Weak convergence of convex stochastic pr
β
Miguel A. Arcones
π
Article
π
1998
π
Elsevier Science
π
English
β 530 KB
We discuss the weak convergence of convex stochastic processes. Let {Z.(t): t e T }, n >/ 1, be a sequence of stochastic processes, where T is an open convex set of R e, such that Z, : T ~ R is a convex function (for each ~o and each n), We show that {Z,(t):ts To} converges weakly to {Z(t):t ~ T}, f