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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 132–137
(Mi tvp2475)
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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
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
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Abstract page: | 354 | Full-text PDF : | 119 |
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