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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 3–31 (Mi tvp2149)  
This article is cited in 5 scientific papers (total in 5 papers)

On the invariance principle for semimartingales with «nonclassical» assumptions

R. Š. Lipcer, A. N. Širyaev

Moscow
Full-text PDF (1374 kB) Citations (5)
Abstract: Suppose that $X^n$, $n\ge 1$, is a family of semimartingales with triplets of local characteristics $(B^n,\langle X^{nc}\rangle,\nu^n)$ and let $M$ be a Gaussian martingale. We find conditions (theorem 2) which are sufficient for the weak convergence $X^n$ to $M$.
Received: 03.07.1981
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 1, Pages 1–34
DOI: https://doi.org/10.1137/1128001
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. Š. Lipcer, A. N. Širyaev, “On the invariance principle for semimartingales with «nonclassical» assumptions”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 3–31; Theory Probab. Appl., 28:1 (1984), 1–34
Citation in format AMSBIB
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\by R.~{\v S}.~Lipcer, A.~N.~{\v S}iryaev
\paper On the invariance principle for semimartingales with <<nonclassical>> assumptions
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 1
\pages 3--31
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\zmath{https://zbmath.org/?q=an:0529.60030|0518.60041}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 1
\pages 1--34
\crossref{https://doi.org/10.1137/1128001}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SL53600001}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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