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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 4, Pages 683–703 (Mi tvp1225)  

This article is cited in 66 scientific papers (total in 68 papers)

A functional central limit theorem for semimartingales

R. Š. Lipčer, A. N. Širyaev

Moscow
Abstract: Let $X^n$, $n\geqslant 1$, be a sequence of semimartingales with triplets of local characteristics $T^n=(B^n,\langle X^{cn}\rangle,\nu^n)$ and let $X$ be a continuous Gaussian martingale with a triplet $T=(0,\langle X\rangle,0)$. We give conditions on the convergence of the triplets $T^n$ to $T$ which are sufficient for the weak convergence of the distributions of $X^n$ to the distribution of $X$ and for the weak convergence of the finite-dimensional distributions of $X^n$ to the corresponding finite-dimensional distributions of $X$.
Received: 25.03.1980
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 4, Pages 667–688
DOI: https://doi.org/10.1137/1125084
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. Š. Lipčer, A. N. Širyaev, “A functional central limit theorem for semimartingales”, Teor. Veroyatnost. i Primenen., 25:4 (1980), 683–703; Theory Probab. Appl., 25:4 (1981), 667–688
Citation in format AMSBIB
\Bibitem{LipShi80}
\by R.~{\v S}.~Lip{\v{c}}er, A.~N.~{\v S}iryaev
\paper A functional central limit theorem for semimartingales
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 4
\pages 683--703
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=595132}
\zmath{https://zbmath.org/?q=an:0471.60038|0454.60032}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 4
\pages 667--688
\crossref{https://doi.org/10.1137/1125084}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MK50200002}
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  • https://www.mathnet.ru/eng/tvp/v25/i4/p683
  • This publication is cited in the following 68 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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