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

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math.PR2025

Relative compactness of Itô integrals on the M1 Skorokhod space with identification of limits

Fabrice Wunderlich

We establish general results for weak relative compactness of sequences of Itô integrals with respect to Skorohod's functional M1 topology, under sharp general conditions. Moreover…