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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1981 Volume 116(158), Number 3(11), Pages 331–358 (Mi sm2471)

This article is cited in 9 papers

On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments

R. Sh. Liptser, A. N. Shiryaev


Abstract: The authors study weak convergence of a sequence of semimartingales to an arbitrary stochastically continuous process independent or conditionally independent increments. The “semimartingale scheme” they consider includes the traditional “series scheme”.
Bibliography: 22 titles.

UDC: 519.2

MSC: Primary 60F05, 60G17, 60G48; Secondary 46E27, 60G15, 60G25, 60J30

Received: 09.02.1981


 English version:
Mathematics of the USSR-Sbornik, 1983, 44:3, 299–323

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© Steklov Math. Inst. of RAS, 2024