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20202025
most citedAsymptotic strong Feller property and local weak irreducibility via generalized couplings

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math.PR2023

Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies

Andreas Sojmark, Fabrice Wunderlich

We provide criteria for Itô integration to behave continuously with respect to Skorokhod's J1 and M1 topologies, when the integrands and integrators converge weakly or in probabili…