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Mathematics of the USSR-Sbornik, 1984, Volume 49, Issue 1, Pages 171–195
DOI: https://doi.org/10.1070/SM1984v049n01ABEH002703 (Mi sm2176) 		 
This article is cited in 3 scientific papers (total in 4 papers)

Weak convergence of a sequence of semimartingales to a process of diffusion type

R. Sh. Liptser, A. N. Shiryaev
English version PDF (991 kB) Citations (4) Russian version article
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DOI: https://doi.org/10.1070/SM1984v049n01ABEH002703
Abstract: This article deals with a derivation of necessary and sufficient conditions for the weak convergence of semimartingales to a process of diffusion type.
Bibliography: 34 titles.
Received: 11.05.1982
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: Primary 60F05, 60G48, 60J60; Secondary 60B11
Language: English
Original paper language: Russian
Citation: R. Sh. Liptser, A. N. Shiryaev, “Weak convergence of a sequence of semimartingales to a process of diffusion type”, Math. USSR-Sb., 49:1 (1984), 171–195
Citation in format AMSBIB
\Bibitem{LipShi83}
\by R.~Sh.~Liptser, A.~N.~Shiryaev
\paper Weak convergence of a~sequence of semimartingales to a~process of diffusion type
\jour Math. USSR-Sb.
\yr 1984
\vol 49
\issue 1
\pages 171--195
\mathnet{http://mi.mathnet.ru//eng/sm2176}
\crossref{https://doi.org/10.1070/SM1984v049n01ABEH002703}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=703323}
\zmath{https://zbmath.org/?q=an:0559.60033|0521.60034}
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  • https://doi.org/10.1070/SM1984v049n01ABEH002703
  • https://www.mathnet.ru/eng/sm/v163/i2/p176
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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