Question

Borel-$\sigma$-algebra on D[0,1]

score 81 · Answer 1 · 2026-02-23 05:17:46

81

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Borel-$\sigma$-algebra on D[0,1]

Published on 23 Feb 2026 - 5:17

score 142 · Answer 2 · 2026-02-23 05:13:45

142

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Dose Skorokhod metric generate a norm on Skorokhod space

Published on 23 Feb 2026 - 5:13

score 155 · Answer 3 · 2026-02-23 05:16:52

155

Views

weak convergence, relative compactness

Published on 23 Feb 2026 - 5:16

score 308 · Answer 4 · 2026-02-23 05:13:46

308

Views

Convergence of jump function with respect to the Skorokhod metric

Published on 23 Feb 2026 - 5:13

score 322 · Answer 5 · 2026-02-23 05:14:19

322

Views

Representation of the Skorokhod $J_1$-topology as a projective limit

Published on 23 Feb 2026 - 5:14

score 472 · Answer 6 · 2026-02-23 05:13:45

472

Views

Random time change for a Poisson process and convergence with respect to the Skorohod topology

Published on 23 Feb 2026 - 5:13

score 37 · Answer 7 · 2026-02-23 05:15:43

If $(Y_r)_{r∈[0,\:t]}$ is a càdlàg process, is there some relation between the distribution of $(Y_r)_{r∈[0,\:s]}$ and $(Y_r)_{r∈[0,\:t]}$ for $s≤t$?

score 170 · Answer 8 · 2026-02-23 05:14:18

170

Views

If $E$ is a locally compact metric space and $f:[0,∞)→E$ is càdlàg, is $f$ càdlàg as a function into the one-point compactification of $E$ too?

Published on 23 Feb 2026 - 5:14

score 237 · Answer 9 · 2026-02-23 05:14:25

237

Views

If $X^n$ is a càdlàg process in a locally compact space $E$, show that $\{X^n\}$ is relatively compact as processes in the compactification of $E$

Published on 23 Feb 2026 - 5:14

score 200 · Answer 10 · 2026-02-23 05:14:18

200

Views

I'm trying to understand a weak convergence result for Feller processes in Ethier and Kurtz

Published on 23 Feb 2026 - 5:14

score 145 · Answer 11 · 2026-02-23 03:28:29

145

Views

Equivalent conditions for relative compactness in the Skorohod space

Published on 23 Feb 2026 - 3:28

score 118 · Answer 12 · 2026-02-23 05:17:15

118

Views

Poisson process on Skorokhod's space

Published on 23 Feb 2026 - 5:17

score 246 · Answer 13 · 2026-02-23 05:15:18

246

Views

If $f\in C_0$ and $\lambda>0$, how can we show that $x\mapsto\int_0^\infty e^{-\lambda t}f(x(t))\:{\rm d}t$ is continuous wrt the Skorohod topology?

Published on 23 Feb 2026 - 5:15

score 56 · Answer 14 · 2026-02-23 05:15:42

56

Views

Given a càdlàg process $X$ and a measure μ on the Skorohod space, how can we show that μ is the law of $X$ up to the dependence on the initial value?

Published on 23 Feb 2026 - 5:15

score 80 · Answer 15 · 2026-02-23 05:10:52

80

Views

European lookback put options uniformly continuous

Published on 23 Feb 2026 - 5:10

List Question

Borel-$\sigma$-algebra on D[0,1]

Dose Skorokhod metric generate a norm on Skorokhod space

weak convergence, relative compactness

Convergence of jump function with respect to the Skorokhod metric

Representation of the Skorokhod $J_1$-topology as a projective limit

Random time change for a Poisson process and convergence with respect to the Skorohod topology

If $(Y_r)_{r∈[0,\:t]}$ is a càdlàg process, is there some relation between the distribution of $(Y_r)_{r∈[0,\:s]}$ and $(Y_r)_{r∈[0,\:t]}$ for $s≤t$?

If $E$ is a locally compact metric space and $f:[0,∞)→E$ is càdlàg, is $f$ càdlàg as a function into the one-point compactification of $E$ too?

If $X^n$ is a càdlàg process in a locally compact space $E$, show that $\{X^n\}$ is relatively compact as processes in the compactification of $E$

I'm trying to understand a weak convergence result for Feller processes in Ethier and Kurtz

Equivalent conditions for relative compactness in the Skorohod space

Poisson process on Skorokhod's space

If $f\in C_0$ and $\lambda>0$, how can we show that $x\mapsto\int_0^\infty e^{-\lambda t}f(x(t))\:{\rm d}t$ is continuous wrt the Skorohod topology?

Given a càdlàg process $X$ and a measure μ on the Skorohod space, how can we show that μ is the law of $X$ up to the dependence on the initial value?

European lookback put options uniformly continuous

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