4 papers · 1 filter
Special Dirichlet Processes: Structure, Uniqueness and Stability
Philip Kennerberg
We introduce the class of \emph{Special--Dirichlet processes}, consisting of cà dlà g adapted processes admitting a decomposition \[ X=M+Î, \] where \(M\) is a local martingale an…
Stability of Compensated Jump Integrals under Quadratic Variation Convergence
Philip Kennerberg
We study the stability of compensated jump integrals under convergence of quadratic variation alone. Let \(X\) and \(\{X^n\}_{n\ge1}\) be cà dlà g processes with jump measures \(μ…
Stability in quadratic variation
Philip Kennerberg, Magnus Wiktorsson
Consider a sequence of cadlag processes , and some fixed function . If is continuous then under several modes of convergence implies corresponding conv…
Stability in quadratic variation, with applications
Philip Kennerberg, Magnus Wiktorsson
We show that non continuous Dirichlet processes, defined as in \cite{NonCont} are closed under a wide family of locally Lipschitz continuous maps (similar to the time-homogeneous v…