Jacod, J.; Jakubowski, A.; Mémin, J. On asymptotic errors in discretization of processes. (English) Zbl 1058.60020 Ann. Probab. 31, No. 2, 592-608 (2003). Reviewer: L. Heinrich (Augsburg) MSC: 60F17 60H99 PDFBibTeX XMLCite \textit{J. Jacod} et al., Ann. Probab. 31, No. 2, 592--608 (2003; Zbl 1058.60020) Full Text: DOI
Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. 2nd ed. (English) Zbl 1018.60002 Grundlehren der Mathematischen Wissenschaften. 288. Berlin: Springer. xx, 661 p. (2003). Reviewer: Markus Reiß (Berlin) MSC: 60-02 60Fxx 60Jxx 60Gxx PDFBibTeX XMLCite \textit{J. Jacod} and \textit{A. N. Shiryaev}, Limit theorems for stochastic processes. 2nd ed. Berlin: Springer (2003; Zbl 1018.60002)
Jacod, Jean; Protter, Philip A remark on the weak convergence of processes in the Skorohod topology. (English) Zbl 0787.60007 J. Theor. Probab. 6, No. 3, 463-472 (1993). Reviewer: R.Norvaiša (Ottawa) MSC: 60B10 60F17 60G40 PDFBibTeX XMLCite \textit{J. Jacod} and \textit{P. Protter}, J. Theor. Probab. 6, No. 3, 463--472 (1993; Zbl 0787.60007) Full Text: DOI
Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. (English) Zbl 0635.60021 Grundlehren der Mathematischen Wissenschaften, 288. Berlin etc.: Springer-Verlag. XVIII, 601 p.; DM 198.00 (1987). Reviewer: E.Platen MSC: 60Fxx 60-02 60B10 60H05 60G44 60G48 PDFBibTeX XML
Jacod, J.; Memin, J.; Metivier, M. On tightness and stopping times. (English) Zbl 0501.60029 Stochastic Processes Appl. 14, 109-146 (1983). MSC: 60F05 60G44 60G48 60H05 PDFBibTeX XMLCite \textit{J. Jacod} et al., Stochastic Processes Appl. 14, 109--146 (1983; Zbl 0501.60029) Full Text: DOI