RUS  ENG
Full version
JOURNALS // Matematicheskii Sbornik // Archive
Mat. Sb. (N.S.), 1983 Volume 121(163), Number 2(6), Pages 176–200 (Mi sm2176)
This article is cited in 3 papers

Weak convergence of a sequence of semimartingales to a process of diffusion type

R. Sh. Liptser, A. N. Shiryaev


Abstract: This article deals with a derivation of necessary and sufficient conditions for the weak convergence of semimartingales to a process of diffusion type.
Bibliography: 34 titles.

UDC: 519.2

MSC: Primary 60F05, 60G48, 60J60; Secondary 60B11

Received: 11.05.1982


 English version: Mathematics of the USSR-Sbornik, 1984, 49:1, 171–195

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2024