Yuji Kasahara, Keigo Yamada, “Stability theorem for stochastic differential equations with jumps”, Stochastic Processes and their Applications, 38, № 1, 1991, 13
B. Gail Ivanoff, “Poisson convergence for point processes on the plane”, J Aust Math Soc A, 39, № 2, 1985, 253
Martti Nikunen, Esko Valkeila, “On the Levy-Prohorov distance between counting processes”, Stochastic Processes and their Applications, 26, 1987, 190
A. G. Sholomitskii, “On the Necessary Conditions of Normal Convergence for Martingales”, Theory Probab. Appl., 43, № 3, 1999, 434
K. Kubilius, “Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments”, Lith Math J, 24, № 2, 1985, 130
A. V. Mel'nikov, “Stochastic equations and krylov's estimates for semimartingales”, Stochastics, 10, № 2, 1983, 81
Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky, “Convergence of probability measures and Markov decision models with incomplete information”, Proc. Steklov Inst. Math., 287, № 1, 2014, 96
Jean-Bernard Gravereaux, James Ledoux, “Poisson approximation for some point processes in reliability”, Advances in Applied Probability, 36, № 2, 2004, 455
Fred Böker, “Convergence of thinning processes using compensators”, Stochastic Processes and their Applications, 23, № 1, 1986, 143
Jean Jacod, “Sur la convergence des processus ponctuels”, Probab. Th. Rel. Fields, 76, № 4, 1987, 573