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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 132–137 (Mi tvp2475)  

This article is cited in 13 scientific papers (total in 14 papers)

Short Communications

Necessary and sufficient conditions for the functional central limit theorem for semimartingales

R. Š. Lipcer, A. N. Širyaev

Moscow
Abstract: Suppose that $X^n$, $n\ge 1$, is a family of semimartingales with the triplets of local characteristics $(B^n,\langle X^{nc}\rangle,\nu^n)$ and $M$ is a continuous Gaussian martingale. We find conditions which are necessary and sufficient for the weak convergence $X^n\overset{\mathscr D}{\to}M$ ($n\to\infty$).
Received: 17.09.1980
English version:
Theory of Probability and its Applications, 1981, Volume 26, Issue 1, Pages 130–135
DOI: https://doi.org/10.1137/1126010
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. Š. Lipcer, A. N. Širyaev, “Necessary and sufficient conditions for the functional central limit theorem for semimartingales”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 132–137; Theory Probab. Appl., 26:1 (1981), 130–135
Citation in format AMSBIB
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\by R.~{\v S}.~Lipcer, A.~N.~{\v S}iryaev
\paper Necessary and sufficient conditions for the functional central limit theorem for semimartingales
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 1
\pages 132--137
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=605641}
\zmath{https://zbmath.org/?q=an:0473.60031|0458.60017}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 26
\issue 1
\pages 130--135
\crossref{https://doi.org/10.1137/1126010}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981MY89200010}
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  • https://www.mathnet.ru/eng/tvp/v26/i1/p132
  • This publication is cited in the following 14 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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