Weak convergence of convex stochastic pr
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Miguel A. Arcones
📂
Article
📅
1998
🏛
Elsevier Science
🌐
English
⚖ 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