinaru, Tristan Haugomat
We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of…
math.PR2017
Local Skorokhod topology on the space of cadlag processes
Mihai Gradinaru, Tristan Haugomat
We modify the global Skorokhod topology, on the space of cadlag paths, by localising with respect to space variable, in order to include the eventual explosions. The tightness of f…
math.PR2017
Locally Feller processes and martingale local problems
Mihai Gradinaru, Tristan Haugomat
This paper is devoted to the study of a certain type of martingale problems associated to general operators corresponding to processes which have finite lifetime. We analyse severa…