Some examples and counterexamples of convergence of σ-algebras and filtrations

Probability and Measure.

PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations

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Limit Theorems for Stochastic Processes.

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Stability in D of martingales and backward equations under discretization of filtration

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Convergence in distribution and Skorokhod Convergence for the general theory of processes

Douglas N. Hoover · Probability Theory and Related Fields · 1991 · 28 citations · Full text

Engineering, Mathematics, Probability Theory +12