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Skorokhod’s M1 topology for distribution-valued processes. (English) Zbl 1338.60105

Summary: Skorokhod’s M1 topology is defined for càdlàg paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived which allow us to study a collection of stochastic processes through their projections on the familiar space of real-valued càdlàg processes. It is shown how this topological space can be used in analysing the convergence of empirical process approximations to distribution-valued evolution equations with Dirichlet boundary conditions.

MSC:

60G07 General theory of stochastic processes
60F17 Functional limit theorems; invariance principles
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