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This article is cited in 9 scientific papers (total in 10 papers)
On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments
R. Sh. Liptser, A. N. Shiryaev
Abstract:
The authors study weak convergence of a sequence of semimartingales to an arbitrary stochastically continuous process independent or conditionally independent increments. The “semimartingale scheme” they consider includes the traditional “series scheme”.
Bibliography: 22 titles.
Received: 09.02.1981
Citation:
R. Sh. Liptser, A. N. Shiryaev, “On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments”, Mat. Sb. (N.S.), 116(158):3(11) (1981), 331–358; Math. USSR-Sb., 44:3 (1983), 299–323
Linking options:
https://www.mathnet.ru/eng/sm2471https://doi.org/10.1070/SM1983v044n03ABEH000969 https://www.mathnet.ru/eng/sm/v158/i3/p331
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Abstract page: | 428 | Russian version PDF: | 135 | English version PDF: | 9 | References: | 60 | First page: | 2 |
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